Today’s Sheet
Template Preview · Today’s Sheet · AAPL
Ticker
Template Preview · Today’s Sheet · AAPL
MODEL NAME
Confidence: 74 (High)
Setup Snapshot
Entry Zone
$28.40 – $28.80
Breakout above consolidation range
Stop
$26.95 (1.5 ATR)
Below recent swing low
Pattern
Bull Flag Breakout
Strong uptrend with healthy consolidation
Market Context
Bullish Regime
SPY above 200-day MA, VIX < 20
Why This Setup Works
Confluence of technical breakout, favorable regime, and strong historical win-rate.
SPY Trend
Above 50/200 MA
Uptrend intact
Sector Trend
Technology Leading
Rotation to growth
Breadth
Advance/Decline +230
Healthy breadth
Avg Daily $ Notional
$2.68B
Ample
Median Spread
0.8 bps
Tight
1% Risk Size
~1.4k shares
Executable
Slippage Expectation
< 2 bps
Monitor
Execution Plan
Staggered limits inside spread
Avoid first/last 10m
No fills through VWAP
Avg Win / Avg Loss
+2.8R / -0.9R
Notes
Consistent expectancy across in-sample and OOS; avoid during earnings week.
$28.40 – $28.80
Entry tolerance: ±0.5%
Confirmation: Volume confirmation
Stop Loss
$26.95
1.5 ATR · Below swing low
Early exit: Pattern break
Profit Targets
TargetPriceR Multiple% Size
TP1$30.50+1.2R40%
TP2$31.80+2.2R40%
TP3$33.10+3.0R20%
Position Sizing
Position Size
1,370 shares
Max Exposure
$39,056 (39%)
Beta to SPY
1.18
Within tolerance
Correlation to SPY
0.62
Moderate overlap
Correlation to XLK
0.84
High sector coupling
Portfolio Overlap
12%
Acceptable overlap
Portfolio Note
Correlation stacking to tech; size accordingly and cap exposure.
Catalyst Conflict Warning
Earnings falls inside the holding window; reduce size or avoid holding through.
↗
Best Case
+3.5R to +4.0R
High (35%)
Drivers
- Strong earnings
- Sector momentum
- Low vol backdrop
- Follow-through volume
→
Base Case
+1.5R to +2.5R
Medium (45%)
Drivers
- Steady trend
- Controlled pullbacks
- Volume normalizes
- Macro stable
↘
Worst Case
-1.0R
Low (20%)
Drivers
- Earnings miss
- VIX spike
- Break of swing low
- Volume fade
What would make me exit early?
- Failing volume on breakout follow-through
- Break of swing low on high volume
- Regime shift: VIX > 22
- Invalidation of pattern structure
- Unexpected macro shock
What would make me add to position?
- Retest of breakout level with strong bid
- Volume expansion on continuation
- Sector leadership confirmed
- Correlated names breaking higher
What am I most likely to get wrong?
- Chasing strength: entering late without pullback
- Ignoring vol: holding through a spike
- Sizing drift: exceeding risk cap
- Macro blindspot: not adjusting to news
- Strong earnings follow-through
- Volume expansion
- Sector leadership holds
- Trend persists with orderly pullbacks
- Macro stable
- Volume normalizes
- Earnings miss / macro shock
- Break of swing low
- VIX spike
Setup Snapshot
- Entry Zone: $28.40 - $28.80 — Breakout above consolidation range
- Stop: $26.95 (1.5 ATR) — Below recent swing low
- Pattern: Bull Flag Breakout — Strong uptrend with healthy consolidation
Market Context
- SPY Trend: Bullish (Above 50 & 200 MA)
- VIX Level: 16.2 (Low vol)
- Sector Trend: Technology Leading
Trade Plan
| Entries | Stops | Targets |
|---|
| $28.40 / $28.80 | $26.95 | $30.50 / $31.80 |
Risk Scenarios
- Best: +3.5R to +4.0R (35%)
- Base: +1.5R to +2.5R (45%)
- Worst: -1.0R (20%)
Disclosure
Not financial advice. For educational purposes only.
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