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Penelope Swing
12

Penelope Swing

The Pendulum

🎢 Swing Trader 📅 128 years old (Born 1898)

"Markets breathe—they inhale greed, exhale fear, and the wise trade the breath."

Ethereally aged woman who moves with impossible grace, as if she exists slightly outside of time. Edwardian-era elegance mixed with timeless wisdom.

ℹ️ Character descriptions are creative personas representing trading strategy styles. They are not financial advice, promises, or guarantees of performance.

Sep 24, 2024 → Sep 24, 2026 (730d)

📊 2 Years Performance: We gave Penelope Swing $10,000 and let him trade 114 symbols from Jan 2, 2024 to today. 🟢 LIVE

$10,481
Avg Value (per symbol)
Started at: $10,000 (+$481)
+4.81%
2-Year ROI
37.9%
Win Rate
808
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

+0.4%
1 Month
+0.2%
3 Months
+0.0%
6 Months
+0.3%
YTD
+0.0%
1 Year

Equity Curve (2 Years)

Combined P&L across all 114 symbols

💰 Trading Activity (2 Years)

Stock Volume
$5,862,453
607 trades
Stock Fees
$0
✓ Commission FREE
Crypto Volume
$4,646,307
201 trades
Crypto Fees
$11,616
0.25% of volume

⚠️ Important Note: This simulation tests each symbol with its own $10K account (not pooled). Crypto symbols can show 40-75%+ fee drag due to high trade frequency.

Stocks are FREE on Alpaca, so the ~100 stock symbols have zero fee impact.

⚙️ Trading Strategy

Trade 10% range: buy support, sell resistance

Identifies stocks trading in a 10%+ range. Buys at support, sells at resistance, pocketing the 5% swing in between.

🎯 Best Suited For

Range-bound markets, consolidation periods

"Markets breathe in and out. I simply trade the breath."

📜 Why This Strategy Works

Most stocks, most of the time, trade in ranges. Penelope doesn't need trends—she needs rhythm.

Mathematical Formula

CODE VERIFIED — These formulas are extracted directly from the simulation engine and verified against the source code.
Source: scripts/run-*-simulation.php

📊 Entry Signal

📈 Entry Signal

Range ≥ 10% AND Close ≤ Low20 × 1.02 (within 2% of support)
→ BUY at current close price

📉 Exit Conditions

• TARGET: Price ≥ High20 × 0.98 (within 2% of resistance)
• STOP_LOSS: Price ≤ entry × 0.95 (-5% loss)
• MAX_HOLD: Hold time ≥ 30 days

⚙️ Simulation Parameters

RANGE_LOOKBACK: 20
MIN_RANGE_PCT: 10%
SUPPORT_PROXIMITY_PCT: 2%
RESISTANCE_PROXIMITY_PCT: 2%
STOP_LOSS_PCT: -5%
MAX_HOLD_DAYS: 30

📖 Historical Origin

Origin: Jesse Livermore's range trading wisdom

Jesse Livermore noted that stocks spend most of their time going nowhere—consolidating between moves. The money was in trading the ranges.

🏆 Top 10 Performing Symbols (2 Years)

📉 Worst 5 Performing Symbols (2 Years)

