⚠️ 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: Feb 14, 2024 → Feb 14, 2026 (731 days)

Rank	Symbol	Return	Start	Final Value	Trades	Win Rate	Fees	Net	Max DD	Avg Hold	Refunds	Last Refund
1	PEPEUSD ₿	+347.35%	$10,000	$44,735	136	59%	$32,184	+$34,735	-51.1%	1.6h	✓	-
2	XRPUSD ₿	+82.34%	$10,000	$18,234	28	82%	$1,917	+$8,234	-11.0%	1.4h	✓	-
3	LINKUSD ₿	+50.85%	$10,000	$15,085	17	88%	$1,076	+$5,085	-7.8%	1.4h	✓	-
4	DOGEUSD ₿	+50.19%	$10,000	$15,019	38	66%	$2,446	+$5,019	-8.8%	1.4h	✓	-
5	AVAXUSD ₿	+31.48%	$10,000	$13,148	15	73%	$940	+$3,148	-12.3%	1.3h	✓	-
6	LTCUSD ₿	+22.45%	$10,000	$12,245	14	64%	$778	+$2,245	-5.8%	1.6h	✓	-
7	BTCUSD ₿	+18.21%	$10,000	$11,821	3	100%	$214	+$1,821	-0.0%	1.5h	✓	-
8	UNIUSD ₿	+17.78%	$10,000	$11,778	25	56%	$1,478	+$1,778	-12.6%	1.4h	✓	-
9	ETHUSD ₿	+9.76%	$10,000	$10,976	4	75%	$199	+$976	-9.0%	0.9h	✓	-
10	SOLUSD ₿	+7.93%	$10,000	$10,793	14	71%	$862	+$793	-13.3%	1.3h	✓	-
11	DOTUSD ₿	+0.06%	$10,000	$10,006	18	67%	$980	+$6	-24.0%	1.3h	✓	-
12	SHIBUSD ₿	-48.30%	$10,000	$5,170	41	51%	$1,465	-$4,830	-65.3%	1.3h	✓	-

👤 Personality

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