Today's Sheet · 2025-11-11 · Core Signals
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Ticker
Today's Sheet · 2025-11-11 · Core Signals
Confidence: 74 (High)
Exp R/R
2.8R
Win-rate
67%
Sample Size
N=142
Timeframe
3–7 days
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Setup Snapshot
- Entry Zone$28.40 – $28.80Breakout above consolidation range
- Stop$26.95 (1.5 ATR)Below recent swing low
- PatternBull Flag BreakoutStrong uptrend with healthy consolidation
- Market ContextBullish RegimeSPY above 200-day MA, VIX < 20
Why This Setup Works
Confluence of technical breakout, favorable regime, and strong historical win-rate.
Market Context
Bullish Regime
SPY Trend
Above 50/200 MA
Uptrend intact
VIX Level
16.2
Low vol
Sector Trend
Technology Leading
Rotation to growth
Breadth
Advance/Decline +230
Healthy breadth
Liquidity & Execution
Focus: tight spreads, clean depth, executable sizes.
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
Historical Edge Evidence
Expectation and hold-time curves from historical samples.
Validation: PASS
Expectancy Curve
Win-rate
67.2%
Exp
+1.58R
Avg Win / Avg Loss
+2.8R / -0.9R
Hold-Time Distribution
Median Hold
4.2d
p75 Hold
6.1d
p25 Hold
2.9d
Notes
Consistent expectancy across in-sample and OOS; avoid during earnings week.
Trade Plan
Entry / stop / targets / sizing per figma spec.
Entry
LIMIT
MARKET
$28.40 – $28.80
Stop Loss
$26.95
Profit Targets
TargetPriceR Multiple% Size
TP1$30.50+1.2R40%
TP2$31.80+2.2R40%
TP3$33.10+3.0R20%
Position Sizing
position = (account_size × risk_pct) / stop_distance
Correlation & Portfolio Fit
Key correlations and overlap notes.
Beta to SPY
1.18
Correlation to SPY
0.62
Correlation to XLK
0.84
Portfolio Overlap
12%
Portfolio Note
Correlation stacking to tech; size accordingly and cap exposure.
Catalyst & Event Map
Key events across the trade window.
Entry Window
Nov 20
Earnings
Nov 28
Dividend
Dec 1
FOMC
Dec 13
Exit Window
Dec 15
Catalyst Conflict Warning
Earnings falls inside the holding window; reduce size or avoid holding through.
Risk Scenarios
Best / Base / Worst cases with drivers.
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
Journal Hooks
Reflection prompts to capture your playbook.
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
Trade Probability Matrix
Scenario probabilities and R outcomes.
Scenario
Probability
R Outcome
Drivers
Best
35%
+3.5R to +4.0R
- Strong earnings follow-through
- Volume expansion
- Sector leadership holds
Base
45%
+1.5R to +2.5R
- Trend persists with orderly pullbacks
- Macro stable
- Volume normalizes
Worst
20%
-1.0R
- Earnings miss / macro shock
- Break of swing low
- VIX spike
Notes
Sizing capped to 1% risk; tighten stops if VIX > 22 or breadth weakens.
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