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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.

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

$10,475
Avg Value (per symbol)
Started at: $10,000 (+$475)
+4.75%
2-Year ROI
39.2%
Win Rate
804
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

0.0%
1 Month
0.0%
3 Months
+0.4%
6 Months
+0.3%
YTD
+0.2%
1 Year

Equity Curve (2 Years)

Combined P&L across all 114 symbols

💰 Trading Activity (2 Years)

Stock Volume
$5,517,086
574 trades
Stock Fees
$0
✓ Commission FREE
Crypto Volume
$5,888,877
230 trades
Crypto Fees
$14,722
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: May 6, 2024 May 6, 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 45 +347.35% $10,000 $44,735 56 54% $32,184 +$34,735 -51.1% 1.6h -
2 XRPUSD +82.34% $10,000 $18,234 27 81% $1,917 +$8,234 -11.0% 1.4h -
3 LINKUSD 34 +50.85% $10,000 $15,085 16 88% $1,076 +$5,085 -7.8% 1.4h -
4 DOGEUSD 32 +50.19% $10,000 $15,019 30 63% $2,446 +$5,019 -8.8% 1.4h -
5 AVAXUSD 19 +31.40% $10,000 $13,140 20 35% $1,531 +$3,140 -12.3% 1.3h -
6 RBLX +27.93% $10,000 $12,793 9 78% - +$2,793 -2.6% 2.0h -
7 COIN 38 +25.31% $10,000 $12,531 14 79% - +$2,531 -2.6% 2.6h -
8 LTCUSD +22.45% $10,000 $12,245 12 58% $778 +$2,245 -5.8% 1.6h -
9 HOOD 32 +21.08% $10,000 $12,108 21 67% - +$2,108 -8.6% 1.3h -
10 NET +19.97% $10,000 $11,997 6 50% - +$1,997 -3.0% 1.4h -
11 BTCUSD +18.21% $10,000 $11,821 2 100% $214 +$1,821 -0.0% 1.5h -
12 UNIUSD 16 +17.78% $10,000 $11,778 15 53% $1,478 +$1,778 -12.6% 1.4h -
13 ARM 25 +14.71% $10,000 $11,471 13 62% - +$1,471 -9.2% 1.5h -
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 AMC 13 +10.15% $10,000 $11,016 16 63% - +$1,016 -13.7% 1.6h -
17 ETHUSD +9.76% $10,000 $10,976 4 75% $199 +$976 -9.0% 0.9h -
18 MRNA 20 +9.31% $10,000 $10,931 17 71% - +$931 -7.6% 2.8h -
19 NIO +9.16% $10,000 $10,916 13 77% - +$916 -5.5% 1.5h -
20 SQQQ +8.55% $10,000 $10,855 6 83% - +$855 -0.6% 1.5h -
21 SOLUSD +7.93% $10,000 $10,793 12 67% $862 +$793 -13.3% 1.3h -
22 ORCL +6.45% $10,000 $10,645 4 75% - +$645 -5.2% 1.8h -
23 RIVN +5.81% $10,000 $10,581 13 69% - +$581 -5.7% 1.6h -
24 RIOT 16 +5.16% $10,000 $10,516 31 52% - +$516 -24.8% 1.6h -
25 MRK +4.66% $10,000 $10,466 3 67% - +$466 -0.9% 1.5h -
26 LCID 14 0 +4.57% $10,000 $10,457 27 59% - +$457 -13.5% 2.9h -
27 SNOW +4.01% $10,000 $10,401 5 20% - +$401 -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 ACN +2.21% $10,000 $10,221 2 50% - +$221 -1.6% 2.0h -
36 WFC +2.08% $10,000 $10,208 1 100% - +$208 -0.0% 0.3h -
37 SOFI 8 +1.95% $10,000 $10,195 17 53% - +$195 -13.1% 2.9h -
38 SLV +1.45% $10,000 $10,145 7 57% - +$145 -6.1% 1.1h -
39 REGN +1.17% $10,000 $10,117 3 33% - +$117 -2.1% 2.1h -
40 INTC +1.06% $10,000 $10,106 8 50% - +$106 -2.9% 1.6h -
41 SCHW +0.81% $10,000 $10,081 1 100% - +$81 -0.0% 1.6h -
42 OXY +0.80% $10,000 $10,080 3 33% - +$80 -0.7% 1.4h -
43 AAPL +0.71% $10,000 $10,071 2 100% - +$71 -0.0% 1.6h -
44 GOOGL +0.64% $10,000 $10,064 1 100% - +$64 -0.0% 0.8h -
45 COP +0.45% $10,000 $10,045 2 50% - +$45 -1.4% 1.4h -
46 AMGN +0.40% $10,000 $10,040 1 100% - +$40 -0.0% 1.8h -
47 GS +0.37% $10,000 $10,037 1 100% - +$37 -0.0% 1.2h -
48 AXP +0.35% $10,000 $10,035 1 100% - +$35 -0.0% 1.3h -
49 AMZN +0.18% $10,000 $10,018 3 67% - +$18 -0.9% 1.4h -
50 DOTUSD +0.06% $10,000 $10,006 16 63% $980 +$6 -24.0% 1.3h -
