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.
# ------------------------------------------------------------------------------

NAME: PIVOT_SPRING_TRADE_PLAN
SIDE: LONG

# ------------------------------------------------------------------------------
# RISK MANAGEMENT
# ------------------------------------------------------------------------------
# Limits holding time to 30 calendar days and prohibits capital replacement.
# Risk exits are checked on evaluation events; execution levels are not guaranteed.
RISK:
  HOLDING_MAX_PERIOD: 30D
  REPLACEMENT_MODE: NONE
  # ----------------------------------------------------------------------------
  # ATR EXECUTION BOUNDARIES
  # ----------------------------------------------------------------------------
  # Uses fourteen daily bars; stop and target distances are ATR multiples.
  # Applies the documented agent default of 0.25 ATR maximum adverse slippage.
  ATR:
    LOOKBACK: 14
    INTERVAL: DAY
    STOP_LOSS: 3
    TAKE_PROFIT: 1.5
    MAX_SLIPPAGE: 0.25

# ------------------------------------------------------------------------------
# MARKET UNIVERSE
# ------------------------------------------------------------------------------
# Restricts trading to stocks with point-in-time NASDAQ-100 membership.
# Index membership is evaluated for the relevant event time.
UNIVERSE:
  SECURITY_TYPES:
    - STOCK
  MARKET_INDICES:
    - NASDAQ100

# ------------------------------------------------------------------------------
# INDICATOR CALCULATIONS
# ------------------------------------------------------------------------------
# Daily price and low observations drive the ordered pivot-spring workflow.
# Standard S2 pivots use monthly and weekly calendar windows on daily bars.
# Fundamental ratios are decimal fractions; daily ATR uses fourteen periods.
INDICATORS:
  - NAME: DAILY_LOW
    DOMAIN: CANDLE
    INTERVAL: DAY
    MEASUREMENT: Low

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

  # Supplies sixty daily observations for the monthly calendar pivot.
  - NAME: MONTHLY_S2
    DOMAIN: CANDLE
    INTERVAL: DAY
    STEPS:
      - TYPE: PIVOT
        LOOKBACK: 60
        ARGS:
          TYPE: Standard
          WINDOW_SIZE: MONTH
          LEVEL: S2

  # Supplies twenty daily observations for the weekly calendar pivot.
  - NAME: WEEKLY_S2
    DOMAIN: CANDLE
    INTERVAL: DAY
    STEPS:
      - TYPE: PIVOT
        LOOKBACK: 20
        ARGS:
          TYPE: Standard
          WINDOW_SIZE: WEEK
          LEVEL: S2

  - NAME: ATR_14
    DOMAIN: CANDLE
    INTERVAL: DAY
    STEPS:
      - TYPE: ATR
        LOOKBACK: 14

  - NAME: OPERATING_PROFIT_MARGIN
    DOMAIN: RATIO
    MEASUREMENT: OperatingProfitMargin

  - NAME: OPERATING_CASH_FLOW_SALES_RATIO
    DOMAIN: RATIO
    MEASUREMENT: OperatingCashFlowSalesRatio

# ------------------------------------------------------------------------------
# TRADING SIGNALS
# ------------------------------------------------------------------------------
# Converts 15% and 10% fundamental thresholds to decimal fractions.
# Strict comparisons distinguish the initial above-pivot state from the dip.
# Missing evidence invalidates conditions rather than preserving stale signals.
SIGNALS:
  - NAME: FUNDAMENTALS_PASS
    IS: OPERATING_PROFIT_MARGIN > 0.15 AND OPERATING_CASH_FLOW_SALES_RATIO > 0.10
    MISSING_DATA: FALSE

