Eric Bell
c34ec8af08
Various files from live trading sessions were dumped in the root. Moved these files sources/misc/ (new folder). Updated README
37 lines
2.4 KiB
Markdown
37 lines
2.4 KiB
Markdown
Run my largecap-vwap-pullback watchlist.
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PROFILE (the 6 answers, saved at .mari/scratchpad/watchlists/configs/largecap-vwap-pullback.json):
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1. Size bucket: Large cap, market cap ≥ $10B (verify per candidate via ticker details — never assume)
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2. Setup: VWAP pullback — price within ±0.35% of live session VWAP, session high at least
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+0.5% above VWAP (ran up, pulled back to the line), price still above/near VWAP
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3. Universe: full US market (exclude ETFs — require type CS or ADRC in ticker details)
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4. Liquidity: today's dollar volume ≥ $5M (use $25M to pre-narrow, verify $5M floor on finalists)
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5. List size: top 5, ranked by push-above-VWAP depth then dollar volume; max 2 per sector
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6. Cadence: on-demand only ("run my <name> watchlist")
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DATA PATH (TTG MCP servers only):
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- One call to ttg-stocks stocks_snapshot_all {include_otc:false} → per-ticker day.vw IS the
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live session VWAP, day.dv is today's dollar volume, day.h is the session high. No per-ticker
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bar calls needed. Parse: find '{"mcp_ui"' in the dump → json.loads → ["json"]["tickers"].
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- Market cap only comes from stocks_reference_ticker (market_cap field) — call it per finalist,
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after narrowing, never before.
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- Screen passes → market-cap + type verification → reject anything under $10B or any ETF
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(watch for lookalikes: leveraged ETFs like QID/LABD/AAPD, commodity/crypto ETFs like BITO/ETHA).
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ARTIFACTS:
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- Save/refresh results at .mari/scratchpad/watchlists/results/<name>-<YYYY-MM-DD>.md,
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mirror to <name>-latest.md, keep dated history.
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- Table columns: Ticker | Price | VWAP | % vs VWAP | % High-over-VWAP | $Vol | Mkt Cap | Note.
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- Include an alternate (6th name) and list any near-miss rejections with the reason (e.g.
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"AAL cut: $8.6B mcap under the $10B bar").
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OUTPUT: the table + one-line trigger note (VWAP reclaim/hold = long trigger, stop under session
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low). Terse. No re-asking the 6 questions — they live in the config file.
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Variants — swap only line 1 and the market-cap bar:
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Small-cap list: size bucket: small ($300M–2B) → bar becomes ≥$300M, <$2B
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Mid-cap: ≥$2B, <$10B
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Different setup: replace the screen definition in item 2 (e.g., "gap & momentum: day open ≥2% above prev close, dollar volume ≥ 2× 20-day average") — everything else stays
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The profile JSON on disk is the source of truth; this prompt is just its human-readable twin. Say "run my largecap-vwap-pullback watchlist" any time and I execute exactly this.
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