B1 gap test: live rules vs 25% K/D gap with a 1-day grace (ITA, SOXX, TQQQ), 12 Nov 2026 close
Each ETF below is shown twice so the two rule sets can be checked trade by trade. Yahoo Finance daily bars from 4 Jan 2021 through the 12 Nov 2026 close, each ETF’s own price-based Stage on every bar, Stochastic 14,3,5, Bollinger 18,2, one position at a time, fills at the signal-day close, no costs. Backtest only: nothing was bought or sold.
- Scenario A, the live rules (set E + P1). B1 = %K crosses above %D with both under 20.
- Scenario B: the same, except that B1 also needs %K at least 25% above %D on the cross day. If the gap is smaller, the B1 is blocked, but it may still buy on the next close if %K is still above %D, the gap now reaches 25% and %D is still under 20 (a “late B1”). All other rules are identical.
Across all ETFs (48 full-history ETFs, full period): median excess over buy & hold +1.7% with Scenario B vs +0.3% with the live rules; 25 ETFs beat buy & hold vs 24; 23 ETFs better and 21 worse than live (median change +0.00 points). But it is worse in 4 of the 6 single years (better in 1), and worse over the last 1 year (3 better / 8 worse) and the last 6 months (2 / 5). It is fragile: with a 15% or 20% gap instead of 25% the median excess falls to -0.8% and -0.8%. A 3-point gap instead of 25% gives the same result on these three ETFs (cross-ETF median excess +1.7%, 23 better / 21 worse). Not adopted; shown here for checking.
- ITA: Scenario A +91.2%, Scenario B +115.9%, buy & hold +136.9% (full period to 12 Nov 2026).
- SOXX: Scenario A +342.8%, Scenario B +343.6%, buy & hold +269.4% (full period to 12 Nov 2026).
- TQQQ: Scenario A +281.3%, Scenario B +233.3%, buy & hold +175.5% (full period to 12 Nov 2026).
Not advice. Highlighted rows (yellow) = the most interesting case per ETF (the biggest difference between what A made on that B1 and what B did instead).
Result to the 12 Nov 2026 close: Scenario A +91.2%, Scenario B +115.9%, ITA buy & hold +136.9% over the full period. B blocked 4 B1 crosses on ITA; 2 of them were bought one close later as a late B1. In Scenario A those crosses were 1 closed winner, 2 closed losers, 1 still open. Most interesting case (27 Aug 2026, highlighted): the cross had a gap of 19% (1.5 pts); A bought B1 at 78.09 and made -8.1% (still open); B bought B2 embed-low end on 9 Oct 2026 at 68.88 and made +4.1% (still open). Check against the cross-ETF backtest (to the 9 Nov 2026 close): A +91.0%, B +115.7%; this build +91.0% and +115.7%.
Summary: Scenario A vs Scenario B vs ITA buy & hold (to the 12 Nov 2026 close)
| Period | Scenario A: live rules | Scenario B: B1 gap 25% + 1-day grace | ITA buy & hold |
|---|---|---|---|
| Full period (from 4 Jan 2021) | +91.2% | +115.9% | +136.9% |
| 2021 | +5.8% | +5.0% | +13.2% |
| 2022 | +6.7% | +7.2% | +7.8% |
| 2023 | +5.4% | +5.4% | +13.6% |
| 2024 | +9.6% | +9.6% | +15.9% |
| 2025 | +45.9% | +45.9% | +48.2% |
| 2026 (to 12 Nov 2026) | -1.3% | +11.9% | -3.1% |
| Last 1 year (from 12 Nov 2025) | +5.9% | +20.0% | +2.6% |
| Last 6 months (from 12 May 2026) | -7.8% | +4.5% | -4.5% |
| Worst drop, full period | -20.8% | -21.1% | -20.1% |
| Trades (closed + open) | 23 + 1 | 23 + 1 | – |
| Win rate (closed trades) | 65% (15 of 23) | 65% (15 of 23) | – |
ITA Scenario A: live rules (set E + P1)
Markers:buy (rule written below)sell (reason written above)
ITA (iShares U.S. Aerospace & Defense ETF) daily OHLC from 4 Jan 2021 through the 12 Nov 2026 close from Yahoo Finance (indicators warmed up on bars from Nov 2019). SMA 50/100/200, Bollinger 18,2 and Stochastic 14,3,5 calculated from these closes; default view = last year, scroll or zoom back for the full history. Test signals, one position at a time, so buys and sells always alternate (rules tested from a flat start on the first valid bar, 4 Jan 2021 where the ETF traded then). BUY (green up triangle, rule written below it) on the first close that meets, in this order: B1 oversold — %K crosses above %D with both under 20; B2 a below-20 embed ends; B3 trend pullback — close above SMA 50 and %K crosses above %D after %K dipped under 50 since the last sell; B4 middle-band reclaim — 2 closes in a row above the 18-day Bollinger middle band after a close at or below it, with %K above %D; B5 re-entry after a sell — close above the highest close of the prior 20 days, above SMA 50, with %K above %D. No buy while %K and %D both stay under 20 for 3+ closes (red band). SELL (orange down triangle, reason written above it) only after a buy, and only on a close below SMA 68 (the 68-day simple average of closes, not drawn): S1 %K crosses below %D with both above 80 (held while both stay above 80 for 3+ closes, green band, per Ira Epstein’s embed rule); S2 either line closes back under 80 after such an embed. If S1 or S2 happens while the close is still at or above SMA 68, the sell waits and S4 fires on the first later close below SMA 68; while the Stage (here the price-based proxy) is Rolling Over or Faded (red background) a waiting sell fires already on the first close below SMA 40 (S5). Rule set chosen on all narrative ETFs together (cross-ETF re-tune and Stage-aware test, 11 Nov 2026), not on this ETF alone. Background colour = ITA’s Stage from the price-based proxy on every bar (the dashboard Stage rules applied to ITA vs SPY prices only; no mention data, so Start, Peak and Faded cannot appear): green Push Up; yellow Recovery Attempt or Basing; orange Pullback; red Rolling Over; grey Unclassified. The same proxy is used in the cross-ETF backtests, so this chart matches them.