  - NAME: LOW_ABOVE_MONTHLY_S2
    IS: DAILY_LOW > MONTHLY_S2
    MISSING_DATA: FALSE

  - NAME: LOW_BELOW_MONTHLY_S2
    IS: DAILY_LOW < MONTHLY_S2
    MISSING_DATA: FALSE

  - NAME: PRICE_ABOVE_WEEKLY_S2
    IS: PRICE > WEEKLY_S2
    MISSING_DATA: FALSE

# ------------------------------------------------------------------------------
# ENTRY WORKFLOW AND EXIT CONTROL
# ------------------------------------------------------------------------------
# Starts above monthly S2, advances on a dip, then confirms above weekly S2.
# Fundamentals must pass at setup initiation and again at final entry.
# Confirmation may occur on the dip evaluation; exits use risk controls only.
CRITERIA:
  ENTER:
    IF: LOW_ABOVE_MONTHLY_S2 AND FUNDAMENTALS_PASS
    NEXT:
      - IF: LOW_BELOW_MONTHLY_S2
        NEXT:
          - IF: PRICE_ABOVE_WEEKLY_S2 AND FUNDAMENTALS_PASS

# ------------------------------------------------------------------------------
# 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.
# ------------------------------------------------------------------------------

# Defines the reusable position-sizing policy.
NAME: PIVOT_SPRING_RISK_POLICY

# ------------------------------------------------------------------------------
# POSITION LIMITS
# ------------------------------------------------------------------------------
# Defines per-position value and risk limits as percentages of account equity.
# All percentages use current account equity, not leveraged buying power.
# Actual sizing also respects available buying power and the strategy's
# remaining aggregate allocation capacity.

# Caps each new position's market value at 30% of current account equity.
MAX_POSITION_VALUE_PCT: 30

# Rejects a newly sized position worth less than 1% of current account equity.
MIN_POSITION_VALUE_PCT: 1

# Targets a maximum loss budget of 3% of current account equity per position.
# With a positive trade-plan STOP_LOSS_ATR and a current ATR, this budget
# limits position size using the stop distance and estimated commission.
# Without STOP_LOSS_ATR, value-based sizing determines the position size,
# and this budget is used to derive a stop-loss price.
# Stops are checked at the trade plan's evaluation interval; gaps, slippage,
# execution delays, and commissions can cause losses to exceed this target.
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.
# ------------------------------------------------------------------------------

# Identifies the strategy connecting the supplied trade plan and risk policy.
NAME: PIVOT_SPRING_STRATEGY

# ------------------------------------------------------------------------------
# DEPLOYED ARTIFACT REFERENCES
# ------------------------------------------------------------------------------
# Binds the strategy to validated, deployed artifact identifiers.

# Uses the exact trade plan identifier supplied by the caller.
# The referenced trade plan defines indicators, signals, entry and exit
# criteria, and trade-management rules.
TRADE_PLAN_ID: 6ac66c292d45d7263f24a0c2

# Uses the exact risk policy identifier supplied by the caller.
# The referenced risk policy defines position-value and position-risk limits.
RISK_POLICY_ID: 6ac66c542d45d7263f24a0c3

# ------------------------------------------------------------------------------
# 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.
# ------------------------------------------------------------------------------

# ------------------------------------------------------------------------------
# SIMULATION IDENTITY
# ------------------------------------------------------------------------------
# Identifies the historical simulation using the requested definition name.
NAME: PIVOT_SPRING_SIMULATION

# ------------------------------------------------------------------------------
# STRATEGY ALLOCATION
# ------------------------------------------------------------------------------
# Runs the specified strategy using the simulation account and buying power.
# No strategy-specific gross-equity exposure cap is requested or applied.
STRATEGIES:
  - STRATEGY_ID: 6ac66c7e2d45d7263f24a0c4

# ------------------------------------------------------------------------------
# INITIAL ACCOUNT CAPITAL
# ------------------------------------------------------------------------------
# Sets starting account cash and equity to 100,000 US dollars.
# No optional margin requirements or financing configuration is requested.
INITIAL_CASH: 100000

# ------------------------------------------------------------------------------
# HISTORICAL DATE SCOPE
# ------------------------------------------------------------------------------
# Defines the inclusive historical evaluation period using ISO calendar dates.
# Covers January 1, 2021 through December 31, 2025.
FROM: 2021-01-01
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.
# ==============================================================================