DSE shadow research
Momentum-band analysis
Independent virtual portfolios for early, core, and extended 11:00 AM momentum.
Research P&L by cohort
Cohorts are isolated from the primary strategies. Their entry signal context is permanently recorded for later analysis.
| Cohort | Return | Bought | Sold | Open / Closed | Realized | Unrealized | Total P&L |
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Signal scorecard
Compare target-hit rate and P&L by momentum cohort and signal tier. Volume and trades are average 11:00 AM entry values.
| Cohort | Tier | Entries | Target hits | Hit rate | Avg value | Avg volume | Avg trades | Realized | Unrealized | Total P&L |
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11:00 AM signal observations
Every ranked signal is saved at the scheduled buy time, including signals that do not become research positions. Next-check return is recorded at the next trading day’s 10:15 AM capture.
| Date | Tier | Stock | S1 # | S2 # | Average # | Gain | Value | Volume | Trades | Next return | Eligible |
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Research trade records
| Cohort | Stock | P&L | P&L % | Buy | Sell | Entry | Current / Exit | Signal | S1 # | S2 # | Average # | Entry gain | Value | Volume | Trades | Status |
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