ITA Scenario A: all 24 trades
| # | Buy date | Buy rule | Buy close | Sell date | Sell rule | Sell close | % gain | Days held |
|---|---|---|---|---|---|---|---|---|
| 1 | 7 Jan 2021 | B3 trend pullback | 31.22 | 12 May 2021 | S4 waited for a close below SMA 68 | 34.08 | +9.2% | 125 |
| 2 | 17 May 2021 | B3 trend pullback | 35.33 | 13 Jul 2021 | S4 waited for a close below SMA 68 | 35.91 | +1.6% | 57 |
| 3 | 28 Jul 2021 | B4 middle-band reclaim | 36.29 | 26 Oct 2021 | S4 waited for a close below SMA 68 | 35.24 | -2.9% | 90 |
| 4 | 2 Nov 2021 | B1 oversold cross | 34.87 | 31 Dec 2021 | S1 overbought cross, close below SMA 68 | 34.26 | -1.8% | 59 |
| 5 | 4 Jan 2022 | B5 20-day-high re-entry | 35.42 | 20 Jan 2022 | S4 waited for a close below SMA 68 | 34.74 | -1.9% | 16 |
| 6 | 8 Feb 2022 | B4 middle-band reclaim | 35.02 | 26 Apr 2022 | S4 waited for a close below SMA 68 | 35.39 | +1.1% | 77 |
| 7 | 4 May 2022 | B2 embed-low end | 35.49 | 10 Jun 2022 | S2 embed-high end, close below SMA 68 | 33.41 | -5.9% | 37 |
| 8 | 21 Jun 2022 | B1 oversold cross | 32.19 | 1 Sep 2022 | S4 waited for a close below SMA 68 | 33.52 | +4.1% | 72 |
| 9 | 8 Sep 2022 | B2 embed-low end | 33.95 | 19 Jan 2023 | S4 waited for a close below SMA 68 | 36.14 | +6.5% | 133 |
| 10 | 24 Jan 2023 | B3 trend pullback | 37.40 | 10 Mar 2023 | S4 waited for a close below SMA 68 | 37.68 | +0.7% | 45 |
| 11 | 30 Mar 2023 | B4 middle-band reclaim | 38.13 | 25 Apr 2023 | S4 waited for a close below SMA 68 | 38.09 | -0.1% | 26 |
| 12 | 18 May 2023 | B4 middle-band reclaim | 37.78 | 17 Aug 2023 | S4 waited for a close below SMA 68 | 37.93 | +0.4% | 91 |
| 13 | 30 Aug 2023 | B4 middle-band reclaim | 38.91 | 16 Oct 2023 | S1 overbought cross, close below SMA 68 | 36.44 | -6.3% | 47 |
| 14 | 1 Nov 2023 | B3 trend pullback | 36.86 | 17 Jan 2024 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 39.77 | +7.9% | 77 |
| 15 | 19 Jan 2024 | B2 embed-low end | 40.57 | 25 Jun 2024 | S4 waited for a close below SMA 68 | 44.10 | +8.7% | 158 |
| 16 | 11 Jul 2024 | B4 middle-band reclaim | 44.54 | 30 Oct 2024 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 49.11 | +10.3% | 111 |
| 17 | 6 Nov 2024 | B2 embed-low end | 50.39 | 21 Feb 2025 | S4 waited for a close below SMA 68 | 49.78 | -1.2% | 107 |
| 18 | 26 Feb 2025 | B1 oversold cross | 50.38 | 3 Apr 2025 | S4 waited for a close below SMA 68 | 49.26 | -2.2% | 36 |
| 19 | 15 Apr 2025 | B4 middle-band reclaim | 50.10 | 13 Nov 2025 | S4 waited for a close below SMA 68 | 68.35 | +36.4% | 212 |
| 20 | 25 Nov 2025 | B2 embed-low end | 67.47 | 19 Mar 2026 | S4 waited for a close below SMA 68 | 75.77 | +12.3% | 114 |
| 21 | 1 Apr 2026 | B2 embed-low end | 74.55 | 20 Apr 2026 | S2 embed-high end, close below SMA 68 | 77.28 | +3.7% | 19 |
| 22 | 6 May 2026 | B2 embed-low end | 74.47 | 3 Jun 2026 | S4 waited for a close below SMA 68 | 74.96 | +0.7% | 28 |
| 23 | 11 Jun 2026 | B5 20-day-high re-entry | 78.68 | 21 Aug 2026 | S4 waited for a close below SMA 68 | 79.11 | +0.6% | 71 |
| 24 | 27 Aug 2026 most interesting | B1 oversold cross | 78.09 | 12 Nov 2026 open | still held (valued at last close) | 71.73 | -8.1% | 77 |
ITA Scenario B: B1 needs a 25% K/D gap, with a 1-day grace
Markers:buy (rule written below)sell (reason written above)B1 blocked (gap x%), hollow grey; green buy with a yellow outline = B1 late (gap x%)
ITA (iShares U.S. Aerospace & Defense ETF) daily OHLC from 4 Jan 2021 through the 12 Nov 2026 close from Yahoo Finance (indicators warmed up on bars from Nov 2019). SMA 50/100/200, Bollinger 18,2 and Stochastic 14,3,5 calculated from these closes; default view = last year, scroll or zoom back for the full history. Scenario B change: B1 (oversold cross) needs %K at least 25% above %D on the cross day. If the gap is smaller, the B1 is blocked (hollow grey triangle “B1 blocked (gap x%)”) but may still fire on the next close if %K is still above %D, the gap now reaches 25% and %D is still under 20 (green triangle with a yellow outline, “B1 late (gap x%)”). On a blocked day the other buy rules (B2–B5) are still checked in the usual order; everything else is the same as Scenario A. Test signals, one position at a time, so buys and sells always alternate (rules tested from a flat start on the first valid bar, 4 Jan 2021 where the ETF traded then). BUY (green up triangle, rule written below it) on the first close that meets, in this order: B1 oversold — %K crosses above %D with both under 20; B2 a below-20 embed ends; B3 trend pullback — close above SMA 50 and %K crosses above %D after %K dipped under 50 since the last sell; B4 middle-band reclaim — 2 closes in a row above the 18-day Bollinger middle band after a close at or below it, with %K above %D; B5 re-entry after a sell — close above the highest close of the prior 20 days, above SMA 50, with %K above %D. No buy while %K and %D both stay under 20 for 3+ closes (red band). SELL (orange down triangle, reason written above it) only after a buy, and only on a close below SMA 68 (the 68-day simple average of closes, not drawn): S1 %K crosses below %D with both above 80 (held while both stay above 80 for 3+ closes, green band, per Ira Epstein’s embed rule); S2 either line closes back under 80 after such an embed. If S1 or S2 happens while the close is still at or above SMA 68, the sell waits and S4 fires on the first later close below SMA 68; while the Stage (here the price-based proxy) is Rolling Over or Faded (red background) a waiting sell fires already on the first close below SMA 40 (S5). Rule set chosen on all narrative ETFs together (cross-ETF re-tune and Stage-aware test, 11 Nov 2026), not on this ETF alone. Background colour = ITA’s Stage from the price-based proxy on every bar (the dashboard Stage rules applied to ITA vs SPY prices only; no mention data, so Start, Peak and Faded cannot appear): green Push Up; yellow Recovery Attempt or Basing; orange Pullback; red Rolling Over; grey Unclassified. The same proxy is used in the cross-ETF backtests, so this chart matches them.
