Real Sessions

# ==============================================================================
# WHALERIDER TRADE-PLAN CONFIGURATION
# ==============================================================================
# Artifact Name: PIVOT_SPRING_TRADE_PLAN
# Purpose: Defines market scope, calculations, signals, and trading decisions.
# Status: Generated configuration; validation is required before deployment.
# Website: https://whalerider.org
# WhaleRider © 2026 RockSoldi. All rights reserved.
# ------------------------------------------------------------------------------

# ------------------------------------------------------------------------------
# TRADE-PLAN DEFINITION
# ------------------------------------------------------------------------------
# Identifies this long-only plan for financially strong NASDAQ-100 common stocks.
NAME: PIVOT_SPRING_TRADE_PLAN
SIDE: LONG

# ------------------------------------------------------------------------------
# RISK MANAGEMENT
# ------------------------------------------------------------------------------
# Limits each holding to 30 calendar days and retains existing positions when
# capital is unavailable. ATR distances use daily fourteen-period volatility.
RISK:
  HOLDING_MAX_PERIOD: 30D
  REPLACEMENT_MODE: NONE
  ATR:
    LOOKBACK: 14
    INTERVAL: DAY
    STOP_LOSS: 3
    TAKE_PROFIT: 1.5

# ------------------------------------------------------------------------------
# MARKET UNIVERSE
# ------------------------------------------------------------------------------
# Evaluates common stocks with point-in-time membership in the NASDAQ-100.
# Historical index membership is applied at the relevant evaluation time.
UNIVERSE:
  SECURITY_TYPES:
    - STOCK
  MARKET_INDICES:
    - NASDAQ100

# ------------------------------------------------------------------------------
# INDICATORS
# ------------------------------------------------------------------------------
# Calculates daily price references, standard weekly and monthly S2 pivots, and
# financial ratios. Pivot calculations use daily candle data as requested.
INDICATORS:
  - NAME: DAILY_LOW
    DOMAIN: CANDLE
    INTERVAL: DAY
    MEASUREMENT: Low

  - NAME: DAILY_CLOSE
    DOMAIN: CANDLE
    INTERVAL: DAY
    MEASUREMENT: Close

  - NAME: MONTHLY_PIVOT_S2
    DOMAIN: CANDLE
    INTERVAL: DAY
    STEPS:
      - TYPE: PIVOT
        LOOKBACK: 60
        ARGS:
          TYPE: Standard
          WINDOW_SIZE: MONTH
          LEVEL: S2

  - NAME: WEEKLY_PIVOT_S2
    DOMAIN: CANDLE
    INTERVAL: DAY
    STEPS:
      - TYPE: PIVOT
        LOOKBACK: 20
        ARGS:
          TYPE: Standard
          WINDOW_SIZE: WEEK
          LEVEL: S2

  - NAME: OPERATING_PROFIT_MARGIN
    DOMAIN: RATIO
    MEASUREMENT: OperatingProfitMargin

  - NAME: OPERATING_CASH_FLOW_TO_SALES_RATIO
    DOMAIN: RATIO
    MEASUREMENT: OperatingCashFlowSalesRatio

# ------------------------------------------------------------------------------
# SIGNALS
# ------------------------------------------------------------------------------
# Requires operating profit margin above 15 percent and operating cash flow to
# sales above 10 percent. The setup tracks a monthly-S2 break and recovery.
SIGNALS:
  - NAME: FINANCIALS_STRONG
    IS: OPERATING_PROFIT_MARGIN > 0.15 AND OPERATING_CASH_FLOW_TO_SALES_RATIO > 0.10

  - NAME: LOW_ABOVE_MONTHLY_S2
    IS: DAILY_LOW > MONTHLY_PIVOT_S2

  - NAME: LOW_BELOW_MONTHLY_S2
    IS: DAILY_LOW < MONTHLY_PIVOT_S2

  - NAME: CLOSE_ABOVE_WEEKLY_S2
    IS: DAILY_CLOSE > WEEKLY_PIVOT_S2

# ------------------------------------------------------------------------------
# ENTRY AND EXIT CRITERIA
# ------------------------------------------------------------------------------
# Entry requires financial strength, an initial daily low above monthly S2, a
# subsequent daily low below monthly S2, and recovery above weekly S2 support.
CRITERIA:
  ENTER:
    IF: FINANCIALS_STRONG AND LOW_ABOVE_MONTHLY_S2
    NEXT:
      - IF: LOW_BELOW_MONTHLY_S2
        NEXT:
          - IF: CLOSE_ABOVE_WEEKLY_S2 AND FINANCIALS_STRONG

# ------------------------------------------------------------------------------
# LEGAL AND RISK NOTICE
# ------------------------------------------------------------------------------
# This configuration is provided for technical and informational use only.
# It is not investment, financial, legal, or tax advice and is not a
# recommendation or solicitation to buy, sell, or hold any instrument.
# Trading involves risk of loss. Margin and short selling may result in
# losses exceeding the capital initially committed.
# Historical, backtested, and simulated results do not guarantee future results.
# ==============================================================================

