PremiumsellHot1m

Month-End 3:50 Rebalance Short

close_short_month_end

day-of-month ≥ 26 + not Friday → short at 15:50 ET into the cash close (pension rebalance flow)

⚠ Stats are the held-out TEST window (2023-26); train window agreed (56.9%/+1.62). 7 of 8 years positive.

Lifetime WR55.3%

Profit factor1.28

Sample (n)114

Last 30d WR65.6%+10.3pp vs lifetime

Risk profile

Risk 1R to make 1R

1:1R

EntryRTH close of signal barmarket or limit

Stop15pt (MNQ)risk unit (1R)

Target15pt (MNQ)1.0R payoff

One fire/day max, ~35/year. Symmetric 15pt bracket. Friday excluded — same trigger on Fridays ran 30% WR.

Backtest · all R:R combinations

Which stop / target combo works best?

R:R grid not yet backtested for this signal

stateful trigger — requires standalone simulation

Last 30 days · expectancy trend9 fires · last fire 5d ago

Stub · wiring to outcomes feed

Replay · coming next

See this edge on a real chart.

Click any of the last 10 fires below to open a snapshot of the market at signal time — bars, VWAP, confluences annotated. You'll be able to scrub forward to see how it resolved. Wiring to the outcomes feed next.

Last 10 fires · click to replay

Demo · outcomes feed wiring

WhenEntryR-multOutcome

Click any row to open the replay — chart snapshot + confluences at signal fire. Stub data until outcomes feed wires up.