ITA Scenario B: all 24 trades
| # | Buy date | Buy rule | Buy close | Sell date | Sell rule | Sell close | % gain | Days held |
|---|---|---|---|---|---|---|---|---|
| 1 | 7 Jan 2021 | B3 trend pullback | 31.22 | 12 May 2021 | S4 waited for a close below SMA 68 | 34.08 | +9.2% | 125 |
| 2 | 17 May 2021 | B3 trend pullback | 35.33 | 13 Jul 2021 | S4 waited for a close below SMA 68 | 35.91 | +1.6% | 57 |
| 3 | 28 Jul 2021 | B4 middle-band reclaim | 36.29 | 26 Oct 2021 | S4 waited for a close below SMA 68 | 35.24 | -2.9% | 90 |
| 4 | 3 Nov 2021 | B1 oversold cross (late, gap 60%) | 35.15 | 31 Dec 2021 | S1 overbought cross, close below SMA 68 | 34.26 | -2.5% | 58 |
| 5 | 4 Jan 2022 | B5 20-day-high re-entry | 35.42 | 20 Jan 2022 | S4 waited for a close below SMA 68 | 34.74 | -1.9% | 16 |
| 6 | 8 Feb 2022 | B4 middle-band reclaim | 35.02 | 26 Apr 2022 | S4 waited for a close below SMA 68 | 35.39 | +1.1% | 77 |
| 7 | 4 May 2022 | B2 embed-low end | 35.49 | 10 Jun 2022 | S2 embed-high end, close below SMA 68 | 33.41 | -5.9% | 37 |
| 8 | 22 Jun 2022 | B1 oversold cross (late, gap 67%) | 32.05 | 1 Sep 2022 | S4 waited for a close below SMA 68 | 33.52 | +4.6% | 71 |
| 9 | 8 Sep 2022 | B2 embed-low end | 33.95 | 19 Jan 2023 | S4 waited for a close below SMA 68 | 36.14 | +6.5% | 133 |
| 10 | 24 Jan 2023 | B3 trend pullback | 37.40 | 10 Mar 2023 | S4 waited for a close below SMA 68 | 37.68 | +0.7% | 45 |
| 11 | 30 Mar 2023 | B4 middle-band reclaim | 38.13 | 25 Apr 2023 | S4 waited for a close below SMA 68 | 38.09 | -0.1% | 26 |
| 12 | 18 May 2023 | B4 middle-band reclaim | 37.78 | 17 Aug 2023 | S4 waited for a close below SMA 68 | 37.93 | +0.4% | 91 |
| 13 | 30 Aug 2023 | B4 middle-band reclaim | 38.91 | 16 Oct 2023 | S1 overbought cross, close below SMA 68 | 36.44 | -6.3% | 47 |
| 14 | 1 Nov 2023 | B3 trend pullback | 36.86 | 17 Jan 2024 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 39.77 | +7.9% | 77 |
| 15 | 19 Jan 2024 | B2 embed-low end | 40.57 | 25 Jun 2024 | S4 waited for a close below SMA 68 | 44.10 | +8.7% | 158 |
| 16 | 11 Jul 2024 | B4 middle-band reclaim | 44.54 | 30 Oct 2024 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 49.11 | +10.3% | 111 |
| 17 | 6 Nov 2024 | B2 embed-low end | 50.39 | 21 Feb 2025 | S4 waited for a close below SMA 68 | 49.78 | -1.2% | 107 |
| 18 | 26 Feb 2025 | B3 trend pullback | 50.38 | 3 Apr 2025 | S4 waited for a close below SMA 68 | 49.26 | -2.2% | 36 |
| 19 | 15 Apr 2025 | B4 middle-band reclaim | 50.10 | 13 Nov 2025 | S4 waited for a close below SMA 68 | 68.35 | +36.4% | 212 |
| 20 | 25 Nov 2025 | B2 embed-low end | 67.47 | 19 Mar 2026 | S4 waited for a close below SMA 68 | 75.77 | +12.3% | 114 |
| 21 | 1 Apr 2026 | B2 embed-low end | 74.55 | 20 Apr 2026 | S2 embed-high end, close below SMA 68 | 77.28 | +3.7% | 19 |
| 22 | 6 May 2026 | B2 embed-low end | 74.47 | 3 Jun 2026 | S4 waited for a close below SMA 68 | 74.96 | +0.7% | 28 |
| 23 | 11 Jun 2026 | B5 20-day-high re-entry | 78.68 | 21 Aug 2026 | S4 waited for a close below SMA 68 | 79.11 | +0.6% | 71 |
| 24 | 9 Oct 2026 most interesting | B2 embed-low end | 68.88 | 12 Nov 2026 open | still held (valued at last close) | 71.73 | +4.1% | 34 |
Every B1 cross that Scenario B blocked or delayed (ITA)
| # | Cross date | Close | %K | %D | Gap % | Gap pts | What Scenario A made | What Scenario B did instead |
|---|---|---|---|---|---|---|---|---|
| 1 | 2 Nov 2021 | 34.87 | 19.3 | 16.8 | 15% | 2.5 | -1.8% (B1 here, sold 31 Dec 2021 at 34.26, S1 overbought cross, close below SMA 68; 59 days) | late B1 next close 3 Nov 2021 at 35.15 (gap now 60%): -2.5% (sold 31 Dec 2021) |
| 2 | 21 Jun 2022 | 32.19 | 14.7 | 12.2 | 20% | 2.5 | +4.1% (B1 here, sold 1 Sep 2022 at 33.52, S4 waited for a close below SMA 68; 72 days) | late B1 next close 22 Jun 2022 at 32.05 (gap now 67%): +4.6% (sold 1 Sep 2022) |
| 3 | 26 Feb 2025 | 50.38 | 19.9 | 19.6 | 2% | 0.3 | -2.2% (B1 here, sold 3 Apr 2025 at 49.26, S4 waited for a close below SMA 68; 36 days) | skipped it and stayed in cash; its next buy, 15 Apr 2025, B4 middle-band reclaim at 50.10: +36.4% (sold 13 Nov 2025), is the same trade A also made afterwards |
| 4 | 27 Aug 2026 most interesting | 78.09 | 9.5 | 8.0 | 19% | 1.5 | -8.1% (B1 here, still open at the 12 Nov 2026 close 71.73; 77 days) | 9 Oct 2026, B2 embed-low end at 68.88: +4.1% (still open at the 12 Nov 2026 close) |
Gap % = %K / %D − 1 on the cross day (needs 25%); gap pts = %K − %D. A delayed (late) B1 buys on the next close only.
