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Penelope Swing
12

Penelope Swing

The Pendulum

🎢 Swing Trader 📅 128 years old (Born 1898)

"Markets breathe—they inhale greed, exhale fear, and the wise trade the breath."

Ethereally aged woman who moves with impossible grace, as if she exists slightly outside of time. Edwardian-era elegance mixed with timeless wisdom.

ℹ️ Character descriptions are creative personas representing trading strategy styles. They are not financial advice, promises, or guarantees of performance.

Jun 20, 2024 Jun 20, 2026 (730d)

📊 2 Years Performance: We gave Penelope Swing $10,000 and let him trade 114 symbols from Jan 2, 2024 to today. 🟢 LIVE

$10,468
Avg Value (per symbol)
Started at: $10,000 (+$468)
+4.68%
2-Year ROI
39.1%
Win Rate
788
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

+0.0%
1 Month
-0.1%
3 Months
+0.3%
6 Months
+0.3%
YTD
+0.3%
1 Year

Equity Curve (2 Years)

Combined P&L across all 114 symbols

💰 Trading Activity (2 Years)

Stock Volume
$5,566,476
578 trades
Stock Fees
$0
✓ Commission FREE
Crypto Volume
$5,065,540
210 trades
Crypto Fees
$12,664
0.25% of volume

⚠️ Important Note: This simulation tests each symbol with its own $10K account (not pooled). Crypto symbols can show 40-75%+ fee drag due to high trade frequency.

Stocks are FREE on Alpaca, so the ~100 stock symbols have zero fee impact.

⚙️ Trading Strategy

Trade 10% range: buy support, sell resistance

Identifies stocks trading in a 10%+ range. Buys at support, sells at resistance, pocketing the 5% swing in between.

🎯 Best Suited For

Range-bound markets, consolidation periods

"Markets breathe in and out. I simply trade the breath."

📜 Why This Strategy Works

Most stocks, most of the time, trade in ranges. Penelope doesn't need trends—she needs rhythm.

Mathematical Formula

CODE VERIFIED — These formulas are extracted directly from the simulation engine and verified against the source code.
Source: scripts/run-*-simulation.php

📊 Entry Signal

📈 Entry Signal

Range ≥ 10% AND Close ≤ Low20 × 1.02 (within 2% of support)
→ BUY at current close price

📉 Exit Conditions

• TARGET: Price ≥ High20 × 0.98 (within 2% of resistance)
• STOP_LOSS: Price ≤ entry × 0.95 (-5% loss)
• MAX_HOLD: Hold time ≥ 30 days

⚙️ Simulation Parameters

RANGE_LOOKBACK: 20
MIN_RANGE_PCT: 10%
SUPPORT_PROXIMITY_PCT: 2%
RESISTANCE_PROXIMITY_PCT: 2%
STOP_LOSS_PCT: -5%
MAX_HOLD_DAYS: 30

📖 Historical Origin

Origin: Jesse Livermore's range trading wisdom

Jesse Livermore noted that stocks spend most of their time going nowhere—consolidating between moves. The money was in trading the ranges.

🏆 Top 10 Performing Symbols (2 Years)

📉 Worst 5 Performing Symbols (2 Years)