📊 All Symbol Results

Click on any row to see detailed trade history with equity curve

📅 2 Years: Sep 24, 2024 → Sep 24, 2026 (730 days)
📖 Understanding Score & Momentum columns
📊 Score — Lifetime Quality Score
Measures how well this strategy+symbol combination has performed across the entire simulation history. Based on return, win rate, drawdown control, profit factor, and trade count. Higher is better.
75+ Elite   60+ Good   40+ Fair   <40 Weak
⚡ Mom — 30-Day Momentum Score
Measures performance over the last 30 days only. Same quality model but calibrated for short-term activity. Captures recent regime shifts that the lifetime score may miss.
75+ Hot   60+ Active   40+ Moderate   <40 Quiet
Spread Indicators — Comparing Mom vs Score reveals regime sensitivity:
🔥 Heating Up — Mom is 20+ points above Score. This symbol is performing significantly better recently than its lifetime average. Could indicate a favorable regime shift.
🧊 Cooling Off — Mom is 20+ points below Score. This symbol is underperforming recently despite a strong lifetime track record. Could indicate an unfavorable regime shift.
No icon = Steady — Scores within ±20 points. Consistent performance.
⚠️ Scores are calculated from simulated backtest data and are for informational purposes only. They do not constitute financial advice or predict future performance. Full methodology →
Rank Symbol Score Mom Return Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 PEPEUSD ₿ — — +347.35% $10,000 $44,735 39 56% $32,184 +$34,735 -51.1% 1.6h ✓ -
2 XRPUSD ₿ — — +82.34% $10,000 $18,234 23 83% $1,917 +$8,234 -11.0% 1.4h ✓ -
3 LINKUSD ₿ — — +50.85% $10,000 $15,085 11 91% $1,076 +$5,085 -7.8% 1.4h ✓ -
4 DOGEUSD ₿ — — +50.19% $10,000 $15,019 25 60% $2,446 +$5,019 -8.8% 1.4h ✓ -
5 UNIUSD ₿ 30 — +33.32% $10,000 $13,332 20 40% $1,953 +$3,332 -12.6% 1.4h ✓ -
6 HOOD 32 — +33.21% $10,000 $13,321 21 71% - +$3,321 -8.6% 1.3h ✓ -
7 AVAXUSD ₿ 24 2🧊 +30.38% $10,000 $13,038 32 13% $2,518 +$3,038 -12.3% 1.3h ✓ -
8 COIN 31 — +22.83% $10,000 $12,283 16 69% - +$2,283 -2.6% 2.6h ✓ -
9 LTCUSD ₿ — — +22.45% $10,000 $12,245 9 56% $778 +$2,245 -5.8% 1.6h ✓ -
10 ARM 29 — +22.01% $10,000 $12,201 22 55% - +$2,201 -9.2% 1.5h ✓ -
11 RBLX 25 — +20.02% $10,000 $12,002 8 50% - +$2,002 -2.6% 2.0h ✓ -
12 BTCUSD ₿ — — +18.21% $10,000 $11,821 1 100% $214 +$1,821 -0.0% 1.5h ✓ -
13 AMC 18 — +16.84% $10,000 $11,684 14 57% - +$1,684 -13.7% 1.6h ✓ -
14 NET — — +16.48% $10,000 $11,648 6 33% - +$1,648 -3.0% 1.4h ✓ -
15 LLY — — +13.26% $10,000 $11,326 4 75% - +$1,326 -2.9% 1.4h ✓ -
16 MRNA 24 — +10.10% $10,000 $11,010 18 72% - +$1,010 -7.6% 2.8h ✓ -
17 NIO — — +9.79% $10,000 $10,979 8 75% - +$979 -5.5% 1.5h ✓ -
18 ETHUSD ₿ — — +9.76% $10,000 $10,976 4 75% $199 +$976 -9.0% 0.9h ✓ -
19 SQQQ — — +9.27% $10,000 $10,927 7 71% - +$927 -0.6% 1.5h ✓ -
20 SOLUSD ₿ — — +7.93% $10,000 $10,793 9 56% $862 +$793 -13.3% 1.3h ✓ -
21 BIIB — — +7.57% $10,000 $10,757 1 100% - +$757 -0.0% 0.0h ✓ -
22 CRWD — — +7.46% $10,000 $10,746 6 50% - +$746 -8.8% 1.6h ✓ -