Result to the 12 Nov 2026 close: Scenario A +342.8%, Scenario B +343.6%, SOXX buy & hold +269.4% over the full period. B blocked 2 B1 crosses on SOXX; 1 of them were bought one close later as a late B1. In Scenario A those crosses were 1 closed winner, 1 closed loser. Most interesting case (4 Mar 2025, highlighted): the cross had a gap of 6% (0.7 pts); A bought B1 at 67.42 and made -9.2%; B bought B2 embed-low end on 14 Mar 2025 at 67.04 and made -8.7%. Check against the cross-ETF backtest (to the 9 Nov 2026 close): A +319.3%, B +320.0%; this build +319.3% and +320.0%.
Summary: Scenario A vs Scenario B vs SOXX buy & hold (to the 12 Nov 2026 close)
| Period | Scenario A: live rules | Scenario B: B1 gap 25% + 1-day grace | SOXX buy & hold |
|---|---|---|---|
| Full period (from 4 Jan 2021) | +342.8% | +343.6% | +269.4% |
| 2021 | +30.2% | +29.7% | +43.6% |
| 2022 | -9.8% | -9.8% | -37.1% |
| 2023 | +68.2% | +68.2% | +67.2% |
| 2024 | +24.3% | +24.3% | +16.4% |
| 2025 | +26.7% | +27.4% | +38.9% |
| 2026 (to 12 Nov 2026) | +38.2% | +38.2% | +48.2% |
| Last 1 year (from 12 Nov 2025) | +28.9% | +28.9% | +55.2% |
| Last 6 months (from 12 May 2026) | -10.4% | -10.4% | -9.9% |
| Worst drop, full period | -39.9% | -39.9% | -46.2% |
| Trades (closed + open) | 23 + 1 | 23 + 1 | – |
| Win rate (closed trades) | 70% (16 of 23) | 70% (16 of 23) | – |
SOXX Scenario A: live rules (set E + P1)
Markers:buy (rule written below)sell (reason written above)
SOXX (iShares Semiconductor ETF) daily OHLC from 4 Jan 2021 through the 12 Nov 2026 close from Yahoo Finance (indicators warmed up on bars from Nov 2019). SMA 50/100/200, Bollinger 18,2 and Stochastic 14,3,5 calculated from these closes; default view = last year, scroll or zoom back for the full history. Test signals, one position at a time, so buys and sells always alternate (rules tested from a flat start on the first valid bar, 4 Jan 2021 where the ETF traded then). BUY (green up triangle, rule written below it) on the first close that meets, in this order: B1 oversold — %K crosses above %D with both under 20; B2 a below-20 embed ends; B3 trend pullback — close above SMA 50 and %K crosses above %D after %K dipped under 50 since the last sell; B4 middle-band reclaim — 2 closes in a row above the 18-day Bollinger middle band after a close at or below it, with %K above %D; B5 re-entry after a sell — close above the highest close of the prior 20 days, above SMA 50, with %K above %D. No buy while %K and %D both stay under 20 for 3+ closes (red band). SELL (orange down triangle, reason written above it) only after a buy, and only on a close below SMA 68 (the 68-day simple average of closes, not drawn): S1 %K crosses below %D with both above 80 (held while both stay above 80 for 3+ closes, green band, per Ira Epstein’s embed rule); S2 either line closes back under 80 after such an embed. If S1 or S2 happens while the close is still at or above SMA 68, the sell waits and S4 fires on the first later close below SMA 68; while the Stage (here the price-based proxy) is Rolling Over or Faded (red background) a waiting sell fires already on the first close below SMA 40 (S5). Rule set chosen on all narrative ETFs together (cross-ETF re-tune and Stage-aware test, 11 Nov 2026), not on this ETF alone. Background colour = SOXX’s Stage from the price-based proxy on every bar (the dashboard Stage rules applied to SOXX vs SPY prices only; no mention data, so Start, Peak and Faded cannot appear): green Push Up; yellow Recovery Attempt or Basing; orange Pullback; red Rolling Over; grey Unclassified. The same proxy is used in the cross-ETF backtests, so this chart matches them.
SOXX Scenario A: all 24 trades
| # | Buy date | Buy rule | Buy close | Sell date | Sell rule | Sell close | % gain | Days held |
|---|---|---|---|---|---|---|---|---|
| 1 | 2 Feb 2021 | B3 trend pullback | 45.94 | 3 May 2021 | S4 waited for a close below SMA 68 | 46.40 | +1.0% | 90 |
| 2 | 21 May 2021 | B4 middle-band reclaim | 46.00 | 16 Jul 2021 | S4 waited for a close below SMA 68 | 47.42 | +3.1% | 56 |
| 3 | 21 Jul 2021 | B3 trend pullback | 49.49 | 28 Sep 2021 | S4 waited for a close below SMA 68 | 50.36 | +1.8% | 69 |
| 4 | 5 Oct 2021 | B1 oversold cross | 49.03 | 10 Jan 2022 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 57.94 | +18.2% | 97 |
| 5 | 25 Jan 2022 | B1 oversold cross | 51.13 | 24 Mar 2022 | S1 overbought cross, close below SMA 68 | 54.05 | +5.7% | 58 |
| 6 | 28 Mar 2022 | B5 20-day-high re-entry | 54.34 | 1 Apr 2022 | S2 embed-high end, close below SMA 68 | 51.57 | -5.1% | 4 |
| 7 | 29 Apr 2022 | B2 embed-low end | 44.53 | 3 Jun 2022 | S1 overbought cross, close below SMA 68 | 46.78 | +5.0% | 35 |
| 8 | 24 Jun 2022 | B2 embed-low end | 41.43 | 26 Jul 2022 | S2 embed-high end, close below SMA 68 | 42.43 | +2.4% | 32 |
| 9 | 28 Jul 2022 | B5 20-day-high re-entry | 44.91 | 26 Aug 2022 | S4 waited for a close below SMA 68 | 42.87 | -4.6% | 29 |
| 10 | 9 Sep 2022 | B2 embed-low end | 41.73 | 23 Dec 2022 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 38.76 | -7.1% | 105 |
| 11 | 4 Jan 2023 | B2 embed-low end | 39.27 | 20 Apr 2023 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 46.65 | +18.8% | 106 |
| 12 | 28 Apr 2023 | B2 embed-low end | 45.79 | 10 Aug 2023 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 55.42 | +21.0% | 104 |
| 13 | 15 Aug 2023 | B1 oversold cross | 54.71 | 17 Apr 2024 | S4 waited for a close below SMA 68 | 70.12 | +28.2% | 246 |
| 14 | 24 Apr 2024 | B2 embed-low end | 69.51 | 24 Jul 2024 | S4 waited for a close below SMA 68 | 76.56 | +10.1% | 91 |
| 15 | 8 Aug 2024 | B2 embed-low end | 71.01 | 28 Aug 2024 | S2 embed-high end, close below SMA 68 | 75.30 | +6.0% | 20 |
| 16 | 20 Sep 2024 | B4 middle-band reclaim | 74.56 | 1 Oct 2024 | S2 embed-high end, close below SMA 68 | 74.71 | +0.2% | 11 |
