TDPS trading system
A rules-based system for liquid US equities, long only, on daily bars. It waits for a sharp short-term flush inside an established uptrend, sets a hard stop from the stock’s own volatility at entry, and freezes it for the life of the trade. Entry, risk, target and exit are all fixed before the position opens rather than argued about while it is running.¹
inputs: daily bars · long only · liquid US equities · stop fixed at entry
A sharp short-term flush inside an established uptrend, on daily bars. When one prints, the system sets a hard stop from the stock’s own volatility at entry and holds it there for the life of the trade.
Entry, risk, target and exit are fixed before the position opens, so a reading is one defined decision rather than a lean. Long only, no pyramiding. The thresholds and parameters are withheld by design: what the system is for and how it behaves is on this sheet, how to rebuild it is not.
- Timeframe
- Daily bars
- Direction
- Long only · no pyramiding
- Universe
- Liquid US equities
- Risk
- Fixed at entry
Hit rate, expectancy and any parameter changes are summarized here each month, alongside anything that degraded and what Loep intends to do about it.