MEDIAJEDI TRADING

Generated · auto-refreshes every 60s · paper account (fake money, live data)

Equity Growth — Last 3 Months

Open Positions

📉 RSI Mean-Reversion

Buys liquid names that are sharply oversold (RSI-2 < 10) while still above their 200-day trend. Bracket exit: take-profit at the 5-day SMA, −6% stop, 7-day time stop.

🎡 Wheel Strategy

Sells cash-secured puts ~10% below price (14–28 DTE); if assigned, sells covered calls above cost basis. Closes early at 50% profit. Collects premium continuously.

🥷 Sneaky Pivot

Buys liquidity-sweep reversals: yesterday swept below a swing low and closed strong on high volume. 2:1 target, trail activates at +1.5R. Max $150 risk/trade.

🚀 Gap and Go

Buys stocks gapping up ≥2% pre-market with volume; stop below the gap, 2:1 target, everything closed by 11 AM. Max $150 risk/trade.

🧠 Claude News Filter

Before each entry, Claude screens the mechanical candidates for concrete landmines (imminent earnings, an SEC/DOJ probe, dilution, a guidance cut). It can only veto a pick, never create or resize one — a risk filter, not a picker. Fails open: an outage never blocks a trade.

How Each Strategy Works

Short-term mean reversion is one of the most robustly documented retail edges: when a liquid stock in an uptrend gets sharply oversold, it tends to bounce back toward its average within a few days. This is the Connors RSI-2 approach — buy fear, sell the reversion.

Data source
Alpaca daily bars for ~52 liquid large-caps & sector ETFs
Entry filter
Price above its 200-day SMA (uptrend) AND RSI-2 below 10 (oversold). Most oversold names first, max 3 positions.
Position size
Up to $1,000 per position, max $100 risked per trade
Entry
Bracket market order at the open (9:33 AM)
Exit
Take-profit at the 5-day SMA (reversion to the mean) or a −6% hard stop — managed automatically as an Alpaca OCO bracket.
Time stop
Closed after 7 days if it never reverts
Edge
Mean reversion — buying short-term oversold extremes in uptrends

The Wheel is a premium-collection loop using options on stocks you're comfortable owning. It has two stages and cycles indefinitely, harvesting time-decay (theta) every 2–4 weeks.

  • Stage 1 — Cash-Secured Put (CSP): Sell a put ~10% below current price, 14–28 DTE. Collect premium upfront. If it expires worthless, collect again. If assigned (stock drops to strike), take ownership at a discount.
  • Stage 2 — Covered Call (CC): Now holding shares. Sell a call slightly above cost basis, 14–28 DTE. Collect more premium. If called away (stock rises above strike), shares sold at a profit. Reset to Stage 1.
Early exit
Close the option when 50% of max profit is reached (don't hold to expiry)
Symbols
Liquid, mid-cap stocks with good options volume and implied volatility
Edge
Volatility premium — options are priced slightly richer than realized vol on average
Risk
Assignment risk (owning a falling stock); managed by choosing solid underlying stocks

This pattern exploits a classic market manipulation sequence: "stop hunts" where price briefly dips below a well-known support level to trigger retail stop-loss orders, then immediately reverses. The reversal is the trade.

Setup (EOD)
Yesterday's candle swept below a prior swing low AND closed in the top 25% of its range on above-average volume
Entry
Market order at 9:31 AM. The setup is detected overnight so the bot is ready at open.
Stop
Below yesterday's low (the sweep point)
Target
2× the risk (2:1 R:R minimum). Trail activates once +1.5R is hit.
Max risk
$150 per trade
Holding time
Intraday to multi-day; closed by EOD if still open
Edge
Liquidity hunts are predictable — large players need to fill orders against stop clusters

Stocks that gap up significantly pre-market often continue higher in the first 30–90 minutes as retail traders pile in. This strategy catches that opening momentum wave, then exits before it fades.

Scan (8:50 AM)
Finds stocks with ≥2% pre-market gap, above-average pre-market volume, and no open gap fill nearby
Confirmation
Bonus points for news catalyst (earnings beat, FDA approval, contract announcement)
Entry
Market order at 9:32 AM — after the first few chaotic seconds settle
Stop
Below the gap (the low before the gap-up candle)
Target
2× risk (2:1 R:R). Scaled out in two halves.
Hard exit
All positions closed by 11:00 AM regardless of outcome — momentum fades fast
Max risk
$150 per trade
Edge
Opening momentum + news-driven FOMO creates predictable short-term continuation

The Overall Plan

Goal: prove out four independent automated strategies with fake money against live market data, building a track record before any real capital is considered.

Diversification of edge: each strategy exploits a different inefficiency — short-term mean reversion (RSI-2), volatility premium selling (Wheel), liquidity-sweep reversals (Sneaky Pivot), and opening momentum (Gap & Go). They rarely correlate: mean reversion buys weakness while the others buy strength, so a bad day for one is often a good day for another.

Risk framework: every strategy passes through risk_guard — $300 intraday loss limit, $5,000 max invested across all strategies. Any halt requires a manual review and an explicit resume_trading.py — nothing auto-resumes after losses.

Operations: everything runs in Docker on the NAS via supercronic, scripts are wrapped by a watchdog that emails on any crash, and code deploys automatically via git pull every 5 minutes. Morning plan, end-of-day results, and a Friday scorecard arrive by email.

What success looks like: consistent positive expectancy per strategy measured in R-multiples, drawdowns contained by the risk caps, and zero unreviewed losing streaks.

Recent Pivot Trades

Recent Gap Trades

RSI Mean-Reversion — Trade Log