| 17 | 7 Oct 2024 | B3 trend pullback | 76.82 | 24 Feb 2025 | S4 waited for a close below SMA 68 | 72.91 | -5.1% | 140 |
| 18 | 4 Mar 2025 most interesting | B1 oversold cross | 67.42 | 1 May 2025 | S1 overbought cross, close below SMA 68 | 61.20 | -9.2% | 58 |
| 19 | 9 May 2025 | B5 20-day-high re-entry | 64.65 | 19 Nov 2025 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 93.87 | +45.2% | 194 |
| 20 | 28 Nov 2025 | B4 middle-band reclaim | 98.91 | 17 Dec 2025 | S4 waited for a close below SMA 68 | 95.08 | -3.9% | 19 |
| 21 | 22 Dec 2025 | B3 trend pullback | 101.28 | 6 Mar 2026 | S4 waited for a close below SMA 68 | 107.84 | +6.5% | 74 |
| 22 | 25 Mar 2026 | B4 middle-band reclaim | 115.08 | 16 Jul 2026 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 176.83 | +53.7% | 113 |
| 23 | 5 Aug 2026 | B4 middle-band reclaim | 176.90 | 14 Oct 2026 | S4 waited for a close below SMA 68 | 173.14 | -2.1% | 70 |
| 24 | 28 Oct 2026 | B2 embed-low end | 173.98 | 12 Nov 2026 open | still held (valued at last close) | 154.99 | -10.9% | 15 |
SOXX Scenario B: B1 needs a 25% K/D gap, with a 1-day grace
Markers:buy (rule written below)sell (reason written above)B1 blocked (gap x%), hollow grey; green buy with a yellow outline = B1 late (gap x%)
SOXX (iShares Semiconductor ETF) daily OHLC from 4 Jan 2021 through the 12 Nov 2026 close from Yahoo Finance (indicators warmed up on bars from Nov 2019). SMA 50/100/200, Bollinger 18,2 and Stochastic 14,3,5 calculated from these closes; default view = last year, scroll or zoom back for the full history. Scenario B change: B1 (oversold cross) needs %K at least 25% above %D on the cross day. If the gap is smaller, the B1 is blocked (hollow grey triangle “B1 blocked (gap x%)”) but may still fire on the next close if %K is still above %D, the gap now reaches 25% and %D is still under 20 (green triangle with a yellow outline, “B1 late (gap x%)”). On a blocked day the other buy rules (B2–B5) are still checked in the usual order; everything else is the same as Scenario A. Test signals, one position at a time, so buys and sells always alternate (rules tested from a flat start on the first valid bar, 4 Jan 2021 where the ETF traded then). BUY (green up triangle, rule written below it) on the first close that meets, in this order: B1 oversold — %K crosses above %D with both under 20; B2 a below-20 embed ends; B3 trend pullback — close above SMA 50 and %K crosses above %D after %K dipped under 50 since the last sell; B4 middle-band reclaim — 2 closes in a row above the 18-day Bollinger middle band after a close at or below it, with %K above %D; B5 re-entry after a sell — close above the highest close of the prior 20 days, above SMA 50, with %K above %D. No buy while %K and %D both stay under 20 for 3+ closes (red band). SELL (orange down triangle, reason written above it) only after a buy, and only on a close below SMA 68 (the 68-day simple average of closes, not drawn): S1 %K crosses below %D with both above 80 (held while both stay above 80 for 3+ closes, green band, per Ira Epstein’s embed rule); S2 either line closes back under 80 after such an embed. If S1 or S2 happens while the close is still at or above SMA 68, the sell waits and S4 fires on the first later close below SMA 68; while the Stage (here the price-based proxy) is Rolling Over or Faded (red background) a waiting sell fires already on the first close below SMA 40 (S5). Rule set chosen on all narrative ETFs together (cross-ETF re-tune and Stage-aware test, 11 Nov 2026), not on this ETF alone. Background colour = SOXX’s Stage from the price-based proxy on every bar (the dashboard Stage rules applied to SOXX vs SPY prices only; no mention data, so Start, Peak and Faded cannot appear): green Push Up; yellow Recovery Attempt or Basing; orange Pullback; red Rolling Over; grey Unclassified. The same proxy is used in the cross-ETF backtests, so this chart matches them.
SOXX Scenario B: all 24 trades
| # | Buy date | Buy rule | Buy close | Sell date | Sell rule | Sell close | % gain | Days held |
|---|---|---|---|---|---|---|---|---|
| 1 | 2 Feb 2021 | B3 trend pullback | 45.94 | 3 May 2021 | S4 waited for a close below SMA 68 | 46.40 | +1.0% | 90 |
| 2 | 21 May 2021 | B4 middle-band reclaim | 46.00 | 16 Jul 2021 | S4 waited for a close below SMA 68 | 47.42 | +3.1% | 56 |
| 3 | 21 Jul 2021 | B3 trend pullback | 49.49 | 28 Sep 2021 | S4 waited for a close below SMA 68 | 50.36 | +1.8% | 69 |
| 4 | 6 Oct 2021 | B1 oversold cross (late, gap 51%) | 49.22 | 10 Jan 2022 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 57.94 | +17.7% | 96 |
| 5 | 25 Jan 2022 | B1 oversold cross | 51.13 | 24 Mar 2022 | S1 overbought cross, close below SMA 68 | 54.05 | +5.7% | 58 |
| 6 | 28 Mar 2022 | B5 20-day-high re-entry | 54.34 | 1 Apr 2022 | S2 embed-high end, close below SMA 68 | 51.57 | -5.1% | 4 |
| 7 | 29 Apr 2022 | B2 embed-low end | 44.53 | 3 Jun 2022 | S1 overbought cross, close below SMA 68 | 46.78 | +5.0% | 35 |
| 8 | 24 Jun 2022 | B2 embed-low end | 41.43 | 26 Jul 2022 | S2 embed-high end, close below SMA 68 | 42.43 | +2.4% | 32 |
| 9 | 28 Jul 2022 | B5 20-day-high re-entry | 44.91 | 26 Aug 2022 | S4 waited for a close below SMA 68 | 42.87 | -4.6% | 29 |
| 10 | 9 Sep 2022 | B2 embed-low end | 41.73 | 23 Dec 2022 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 38.76 | -7.1% | 105 |
| 11 | 4 Jan 2023 | B2 embed-low end | 39.27 | 20 Apr 2023 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 46.65 | +18.8% | 106 |
| 12 | 28 Apr 2023 | B2 embed-low end | 45.79 | 10 Aug 2023 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 55.42 | +21.0% | 104 |
| 13 | 15 Aug 2023 | B1 oversold cross | 54.71 | 17 Apr 2024 | S4 waited for a close below SMA 68 | 70.12 | +28.2% | 246 |
| 14 | 24 Apr 2024 | B2 embed-low end | 69.51 | 24 Jul 2024 | S4 waited for a close below SMA 68 | 76.56 | +10.1% | 91 |