51 PFE +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
52 XLE +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
53 MDT +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
54 QQQ +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
55 MCD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
56 V +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
57 DIA +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
58 VOO +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
59 MA +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
60 COST +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
61 XOM +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
62 XLF +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 BIIB +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
65 BMY +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
66 BLK +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
67 GLD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
68 XLK +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
69 PG +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
70 WMT +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
71 BRK-B +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
72 HD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
73 SPY +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
74 VZ +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
75 CVX +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
76 TMO 🚫 PROBATION +0.00% 🔄 $10,034 $34 NO ENTRY - - -$10,000 -0.0% 0.0h 1 Apr 23, 2026
17d left
77 IWM +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 TLT +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
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 SMCI 5 -0.64% $10,000 $9,936 31 58% - -$64 -36.1% 2.1h -
86 PYPL -1.11% $10,000 $9,889 5 20% - -$111 -1.4% 1.5h -
87 SPXU -1.20% $10,000 $9,880 4 50% - -$120 -12.1% 17.9h -
88 CRM -1.61% $10,000 $9,839 3 67% - -$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 NFLX -2.50% $10,000 $9,750 2 0% - -$250 -2.0% 2.1h -
94 DIS -2.66% $10,000 $9,734 2 0% - -$266 -2.7% 1.9h -
95 IBM -2.92% $10,000 $9,708 3 33% - -$292 -1.0% 1.7h -
96 TQQQ -3.16% $10,000 $9,684 9 33% - -$316 -11.7% 4.0h -
97 CRWD -3.39% $10,000 $9,661 6 33% - -$339 -8.8% 1.6h -
98 NVDA -4.00% $10,000 $9,600 2 50% - -$400 -6.9% 1.7h -
99 CMCSA -4.03% $10,000 $9,597 1 0% - -$403 -4.0% 2.7h -
100 SLB -4.21% $10,000 $9,579 2 0% - -$421 -4.5% 2.3h -
101 UNH -4.99% $10,000 $9,501 5 40% - -$499 -8.3% 1.8h -
102 ADBE -5.53% $10,000 $9,447 3 33% - -$553 -5.5% 2.0h -
103 MARA 9 -7.34% $10,000 $9,266 33 58% - -$734 -20.2% 3.1h -
104 AMD -7.61% $10,000 $9,239 8 63% - -$761 -7.6% 1.8h -
105 AVGO -7.94% $10,000 $9,206 4 25% - -$794 -7.9% 1.9h -
106 PLTR -8.74% $10,000 $9,126 11 45% - -$874 -10.9% 2.9h -
107 VXX 6 -9.05% $10,000 $9,095 15 60% - -$905 -16.0% 1.4h -
108 SOXL 5 -9.86% $10,000 $9,014 58 43% - -$986 -34.2% 2.7h -
109 MU -10.05% $10,000 $8,995 8 50% - -$1,005 -11.5% 2.3h -
110 DKNG -10.32% $10,000 $8,968 4 25% - -$1,032 -10.3% 2.0h -
111 GME -28.65% $10,000 $7,135 21 43% - -$2,865 -34.0% 3.1h -
112 UVXY 3 -33.21% $10,000 $6,679 45 40% - -$3,321 -29.7% 4.0h -
113 SHIBUSD -48.30% $10,000 $5,170 20 40% $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.