23 NFLX — — +7.19% $10,000 $10,719 3 33% - +$719 -2.0% 2.1h ✓ -
24 ACN — — +6.61% $10,000 $10,661 3 67% - +$661 -1.6% 2.0h ✓ -
25 ORCL — — +6.48% $10,000 $10,648 6 67% - +$648 -5.2% 1.8h ✓ -
26 SOFI 10 — +5.25% $10,000 $10,525 16 56% - +$525 -13.1% 2.9h ✓ -
27 META — — +5.25% $10,000 $10,525 3 67% - +$525 -0.2% 2.2h ✓ -
28 TSLA 12 — +4.77% $10,000 $10,477 10 70% - +$477 -5.2% 4.4h ✓ -
29 MRK — — +4.66% $10,000 $10,466 2 100% - +$466 -0.9% 1.5h ✓ -
30 LCID 14 — +4.63% $10,000 $10,463 27 67% - +$463 -13.5% 2.9h ✓ -
31 SNOW — — +4.23% $10,000 $10,423 5 40% - +$423 -3.2% 1.6h ✓ -
32 PM — — +3.26% $10,000 $10,326 2 100% - +$326 -0.0% 1.3h ✓ -
33 ARKK — — +3.21% $10,000 $10,321 1 100% - +$321 -0.0% 0.7h ✓ -
34 RIVN 12 — +3.06% $10,000 $10,306 12 67% - +$306 -5.7% 1.6h ✓ -
35 PANW — — +2.38% $10,000 $10,238 4 100% - +$238 -1.0% 1.7h ✓ -
36 C — — +2.35% $10,000 $10,235 1 0% - +$235 -0.7% 1.7h ✓ -
37 ABBV — — +2.26% $10,000 $10,226 2 100% - +$226 -0.0% 1.6h ✓ -
38 WFC — — +2.08% $10,000 $10,208 1 100% - +$208 -0.0% 0.3h ✓ -
39 REGN — — +1.18% $10,000 $10,118 4 50% - +$118 -2.1% 2.1h ✓ -
40 SCHW — — +0.81% $10,000 $10,081 NO ENTRY - - +$81 -0.0% 1.6h ✓ -
41 OXY — — +0.80% $10,000 $10,080 3 33% - +$80 -0.7% 1.4h ✓ -
42 GOOGL — — +0.64% $10,000 $10,064 1 100% - +$64 -0.0% 0.8h ✓ -
43 SLV — — +0.61% $10,000 $10,061 8 50% - +$61 -6.1% 1.1h ✓ -
44 RIOT 9 — +0.46% $10,000 $10,046 34 44% - +$46 -24.8% 1.6h ✓ -
45 COP — — +0.45% $10,000 $10,045 2 50% - +$45 -1.4% 1.4h ✓ -
46 GS — — +0.37% $10,000 $10,037 1 100% - +$37 -0.0% 1.2h ✓ -
47 AXP — — +0.35% $10,000 $10,035 1 100% - +$35 -0.0% 1.3h ✓ -
48 AMGN — — +0.33% $10,000 $10,033 2 50% - +$33 -0.0% 1.8h ✓ -
49 AMZN — — +0.18% $10,000 $10,018 2 100% - +$18 -0.9% 1.4h ✓ -
50 AAPL — — +0.13% $10,000 $10,013 3 67% - +$13 -0.0% 1.6h ✓ -
51 DOTUSD ₿ — — +0.06% $10,000 $10,006 14 57% $980 +$6 -24.0% 1.3h ✓ -
52 COST — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
53 MA — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
54 XOM — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
55 XLF — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
56 V — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
57 XLE — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
58 XLK — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
59 TLT — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
60 QQQ — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
61 PEP — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
62 VOO — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
63 MCD — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
64 GLD — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
65 MDT — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
66 VTI — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
67 BMY — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
68 JPM — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
69 KO — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
70 BLK — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