| 15 | 8 Aug 2024 | B2 embed-low end | 71.01 | 28 Aug 2024 | S2 embed-high end, close below SMA 68 | 75.30 | +6.0% | 20 |
| 16 | 20 Sep 2024 | B4 middle-band reclaim | 74.56 | 1 Oct 2024 | S2 embed-high end, close below SMA 68 | 74.71 | +0.2% | 11 |
| 17 | 7 Oct 2024 | B3 trend pullback | 76.82 | 24 Feb 2025 | S4 waited for a close below SMA 68 | 72.91 | -5.1% | 140 |
| 18 | 14 Mar 2025 most interesting | B2 embed-low end | 67.04 | 1 May 2025 | S1 overbought cross, close below SMA 68 | 61.20 | -8.7% | 48 |
| 19 | 9 May 2025 | B5 20-day-high re-entry | 64.65 | 19 Nov 2025 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 93.87 | +45.2% | 194 |
| 20 | 28 Nov 2025 | B4 middle-band reclaim | 98.91 | 17 Dec 2025 | S4 waited for a close below SMA 68 | 95.08 | -3.9% | 19 |
| 21 | 22 Dec 2025 | B3 trend pullback | 101.28 | 6 Mar 2026 | S4 waited for a close below SMA 68 | 107.84 | +6.5% | 74 |
| 22 | 25 Mar 2026 | B4 middle-band reclaim | 115.08 | 16 Jul 2026 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 176.83 | +53.7% | 113 |
| 23 | 5 Aug 2026 | B4 middle-band reclaim | 176.90 | 14 Oct 2026 | S4 waited for a close below SMA 68 | 173.14 | -2.1% | 70 |
| 24 | 28 Oct 2026 | B2 embed-low end | 173.98 | 12 Nov 2026 open | still held (valued at last close) | 154.99 | -10.9% | 15 |
Every B1 cross that Scenario B blocked or delayed (SOXX)
| # | Cross date | Close | %K | %D | Gap % | Gap pts | What Scenario A made | What Scenario B did instead |
|---|---|---|---|---|---|---|---|---|
| 1 | 5 Oct 2021 | 49.03 | 13.1 | 12.6 | 4% | 0.5 | +18.2% (B1 here, sold 10 Jan 2022 at 57.94, S5 Stage Rolling Over: waited sell fired on a close below SMA 40; 97 days) | late B1 next close 6 Oct 2021 at 49.22 (gap now 51%): +17.7% (sold 10 Jan 2022) |
| 2 | 4 Mar 2025 most interesting | 67.42 | 12.8 | 12.1 | 6% | 0.7 | -9.2% (B1 here, sold 1 May 2025 at 61.20, S1 overbought cross, close below SMA 68; 58 days) | 14 Mar 2025, B2 embed-low end at 67.04: -8.7% (sold 1 May 2025) |
Gap % = %K / %D − 1 on the cross day (needs 25%); gap pts = %K − %D. A delayed (late) B1 buys on the next close only.
Result to the 12 Nov 2026 close: Scenario A +281.3%, Scenario B +233.3%, TQQQ buy & hold +175.5% over the full period. B blocked 2 B1 crosses on TQQQ; 1 of them were bought one close later as a late B1. In Scenario A those crosses were 1 closed winner, 1 closed loser. Most interesting case (10 Sep 2024, highlighted): the cross had a gap of 1% (0.1 pts); A bought B1 at 30.35 and made +32.9%; B bought the late B1 on 11 Sep 2024 at 32.28 and made +24.9%. Check against the cross-ETF backtest (to the 11 Nov 2026 close): A +284.9%, B +236.4%; this build +284.9% and +236.4%.
Summary: Scenario A vs Scenario B vs TQQQ buy & hold (to the 12 Nov 2026 close)
| Period | Scenario A: live rules | Scenario B: B1 gap 25% + 1-day grace | TQQQ buy & hold |
|---|---|---|---|
| Full period (from 4 Jan 2021) | +281.3% | +233.3% | +175.5% |
| 2021 | +49.3% | +49.3% | +91.3% |
| 2022 | -58.4% | -61.3% | -79.8% |
| 2023 | +174.1% | +174.1% | +199.8% |
| 2024 | +111.5% | +98.8% | +64.4% |
| 2025 | +12.4% | +12.4% | +34.1% |
| 2026 (to 12 Nov 2026) | +0.1% | +0.1% | +14.4% |
| Last 1 year (from 12 Nov 2025) | -17.5% | -17.5% | +7.4% |
| Last 6 months (from 12 May 2026) | -30.1% | -30.1% | -20.1% |
| Worst drop, full period | -65.0% | -67.4% | -81.8% |
| Trades (closed + open) | 22 + 1 | 22 + 1 | – |
| Win rate (closed trades) | 55% (12 of 22) | 55% (12 of 22) | – |
TQQQ Scenario A: live rules (set E + P1)
Markers:buy (rule written below)sell (reason written above)
TQQQ (ProShares UltraPro QQQ, 3x daily Nasdaq-100) daily OHLC from 4 Jan 2021 through the 12 Nov 2026 close from Yahoo Finance (indicators warmed up on bars from Nov 2019). SMA 50/100/200, Bollinger 18,2 and Stochastic 14,3,5 calculated from these closes; default view = last year, scroll or zoom back for the full history. TQQQ is a 3x daily-reset leveraged ETF, much more volatile than the narrative ETFs. Test signals, one position at a time, so buys and sells always alternate (rules tested from a flat start on the first valid bar, 4 Jan 2021 where the ETF traded then). BUY (green up triangle, rule written below it) on the first close that meets, in this order: B1 oversold — %K crosses above %D with both under 20; B2 a below-20 embed ends; B3 trend pullback — close above SMA 50 and %K crosses above %D after %K dipped under 50 since the last sell; B4 middle-band reclaim — 2 closes in a row above the 18-day Bollinger middle band after a close at or below it, with %K above %D; B5 re-entry after a sell — close above the highest close of the prior 20 days, above SMA 50, with %K above %D. No buy while %K and %D both stay under 20 for 3+ closes (red band). SELL (orange down triangle, reason written above it) only after a buy, and only on a close below SMA 68 (the 68-day simple average of closes, not drawn): S1 %K crosses below %D with both above 80 (held while both stay above 80 for 3+ closes, green band, per Ira Epstein’s embed rule); S2 either line closes back under 80 after such an embed. If S1 or S2 happens while the close is still at or above SMA 68, the sell waits and S4 fires on the first later close below SMA 68; while the Stage (here the price-based proxy) is Rolling Over or Faded (red background) a waiting sell fires already on the first close below SMA 40 (S5). Rule set chosen on all narrative ETFs together (cross-ETF re-tune and Stage-aware test, 11 Nov 2026), not on this ETF alone. Background colour = TQQQ’s Stage from the price-based proxy on every bar (the dashboard Stage rules applied to TQQQ vs SPY prices only; no mention data, so Start, Peak and Faded cannot appear): green Push Up; yellow Recovery Attempt or Basing; orange Pullback; red Rolling Over; grey Unclassified. The same proxy is used in the cross-ETF backtests, so this chart matches them.