📊 All Symbol Results

Click on any row to see detailed trade history with equity curve

📅 2 Years: Jun 20, 2024 Jun 20, 2026 (730 days)
📖 Understanding Score & Momentum columns
📊 Score — Lifetime Quality Score
Measures how well this strategy+symbol combination has performed across the entire simulation history. Based on return, win rate, drawdown control, profit factor, and trade count. Higher is better.
75+ Elite   60+ Good   40+ Fair   <40 Weak
⚡ Mom — 30-Day Momentum Score
Measures performance over the last 30 days only. Same quality model but calibrated for short-term activity. Captures recent regime shifts that the lifetime score may miss.
75+ Hot   60+ Active   40+ Moderate   <40 Quiet
Spread Indicators — Comparing Mom vs Score reveals regime sensitivity:
🔥 Heating Up — Mom is 20+ points above Score. This symbol is performing significantly better recently than its lifetime average. Could indicate a favorable regime shift.
🧊 Cooling Off — Mom is 20+ points below Score. This symbol is underperforming recently despite a strong lifetime track record. Could indicate an unfavorable regime shift.
No icon = Steady — Scores within ±20 points. Consistent performance.
⚠️ Scores are calculated from simulated backtest data and are for informational purposes only. They do not constitute financial advice or predict future performance. Full methodology →
Rank Symbol Score Mom Return Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 PEPEUSD +347.35% $10,000 $44,735 45 60% $32,184 +$34,735 -51.1% 1.6h -
2 XRPUSD +82.34% $10,000 $18,234 25 84% $1,917 +$8,234 -11.0% 1.4h -
3 LINKUSD +50.85% $10,000 $15,085 14 86% $1,076 +$5,085 -7.8% 1.4h -
4 DOGEUSD +50.19% $10,000 $15,019 28 61% $2,446 +$5,019 -8.8% 1.4h -
5 AVAXUSD +31.40% $10,000 $13,140 18 28% $1,531 +$3,140 -12.3% 1.3h -
6 RBLX +27.93% $10,000 $12,793 8 75% - +$2,793 -2.6% 2.0h -
7 COIN 35 +23.20% $10,000 $12,320 15 73% - +$2,320 -2.6% 2.6h -
8 HOOD 32 +22.95% $10,000 $12,295 21 67% - +$2,295 -8.6% 1.3h -
9 LTCUSD +22.45% $10,000 $12,245 11 55% $778 +$2,245 -5.8% 1.6h -
10 UNIUSD 23 12 +19.37% $10,000 $11,937 21 43% $1,889 +$1,937 -12.6% 1.4h -
11 BTCUSD +18.21% $10,000 $11,821 2 100% $214 +$1,821 -0.0% 1.5h -
12 ARM 26 4🧊 +17.35% $10,000 $11,735 16 56% - +$1,735 -9.2% 1.5h -
13 NET +16.48% $10,000 $11,648 7 43% - +$1,648 -3.0% 1.4h -
14 LLY +13.26% $10,000 $11,326 4 75% - +$1,326 -2.9% 1.4h -
15 TSLA +10.69% $10,000 $11,069 11 64% - +$1,069 -5.2% 4.4h -
16 MRNA 28 +9.80% $10,000 $10,980 16 75% - +$980 -7.6% 2.8h -
17 NIO 27 +9.79% $10,000 $10,979 11 82% - +$979 -5.5% 1.5h -
18 ETHUSD +9.76% $10,000 $10,976 4 75% $199 +$976 -9.0% 0.9h -
19 SQQQ +9.34% $10,000 $10,934 7 86% - +$934 -0.6% 1.5h -
20 SOLUSD +7.93% $10,000 $10,793 10 60% $862 +$793 -13.3% 1.3h -
21 AMC 16 0 +6.77% $10,000 $10,677 10 50% - +$677 -13.7% 1.6h -
22 ACN +6.61% $10,000 $10,661 3 67% - +$661 -1.6% 2.0h -
23 LCID 17 +5.99% $10,000 $10,599 26 65% - +$599 -13.5% 2.9h -
24 RIVN +5.81% $10,000 $10,581 11 73% - +$581 -5.7% 1.6h -
25 ORCL +5.19% $10,000 $10,519 5 60% - +$519 -5.2% 1.8h -
26 MRK +4.66% $10,000 $10,466 3 67% - +$466 -0.9% 1.5h -
27 SNOW +4.23% $10,000 $10,423 6 33% - +$423 -3.2% 1.6h -
28 META +3.98% $10,000 $10,398 2 50% - +$398 -0.2% 2.2h -
29 PM +3.26% $10,000 $10,326 2 100% - +$326 -0.0% 1.3h -
30 ARKK +3.21% $10,000 $10,321 1 100% - +$321 -0.0% 0.7h -
31 C +2.35% $10,000 $10,235 2 50% - +$235 -0.7% 1.7h -
32 ISRG +2.34% $10,000 $10,234 1 100% - +$234 -0.0% 1.7h -
33 PANW +2.30% $10,000 $10,230 3 100% - +$230 -1.0% 1.7h -
34 ABBV +2.26% $10,000 $10,226 2 100% - +$226 -0.0% 1.6h -
35 WFC +2.08% $10,000 $10,208 1 100% - +$208 -0.0% 0.3h -
36 SOFI 7 +1.95% $10,000 $10,195 17 53% - +$195 -13.1% 2.9h -
37 REGN +1.18% $10,000 $10,118 4 50% - +$118 -2.1% 2.1h -
38 SCHW +0.81% $10,000 $10,081 1 100% - +$81 -0.0% 1.6h -
39 OXY +0.80% $10,000 $10,080 3 33% - +$80 -0.7% 1.4h -
40 AAPL +0.71% $10,000 $10,071 2 100% - +$71 -0.0% 1.6h -
41 GOOGL +0.64% $10,000 $10,064 1 100% - +$64 -0.0% 0.8h -
42 SLV +0.61% $10,000 $10,061 8 50% - +$61 -6.1% 1.1h -
43 COP +0.45% $10,000 $10,045 2 50% - +$45 -1.4% 1.4h -
44 AMGN +0.40% $10,000 $10,040 1 100% - +$40 -0.0% 1.8h -
45 GS +0.37% $10,000 $10,037 1 100% - +$37 -0.0% 1.2h -
46 AXP +0.35% $10,000 $10,035 1 100% - +$35 -0.0% 1.3h -
