⚠️ 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

Fade 1.5 std dev moves, 0.3% target

When price deviates 1.5 standard deviations from short-term average, it's likely overextended. Ruby fades these moves, betting on the snap-back.

🎯 Best Suited For

Range-bound days, mean-reverting stocks

"Stretched too far, snaps back. Physics applies to markets too."

📜 Why This Strategy Works

Intraday moves often overshoot. The initial reversion is usually reliable.

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 (Fade the Extension)

📈 Entry Signal (Fade the Extension)

                        Close ≤ Lower Band (price 1.5 std dev below mean)                    

→ BUY at current close price (fade the selloff)

📉 Exit Conditions

                        • TARGET: Price ≥ entry × 1.003 (+0.3% gain - quick snap-back)                    

                        • STOP_LOSS: Price ≤ entry × 0.995 (-0.5% loss)                    

                        • MAX_HOLD: 30 bars                    

⚙️ Simulation Parameters

                        BB_PERIOD:
                        20
                    

                        BB_STD_DEV:
                        1.5
                    

                        TARGET_GAIN_PCT:
                        0.3%
                    

                        STOP_LOSS_PCT:
                        0.5%
                    

                        MAX_HOLD_BARS:
                        30
                    

                        COOLDOWN_BARS:
                        78
                    

📖 Historical Origin

Origin: John Bollinger's Bollinger Bands

John Bollinger developed his bands in the early 1980s: draw bands 2 standard deviations above and below a moving average to quantify extremity.

🏆 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: Feb 14, 2024 → Feb 14, 2026 (731 days)

Rank	Symbol	Return	Start	Final Value	Trades	Win Rate	Fees	Net	Max DD	Avg Hold	Refunds	Last Refund
1	PEPEUSD ₿	+33.24%	$10,000	$13,324	302	63%	-	+$3,324	-15.6%	0.3h	✓	-
2	LINKUSD ₿	+32.25%	$10,000	$13,225	305	64%	-	+$3,225	-5.1%	0.3h	✓	-
3	SHIBUSD ₿	+12.01%	$10,000	$11,201	299	63%	-	+$1,201	-12.6%	0.3h	✓	-
4	AVAXUSD ₿	+8.92%	$10,000	$10,892	299	58%	-	+$892	-15.0%	0.3h	✓	-
5	SOLUSD ₿	+5.91%	$10,000	$10,591	302	58%	-	+$591	-12.6%	0.4h	✓	-
6	LTCUSD ₿	+4.08%	$10,000	$10,408	303	61%	-	+$408	-11.6%	0.5h	✓	-
7	DOGEUSD ₿	+3.32%	$10,000	$10,332	304	61%	-	+$332	-12.7%	0.3h	✓	-
8	DOTUSD ₿	+1.14%	$10,000	$10,114	301	60%	-	+$114	-16.6%	0.4h	✓	-
9	BTCUSD ₿	+0.00%	$10,000	$10,000	NO ENTRY	-	-	-	-0.0%	0.0h	✓	-
10	UNIUSD ₿	-0.82%	$10,000	$9,918	303	59%	-	-$82	-24.1%	0.3h	✓	-
11	ETHUSD ₿	-7.28%	$10,000	$9,272	304	58%	-	-$728	-11.2%	0.4h	✓	-
12	XRPUSD ₿	-23.25%	$10,000	$7,675	303	56%	-	-$2,325	-24.9%	0.5h	✓	-

👤 Personality

Kinetic thinker. Visualizes price as stretchy—it can only go so far before snapping back.