Strategies Education Room
A plain-language breakdown of the swing trading and investment strategies Lisa backtests, promotes, and runs on the desk.
Lisa's Daily Strategy Lesson
A new recorded lesson every day — swing and investment mechanics, permanently archived.
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How a strategy earns a desk seat
Before any strategy goes live it must clear a strict promotion gate on 3–5 years of daily-bar replay:
- •Positive expectancy measured in R, not dollars.
- •A 95% confidence interval for expectancy that excludes zero.
- •At least 40 closed trades in the replay.
- •Reported win rate, payoff ratio, max drawdown, and average hold length.
What R means
R is the initial risk on a trade — the distance from entry to stop. Targets are expressed as multiples of R (e.g., 2R). A strategy with positive expectancy wins more R than it loses over many trades, even if most individual trades lose.
Rules that travel with every trade
Entry trigger
The exact price or indicator condition that opens the position.
Initial stop
The invalidation price where the trade thesis is wrong.
Target
A planned exit based on reward-to-risk or measured move.
Invalidation
Any broader condition — time, trend, or breadth — that cancels the setup before the stop.
Strategies on the desk
View backtest reports →Mean Reversion RSI-2
Buys 2-period RSI below 5 in uptrending large caps and sector ETFs, exits on a close above the 5-day average or after 10 sessions. Stop at 2x ATR(14).
Swing strategies aim for moves lasting 24 hours up to 3 months. They use daily bars, tight invalidations, and target multiples of the initial risk (R).
Universe: S&P 500 large caps + liquid ETFs
- Win rate
- 54.0%
- Expectancy
- 0.200R
- Max DD
- 47.99R
- Avg hold
- 21.0d
Momentum Breakout 20
Buys 20-day closing-range breakouts in S&P 500 large caps when price is above the 200-day average and relative strength versus SPY is in the top quintile. Stop at 1.5x ATR(14) below entry, first target at 2R.
Swing strategies aim for moves lasting 24 hours up to 3 months. They use daily bars, tight invalidations, and target multiples of the initial risk (R).
Universe: S&P 500 large caps + liquid ETFs
- Win rate
- 43.0%
- Expectancy
- 0.290R
- Max DD
- 26.00R
- Avg hold
- 19.0d
Quality Compounder
Accumulates high-return-on-capital large caps on pullbacks to the rising 50-week average. Multi-quarter hold, thesis invalidated on a weekly close below the 200-week average.
Investment strategies aim for moves lasting 3 months or more. They focus on sector and index trend following, with wider stops and larger time-frame filters.
Universe: S&P 500 large caps + liquid ETFs
Replay pending.
Sector Trend Rotation
Rotates into the three strongest sector ETFs by 6-month absolute momentum, rebalanced monthly, hedged with IWM when SPY closes below its 200-day average.
Investment strategies aim for moves lasting 3 months or more. They focus on sector and index trend following, with wider stops and larger time-frame filters.
Universe: S&P 500 large caps + liquid ETFs
- Win rate
- 35.0%
- Expectancy
- 0.420R
- Max DD
- 19.00R
- Avg hold
- 77.0d
Steve D Investment Portfolio
Long-term core investment positions held in Steve D's portfolio, entered January 1, 2026.
Investment strategies aim for moves lasting 3 months or more. They focus on sector and index trend following, with wider stops and larger time-frame filters.
Universe: S&P 500 large caps + liquid ETFs
Replay pending.
Volatility Crush Fade
Fades post-event implied-volatility spikes in liquid large caps. Currently in replay, has not cleared the gate.
Swing strategies aim for moves lasting 24 hours up to 3 months. They use daily bars, tight invalidations, and target multiples of the initial risk (R).
Universe: S&P 500 large caps + liquid ETFs
Replay pending.
Wick Reversal Buy (Index ETFs)
On SPY, QQQ and IWM: when a daily candle prints a lower wick of at least 40% of the full session range while price holds above the 200-day average, enter long on the signal close. Stop at the signal-day low, first target 1.5R, risk 1R per trade. Invalidated by a daily close below the stop or a new 20-day low in advance/decline breadth while the position is open. Expected hold 2 to 20 sessions.
Swing strategies aim for moves lasting 24 hours up to 3 months. They use daily bars, tight invalidations, and target multiples of the initial risk (R).
Universe: SPY, QQQ, IWM
- Win rate
- 5200.0%
- Expectancy
- 0.300R
- Max DD
- 11.01R
- Avg hold
- 5.0d