47 INTC 6 +0.21% $10,000 $10,021 10 50% - +$21 -2.9% 1.6h -
48 AMZN +0.18% $10,000 $10,018 3 67% - +$18 -0.9% 1.4h -
49 DOTUSD +0.06% $10,000 $10,006 14 57% $980 +$6 -24.0% 1.3h -
50 QQQ +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
51 COST +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
52 MCD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
53 V +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
54 TLT +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
55 BLK +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
56 XOM +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
57 XLE +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
58 GLD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
59 MDT +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
60 MA +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
61 XLK +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
62 BMY +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
63 VTI +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
64 XLF +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
65 VOO +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
66 PG +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
67 WMT +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
68 BRK-B +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
69 SPY +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
70 VZ +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
71 IWM +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
72 TMO +0.00% 🔄 $10,034 $34 NO ENTRY - - -$10,000 -0.0% 0.0h 1 Apr 23, 2026
73 PFE +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
74 DIA +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
75 BIIB +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
76 HD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
77 CVX +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
78 JNJ +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
79 JPM +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
80 KO +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
81 PEP +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
82 RIOT 9 -0.17% $10,000 $9,983 30 47% - -$17 -24.8% 1.6h -
83 MS -0.22% $10,000 $9,978 1 0% - -$22 -0.2% 1.4h -
84 GILD -0.41% $10,000 $9,959 NO ENTRY - - -$41 -0.4% 1.7h -
85 PYPL -1.11% $10,000 $9,889 5 20% - -$111 -1.4% 1.5h -
86 SOXL 8 41🔥 -1.18% $10,000 $9,882 68 50% - -$118 -34.2% 2.7h -
87 SPXU -1.20% $10,000 $9,880 4 50% - -$120 -12.1% 17.9h -
88 CRM -1.61% $10,000 $9,839 2 100% - -$161 -3.1% 1.5h -
89 MSFT -1.81% $10,000 $9,819 1 0% - -$181 -1.8% 2.0h -
90 BAC -2.02% $10,000 $9,798 1 0% - -$202 -2.0% 1.8h -
91 USO -2.27% $10,000 $9,773 5 20% - -$227 -0.0% 0.3h -
92 VRTX -2.33% $10,000 $9,767 2 0% - -$233 -2.3% 2.0h -
93 SMCI 5 0 -2.48% $10,000 $9,752 33 55% - -$248 -36.1% 2.1h -
94 NFLX -2.50% $10,000 $9,750 2 0% - -$250 -2.0% 2.1h -
95 DIS -2.66% $10,000 $9,734 1 0% - -$266 -2.7% 1.9h -
96 IBM -2.92% $10,000 $9,708 3 33% - -$292 -1.0% 1.7h -
97 TQQQ 2 -3.28% $10,000 $9,672 10 30% - -$328 -11.7% 4.0h -
98 CRWD -3.54% $10,000 $9,646 7 29% - -$354 -8.8% 1.6h -
99 NVDA -4.00% $10,000 $9,600 2 50% - -$400 -6.9% 1.7h -
100 CMCSA -4.03% $10,000 $9,597 1 0% - -$403 -4.0% 2.7h -
101 SLB -4.21% $10,000 $9,579 2 0% - -$421 -4.5% 2.3h -
102 UNH -4.99% $10,000 $9,501 5 40% - -$499 -8.3% 1.8h -
103 AMD 8 -7.90% $10,000 $9,210 10 60% - -$790 -7.6% 1.8h -
104 ADBE -7.99% $10,000 $9,201 4 25% - -$799 -5.5% 2.0h -
105 PLTR -8.74% $10,000 $9,126 10 50% - -$874 -10.9% 2.9h -
106 VXX 4 -9.05% $10,000 $9,095 15 60% - -$905 -16.0% 1.4h -
107 AVGO -9.34% $10,000 $9,066 5 20% - -$934 -7.9% 1.9h -
108 DKNG -10.32% $10,000 $8,968 3 33% - -$1,032 -10.3% 2.0h -
109 MU 7 -10.68% $10,000 $8,932 12 58% - -$1,068 -11.5% 2.3h -
110 MARA 9 -14.14% $10,000 $8,586 34 56% - -$1,414 -20.2% 3.1h -
111 GME -28.65% $10,000 $7,135 6 33% - -$2,865 -34.0% 3.1h -
112 UVXY 3 -33.36% $10,000 $6,664 46 39% - -$3,336 -29.7% 4.0h -
113 SHIBUSD -48.30% $10,000 $5,170 18 33% $1,465 -$4,830 -65.3% 1.3h -
114 CSCO -99.31% $10,000 $69 NO ENTRY - - -$9,931 -0.0% 0.0h -

👤 Personality

Balanced, centered, holistic. Understands that markets expand and contract like lungs, like tides, like seasons.