TQQQ Scenario A: all 23 trades
| # | Buy date | Buy rule | Buy close | Sell date | Sell rule | Sell close | % gain | Days held |
|---|---|---|---|---|---|---|---|---|
| 1 | 8 Jan 2021 | B4 middle-band reclaim | 23.78 | 25 Feb 2021 | S4 waited for a close below SMA 68 | 21.98 | -7.6% | 48 |
| 2 | 9 Mar 2021 | B2 embed-low end | 21.41 | 10 May 2021 | S4 waited for a close below SMA 68 | 24.00 | +12.1% | 62 |
| 3 | 25 May 2021 | B4 middle-band reclaim | 25.44 | 21 Sep 2021 | S4 waited for a close below SMA 68 | 33.42 | +31.3% | 119 |
| 4 | 23 Sep 2021 | B3 trend pullback | 35.35 | 17 Dec 2021 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 37.70 | +6.7% | 85 |
| 5 | 22 Dec 2021 | B3 trend pullback | 40.41 | 5 Jan 2022 | S4 waited for a close below SMA 68 | 37.34 | -7.6% | 14 |
| 6 | 24 Jan 2022 | B1 oversold cross | 28.75 | 5 Apr 2022 | S2 embed-high end, close below SMA 68 | 28.74 | -0.0% | 71 |
| 7 | 4 May 2022 | B2 embed-low end | 21.07 | 6 Jun 2022 | S1 overbought cross, close below SMA 68 | 16.27 | -22.8% | 33 |
| 8 | 23 Jun 2022 | B2 embed-low end | 12.66 | 25 Jul 2022 | S1 overbought cross, close below SMA 68 | 14.55 | +14.8% | 32 |
| 9 | 28 Jul 2022 | B5 20-day-high re-entry | 15.81 | 29 Aug 2022 | S4 waited for a close below SMA 68 | 14.65 | -7.3% | 32 |
| 10 | 9 Sep 2022 | B2 embed-low end | 14.92 | 18 Jan 2023 | S1 overbought cross, close below SMA 68 | 9.73 | -34.8% | 131 |
| 11 | 26 Jan 2023 | B5 20-day-high re-entry | 11.34 | 10 Mar 2023 | S4 waited for a close below SMA 68 | 10.44 | -7.9% | 43 |
| 12 | 14 Mar 2023 | B3 trend pullback | 11.39 | 10 Aug 2023 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 19.94 | +75.1% | 149 |
| 13 | 22 Aug 2023 | B2 embed-low end | 19.00 | 7 Sep 2023 | S4 waited for a close below SMA 68 | 20.19 | +6.3% | 16 |
| 14 | 2 Oct 2023 | B2 embed-low end | 18.24 | 15 Apr 2024 | S4 waited for a close below SMA 68 | 27.89 | +52.9% | 196 |
| 15 | 24 Apr 2024 | B2 embed-low end | 26.85 | 24 Jul 2024 | S4 waited for a close below SMA 68 | 32.72 | +21.9% | 91 |
| 16 | 8 Aug 2024 | B2 embed-low end | 29.03 | 28 Aug 2024 | S2 embed-high end, close below SMA 68 | 33.35 | +14.9% | 20 |
| 17 | 10 Sep 2024 most interesting | B1 oversold cross | 30.35 | 8 Jan 2025 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 40.34 | +32.9% | 120 |
| 18 | 21 Jan 2025 | B4 middle-band reclaim | 42.26 | 18 Nov 2025 | S4 waited for a close below SMA 68 | 49.18 | +16.4% | 301 |
| 19 | 28 Nov 2025 | B4 middle-band reclaim | 54.54 | 12 Dec 2025 | S2 embed-high end, close below SMA 68 | 52.82 | -3.2% | 14 |
| 20 | 22 Dec 2025 | B3 trend pullback | 54.25 | 8 Jul 2026 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 72.72 | +34.0% | 198 |
| 21 | 10 Jul 2026 | B3 trend pullback | 77.03 | 19 Aug 2026 | S2 embed-high end, close below SMA 68 | 72.06 | -6.5% | 40 |
| 22 | 27 Aug 2026 | B3 trend pullback | 73.30 | 16 Oct 2026 | S4 waited for a close below SMA 68 | 68.21 | -6.9% | 50 |
| 23 | 28 Oct 2026 | B2 embed-low end | 72.36 | 12 Nov 2026 open | still held (valued at last close) | 59.88 | -17.2% | 15 |
TQQQ Scenario B: B1 needs a 25% K/D gap, with a 1-day grace
Markers:buy (rule written below)sell (reason written above)B1 blocked (gap x%), hollow grey; green buy with a yellow outline = B1 late (gap x%)
TQQQ (ProShares UltraPro QQQ, 3x daily Nasdaq-100) daily OHLC from 4 Jan 2021 through the 12 Nov 2026 close from Yahoo Finance (indicators warmed up on bars from Nov 2019). SMA 50/100/200, Bollinger 18,2 and Stochastic 14,3,5 calculated from these closes; default view = last year, scroll or zoom back for the full history. TQQQ is a 3x daily-reset leveraged ETF, much more volatile than the narrative ETFs. Scenario B change: B1 (oversold cross) needs %K at least 25% above %D on the cross day. If the gap is smaller, the B1 is blocked (hollow grey triangle “B1 blocked (gap x%)”) but may still fire on the next close if %K is still above %D, the gap now reaches 25% and %D is still under 20 (green triangle with a yellow outline, “B1 late (gap x%)”). On a blocked day the other buy rules (B2–B5) are still checked in the usual order; everything else is the same as Scenario A. Test signals, one position at a time, so buys and sells always alternate (rules tested from a flat start on the first valid bar, 4 Jan 2021 where the ETF traded then). BUY (green up triangle, rule written below it) on the first close that meets, in this order: B1 oversold — %K crosses above %D with both under 20; B2 a below-20 embed ends; B3 trend pullback — close above SMA 50 and %K crosses above %D after %K dipped under 50 since the last sell; B4 middle-band reclaim — 2 closes in a row above the 18-day Bollinger middle band after a close at or below it, with %K above %D; B5 re-entry after a sell — close above the highest close of the prior 20 days, above SMA 50, with %K above %D. No buy while %K and %D both stay under 20 for 3+ closes (red band). SELL (orange down triangle, reason written above it) only after a buy, and only on a close below SMA 68 (the 68-day simple average of closes, not drawn): S1 %K crosses below %D with both above 80 (held while both stay above 80 for 3+ closes, green band, per Ira Epstein’s embed rule); S2 either line closes back under 80 after such an embed. If S1 or S2 happens while the close is still at or above SMA 68, the sell waits and S4 fires on the first later close below SMA 68; while the Stage (here the price-based proxy) is Rolling Over or Faded (red background) a waiting sell fires already on the first close below SMA 40 (S5). Rule set chosen on all narrative ETFs together (cross-ETF re-tune and Stage-aware test, 11 Nov 2026), not on this ETF alone. Background colour = TQQQ’s Stage from the price-based proxy on every bar (the dashboard Stage rules applied to TQQQ vs SPY prices only; no mention data, so Start, Peak and Faded cannot appear): green Push Up; yellow Recovery Attempt or Basing; orange Pullback; red Rolling Over; grey Unclassified. The same proxy is used in the cross-ETF backtests, so this chart matches them.
