Window Dressing Quarter-End Trade

Entry Logic

• Exact Entry Trigger: Buy a basket of the quarter's winning stocks in the last few days of the quarter.
• Confirmation: The stocks are widely held by institutions.
• Timeframe: Daily.
• Location Context: The stocks are in strong uptrends.
• Market Condition: End of a quarter.

Exit Logic

• Profit Target(s): Sell on the first day of the new quarter.
• Scaling Out: Not applicable.
• Trailing Stop: Not applicable.
• Signal Failure: The stocks sell off at the end of the quarter.
• Opposite Signal: Not applicable.
• Time Expiration: First day of the new quarter.
• Momentum Loss: Not applicable.

Stop Loss Structure

• Hard Stop: A 4% loss on the portfolio.
• Soft Stop: Not applicable.
• Maximum Dollar Loss: $400 per trade.
• Maximum Percent Loss: 4%.
• Structural Stop: Not applicable.

Risk Management Framework

• Risk Per Trade: 0.4% of the account.
• Maximum Daily Loss: Not applicable.
• Maximum Weekly Loss: Not applicable.
• Maximum Drawdown: 10%.
• R:R Requirement: Based on historical data.

Position Sizing Model

• Sizing Approach: Equal-weighted portfolio of the quarter's top 10-20 performers.
• Volatility Adjustment: Not applicable.
• Conviction Sizing: Not applicable.
• Scaling In: Not recommended.
• Scaling Out: Not applicable.

Trade Filtering

• Market Conditions to Avoid: Bear markets.
• Specific Setups: End-of-quarter window dressing.
• Instrument Requirements: High-momentum, institutionally-owned stocks.
• Time Restrictions: Last few days of the quarter.
• Chop/News Avoidance: Not applicable.

Context Framework

• Trend Direction: Strong uptrends.
• VWAP Relationship: Not applicable.
• MA Relationship: Not applicable.
• Range Location: Not applicable.
• Higher TF Alignment: Not applicable.

Trade Management Rules

• Breakeven: Not applicable.
• Scale Out: Not applicable.
• Add Size: Not applicable.
• Fast vs Slow Moves: A short-term pop.

Time Rules

• Optimal Window: The last 2-3 days of a quarter.
• Times to Avoid: Other times.
• Session Notes: Not applicable.

Setup Classification

• A+ Criteria: A strong bull market quarter.
• A Criteria: A standard end-of-quarter setup.
• B Criteria: A choppy, mixed quarter.
• C Criteria: A bear market quarter.

Market Selection Criteria

• Instruments: Large-cap growth stocks.
• Volume/Liquidity: High.
• Volatility: Moderate.

Statistical Edge Metrics

• Expected Win Rate: 60-70%.
• Average Win Size: 1-3%.
• Average Loss Size: 1-2%.
• Profit Factor: 2.0+.
• Expectancy: Positive.

Failure Conditions

• Market Conditions: A sudden market sell-off at the end of the quarter.
• Specific Scenarios: Institutions decide to sell their winners to lock in gains before the quarter ends.

Psychological Rules

• Mental Discipline: A mechanical, short-term trade.

Advanced Components

• Market Regime Detection: Not applicable.
• Filters: Identify the quarter's best-performing stocks.
• Correlation: Not applicable.
• MTF Alignment: Not applicable.

Location

• Where Strongest: In the most popular, high-momentum stocks of the quarter.
• Where Weakest: In out-of-favor, value stocks.