# ==============================================================================
# WHALERIDER RISK-POLICY CONFIGURATION
# ==============================================================================
# Artifact Name: PIVOT_SPRING_RISK_POLICY
# Purpose: Defines reusable limits for position value and loss exposure.
# Status: Generated configuration; validation is required before deployment.
# Website: https://whalerider.org
# WhaleRider © 2026 RockSoldi. All rights reserved.
# ------------------------------------------------------------------------------

NAME: PIVOT_SPRING_RISK_POLICY

# ------------------------------------------------------------------------------
# POSITION LIMITS
# ------------------------------------------------------------------------------
# Defines per-position value and risk limits as percentages of account equity.
# Caps each newly sized position at 30% of current account equity.
# This per-position limit remains separate from any strategy-level allocation cap.
MAX_POSITION_VALUE_PCT: 30
# Rejects a newly sized position when its value is below 1% of current equity.
MIN_POSITION_VALUE_PCT: 1
# Targets a maximum loss budget of 3% of current account equity per position.
# With an ATR stop, this limit can constrain position size; otherwise it derives
# a target stop-loss price after value-based sizing.
MAX_POSITION_RISK_PCT: 3

# ------------------------------------------------------------------------------
# LEGAL AND RISK NOTICE
# ------------------------------------------------------------------------------
# This configuration is provided for technical and informational use only.
# It is not investment, financial, legal, or tax advice and is not a
# recommendation or solicitation to buy, sell, or hold any instrument.
# Trading involves risk of loss. Margin and short selling may result in
# losses exceeding the capital initially committed.
# Historical, backtested, and simulated results do not guarantee future results.
# ==============================================================================

# ==============================================================================
# WHALERIDER STRATEGY CONFIGURATION
# ==============================================================================
# Artifact Name: PIVOT_SPRING_STRATEGY
# Purpose: Connects one deployed trade plan to one deployed risk policy.
# Status: Generated configuration; validation is required before deployment.
# Website: https://whalerider.org
# WhaleRider © 2026 RockSoldi. All rights reserved.
# ------------------------------------------------------------------------------

NAME: PIVOT_SPRING_STRATEGY

# ------------------------------------------------------------------------------
# DEPLOYED ARTIFACT REFERENCES
# ------------------------------------------------------------------------------
# Binds the strategy to validated, deployed artifact identifiers.
# Uses the deployed trade plan identifier supplied for this strategy.
TRADE_PLAN_ID: 6ab230c83b7850e53b6732f5
# Uses the deployed risk policy identifier supplied for this strategy.
RISK_POLICY_ID: 6ab231393b7850e53b6732f6

# ------------------------------------------------------------------------------
# LEGAL AND RISK NOTICE
# ------------------------------------------------------------------------------
# This configuration is provided for technical and informational use only.
# It is not investment, financial, legal, or tax advice and is not a
# recommendation or solicitation to buy, sell, or hold any instrument.
# Trading involves risk of loss. Margin and short selling may result in
# losses exceeding the capital initially committed.
# Historical, backtested, and simulated results do not guarantee future results.
# ==============================================================================

# ==============================================================================
# WHALERIDER SIMULATION CONFIGURATION
# ==============================================================================
# Artifact Name: PIVOT_SPRING_SIMULATION
# Purpose: Defines a historical multi-strategy simulation and account model.
# Status: Generated configuration; validation is required before execution.
# Website: https://whalerider.org
# WhaleRider © 2026 RockSoldi. All rights reserved.
# ------------------------------------------------------------------------------

# Defines the unique simulation artifact name.
NAME: PIVOT_SPRING_SIMULATION

# ------------------------------------------------------------------------------
# STRATEGY ALLOCATION
# ------------------------------------------------------------------------------
# Selects the deployed strategy to execute using the shared simulation account.
# No strategy-specific gross-equity allocation cap is applied.
STRATEGIES:
  - STRATEGY_ID: 6ab231573b7850e53b6732f7

# ------------------------------------------------------------------------------
# ACCOUNT ASSUMPTIONS
# ------------------------------------------------------------------------------
# Sets the simulation account's starting cash and equity in U.S. dollar units.
# Margin requirements and financing costs are not included because none were requested.
INITIAL_CASH: 100000

# ------------------------------------------------------------------------------
# HISTORICAL DATE SCOPE
# ------------------------------------------------------------------------------
# Defines the inclusive historical evaluation period using ISO calendar dates.
# The period runs from 2016-01-01 through 2025-12-31.
FROM: 2016-01-01
TO: 2025-12-31

# ------------------------------------------------------------------------------
# LEGAL AND RISK NOTICE
# ------------------------------------------------------------------------------
# This configuration is provided for technical and informational use only.
# It is not investment, financial, legal, or tax advice and is not a
# recommendation or solicitation to buy, sell, or hold any instrument.
# Trading involves risk of loss. Margin and short selling may result in
# losses exceeding the capital initially committed.
# Historical, backtested, and simulated results do not guarantee future results.
# ==============================================================================