Public
Dip buy with stop loss
Fragile
“If SPY drops 3% in a day and I buy $2,000 worth, then place a stop-loss at 7% below my entry price.”
From Public
As tested: SPY closes 3%+ down on the day → buy at the next open with a 7% stop, out after 20 sessions. Compared with buying SPY on any day.
Edge per trade-1.92%% vs buying SPY on any day, per trade
t-stat-1.0095% range -5.67 to +1.83
Trades16Sep 1, 2016 – Oct 12, 2026
Win rate38%beat the comparison
Last 12 months—0 signals
Why fragile
- t-stat -1.0 is inside the noise
- 83% of resamples have no edge
- only 21% of nudged versions keep the edge, so it's a lucky setting
- one half carries it (-2.13 before 2020, -1.72 after)
Year by year
2018
-1.32%3
2020
-1.15%8
2022
-5.68%3
2025
-0.28%2
Every signal
| Signal | Basket | Comparison | Edge |
|---|---|---|---|
| Apr 10, 2025 | +7.80% | +1.19% | +6.61% |
| Apr 3, 2025 | -7.10% | +0.08% | -7.18% |
| Aug 26, 2022 | -7.58% | +1.13% | -8.72% |
| Jun 13, 2022 | +0.86% | +1.19% | -0.33% |
| Apr 29, 2022 | -7.10% | +0.89% | -7.99% |
| Oct 28, 2020 | +10.78% | +1.19% | +9.59% |
| Sep 3, 2020 | -7.10% | +0.82% | -7.92% |
| Jun 11, 2020 | +3.40% | +1.19% | +2.21% |
| Apr 1, 2020 | +18.43% | +1.19% | +17.24% |
| Mar 18, 2020 | -7.10% | +0.14% | -7.24% |
| Mar 12, 2020 | -8.43% | +0.08% | -8.51% |
| Mar 5, 2020 | -7.10% | +0.20% | -7.30% |
| Feb 24, 2020 | -7.10% | +0.14% | -7.24% |
| Dec 4, 2018 | -7.10% | +0.64% | -7.74% |
| Oct 10, 2018 | +1.31% | +1.19% | +0.12% |
| Feb 5, 2018 | +4.86% | +1.19% | +3.66% |