TQQQ Scenario B: all 23 trades
| # | Buy date | Buy rule | Buy close | Sell date | Sell rule | Sell close | % gain | Days held |
|---|---|---|---|---|---|---|---|---|
| 1 | 8 Jan 2021 | B4 middle-band reclaim | 23.78 | 25 Feb 2021 | S4 waited for a close below SMA 68 | 21.98 | -7.6% | 48 |
| 2 | 9 Mar 2021 | B2 embed-low end | 21.41 | 10 May 2021 | S4 waited for a close below SMA 68 | 24.00 | +12.1% | 62 |
| 3 | 25 May 2021 | B4 middle-band reclaim | 25.44 | 21 Sep 2021 | S4 waited for a close below SMA 68 | 33.42 | +31.3% | 119 |
| 4 | 23 Sep 2021 | B3 trend pullback | 35.35 | 17 Dec 2021 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 37.70 | +6.7% | 85 |
| 5 | 22 Dec 2021 | B3 trend pullback | 40.41 | 5 Jan 2022 | S4 waited for a close below SMA 68 | 37.34 | -7.6% | 14 |
| 6 | 31 Jan 2022 | B2 embed-low end | 30.92 | 5 Apr 2022 | S2 embed-high end, close below SMA 68 | 28.74 | -7.0% | 64 |
| 7 | 4 May 2022 | B2 embed-low end | 21.07 | 6 Jun 2022 | S1 overbought cross, close below SMA 68 | 16.27 | -22.8% | 33 |
| 8 | 23 Jun 2022 | B2 embed-low end | 12.66 | 25 Jul 2022 | S1 overbought cross, close below SMA 68 | 14.55 | +14.8% | 32 |
| 9 | 28 Jul 2022 | B5 20-day-high re-entry | 15.81 | 29 Aug 2022 | S4 waited for a close below SMA 68 | 14.65 | -7.3% | 32 |
| 10 | 9 Sep 2022 | B2 embed-low end | 14.92 | 18 Jan 2023 | S1 overbought cross, close below SMA 68 | 9.73 | -34.8% | 131 |
| 11 | 26 Jan 2023 | B5 20-day-high re-entry | 11.34 | 10 Mar 2023 | S4 waited for a close below SMA 68 | 10.44 | -7.9% | 43 |
| 12 | 14 Mar 2023 | B3 trend pullback | 11.39 | 10 Aug 2023 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 19.94 | +75.1% | 149 |
| 13 | 22 Aug 2023 | B2 embed-low end | 19.00 | 7 Sep 2023 | S4 waited for a close below SMA 68 | 20.19 | +6.3% | 16 |
| 14 | 2 Oct 2023 | B2 embed-low end | 18.24 | 15 Apr 2024 | S4 waited for a close below SMA 68 | 27.89 | +52.9% | 196 |
| 15 | 24 Apr 2024 | B2 embed-low end | 26.85 | 24 Jul 2024 | S4 waited for a close below SMA 68 | 32.72 | +21.9% | 91 |
| 16 | 8 Aug 2024 | B2 embed-low end | 29.03 | 28 Aug 2024 | S2 embed-high end, close below SMA 68 | 33.35 | +14.9% | 20 |
| 17 | 11 Sep 2024 most interesting | B1 oversold cross (late, gap 111%) | 32.28 | 8 Jan 2025 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 40.34 | +24.9% | 119 |
| 18 | 21 Jan 2025 | B4 middle-band reclaim | 42.26 | 18 Nov 2025 | S4 waited for a close below SMA 68 | 49.18 | +16.4% | 301 |
| 19 | 28 Nov 2025 | B4 middle-band reclaim | 54.54 | 12 Dec 2025 | S2 embed-high end, close below SMA 68 | 52.82 | -3.2% | 14 |
| 20 | 22 Dec 2025 | B3 trend pullback | 54.25 | 8 Jul 2026 | S5 Stage Rolling Over: waited sell fired on a close below SMA 40 | 72.72 | +34.0% | 198 |
| 21 | 10 Jul 2026 | B3 trend pullback | 77.03 | 19 Aug 2026 | S2 embed-high end, close below SMA 68 | 72.06 | -6.5% | 40 |
| 22 | 27 Aug 2026 | B3 trend pullback | 73.30 | 16 Oct 2026 | S4 waited for a close below SMA 68 | 68.21 | -6.9% | 50 |
| 23 | 28 Oct 2026 | B2 embed-low end | 72.36 | 12 Nov 2026 open | still held (valued at last close) | 59.88 | -17.2% | 15 |
Every B1 cross that Scenario B blocked or delayed (TQQQ)
| # | Cross date | Close | %K | %D | Gap % | Gap pts | What Scenario A made | What Scenario B did instead |
|---|---|---|---|---|---|---|---|---|
| 1 | 24 Jan 2022 | 28.75 | 8.9 | 7.9 | 13% | 1.0 | -0.0% (B1 here, sold 5 Apr 2022 at 28.74, S2 embed-high end, close below SMA 68; 71 days) | 31 Jan 2022, B2 embed-low end at 30.92: -7.0% (sold 5 Apr 2022) |
| 2 | 10 Sep 2024 most interesting | 30.35 | 13.5 | 13.3 | 1% | 0.1 | +32.9% (B1 here, sold 8 Jan 2025 at 40.34, S5 Stage Rolling Over: waited sell fired on a close below SMA 40; 120 days) | late B1 next close 11 Sep 2024 at 32.28 (gap now 111%): +24.9% (sold 8 Jan 2025) |
Gap % = %K / %D − 1 on the cross day (needs 25%); gap pts = %K − %D. A delayed (late) B1 buys on the next close only.