71 PG — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
72 WMT — — +0.00% 🔄 $10,086 $86 NO ENTRY - - -$10,000 -0.0% 0.0h 1 Aug 20, 2026
73 BRK-B — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
74 SPY — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
75 VZ — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
76 IWM — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
77 TMO — — +0.00% 🔄 $10,034 $34 NO ENTRY - - -$10,000 -0.0% 0.0h 1 Apr 23, 2026
78 PFE — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
79 DIA — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
80 HD — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
81 CVX — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
82 JNJ — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
83 MS — — -0.22% $10,000 $9,978 1 0% - -$22 -0.2% 1.4h ✓ -
84 GILD — — -0.41% $10,000 $9,959 NO ENTRY - - -$41 -0.4% 1.7h ✓ -
85 PYPL — — -0.56% $10,000 $9,944 6 33% - -$56 -1.4% 1.5h ✓ -
86 SPXU — — -1.20% $10,000 $9,880 4 50% - -$120 -12.1% 17.9h ✓ -
87 CRM — — -1.61% $10,000 $9,839 2 100% - -$161 -3.1% 1.5h ✓ -
88 MSFT — — -1.81% $10,000 $9,819 1 0% - -$181 -1.8% 2.0h ✓ -
89 BAC — — -2.02% $10,000 $9,798 1 0% - -$202 -2.0% 1.8h ✓ -
90 SMCI 6 — -2.26% $10,000 $9,774 30 60% - -$226 -36.1% 2.1h ✓ -
91 USO — — -2.27% $10,000 $9,773 5 20% - -$227 -0.0% 0.3h ✓ -
92 VRTX — — -2.33% $10,000 $9,767 2 0% - -$233 -2.3% 2.0h ✓ -
93 TQQQ — — -2.48% $10,000 $9,752 10 30% - -$248 -11.7% 4.0h ✓ -
94 DIS — — -2.66% $10,000 $9,734 1 0% - -$266 -2.7% 1.9h ✓ -
95 ISRG — — -3.64% $10,000 $9,636 2 50% - -$364 -0.0% 1.7h ✓ -
96 NVDA — — -4.00% $10,000 $9,600 2 50% - -$400 -6.9% 1.7h ✓ -
97 CMCSA — — -4.03% $10,000 $9,597 1 0% - -$403 -4.0% 2.7h ✓ -
98 SLB — — -4.21% $10,000 $9,579 2 0% - -$421 -4.5% 2.3h ✓ -
99 UNH — — -4.99% $10,000 $9,501 5 40% - -$499 -8.3% 1.8h ✓ -
100 INTC 5 — -6.26% $10,000 $9,374 13 46% - -$626 -2.9% 1.6h ✓ -
101 PLTR 5 — -7.08% $10,000 $9,292 11 55% - -$708 -10.9% 2.9h ✓ -
102 MU 7 — -7.85% $10,000 $9,215 20 55% - -$785 -11.5% 2.3h ✓ -
103 ADBE — — -7.99% $10,000 $9,201 3 0% - -$799 -5.5% 2.0h ✓ -
104 IBM — — -8.31% $10,000 $9,169 4 25% - -$831 -1.0% 1.7h ✓ -
105 VXX — — -9.05% $10,000 $9,095 11 55% - -$905 -16.0% 1.4h ✓ -
106 AVGO — — -9.34% $10,000 $9,066 4 25% - -$934 -7.9% 1.9h ✓ -
107 DKNG — — -10.32% $10,000 $8,968 2 50% - -$1,032 -10.3% 2.0h ✓ -
108 AMD 3 — -13.45% $10,000 $8,655 13 46% - -$1,345 -7.6% 1.8h ✓ -
109 MARA 8 — -16.36% $10,000 $8,364 41 49% - -$1,636 -20.2% 3.1h ✓ -
110 SOXL 8 51🔥 -20.37% $10,000 $7,963 78 53% - -$2,037 -34.2% 2.7h ✓ -
111 GME 3 — -29.37% $10,000 $7,063 5 20% - -$2,937 -34.0% 3.1h ✓ -
112 UVXY 3 — -32.87% $10,000 $6,713 37 38% - -$3,287 -29.7% 4.0h ✓ -
113 SHIBUSD ₿ — — -48.30% $10,000 $5,170 14 29% $1,465 -$4,830 -65.3% 1.3h ✓ -
114 CSCO — — -99.31% $10,000 $69 NO ENTRY - - -$9,931 -0.0% 0.0h ✓ -

👤 Personality

Balanced, centered, holistic. Understands that markets expand and contract like lungs, like tides, like seasons.