26 lines
1.2 KiB
Markdown
26 lines
1.2 KiB
Markdown
# Minervini Scanner
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## Current Understanding
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Implements Mark Minervini's SEPA (Specific Entry Point Analysis) criteria: stage 2
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uptrend, price above 50/150/200 SMA in the right order, 52-week high proximity,
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RS line at new highs. Historically one of the highest-conviction scanner setups.
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Works best in bull market conditions; underperforms in choppy/bear markets.
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Early P&L evidence supports the high-conviction thesis: 100% 1d win rate and
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+3.68% avg 1d return across 4 data points. No 7d/30d data available yet.
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The market condition filter hypothesis remains untested.
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## Evidence Log
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### 2026-04-11 — P&L review
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- 4 recommendations. 1d win rate: 100%. Avg 1d return: +3.68%.
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- No 7d or 30d data (positions still open or too recent at time of statistics cut).
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- 4 data points is too small to draw conclusions but the signal is encouraging.
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- Context: these 4 picks occurred during the broader Feb–Apr 2026 downturn,
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suggesting the Stage 2 uptrend filter is effective at avoiding stocks in decline.
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- Confidence: low (4 data points insufficient for statistical significance)
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## Pending Hypotheses
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- [ ] Does adding a market condition filter (S&P 500 above 200 SMA) improve hit rate?
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- [ ] Do RS Rating thresholds (>80 vs >90) meaningfully differentiate outcomes?
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