Quantitative Research

Trade journal: what a real account would show

Only windows C and D can be traded — window A would require buying the day before you knew the filing existed, and window B assumes the filing was already public before the market opened, neither is something a real reader of Form 4s can act on. Each trade below risks a fixed dollar amount, not a share of a compounding balance — the earlier attempt to compound 100% of the account daily blew up to nonsense within a few sessions once a single illiquid name posted a real +70% day. Every number here recomputes live in your browser as you change the controls.

Window

Starting bankroll ($)

Stake per trade ($)

Commission

Commission value

Slippage (% of price)

Slippage is modelled as a % of price, worse on both legs — there is no tick-level data behind this project, only daily bars, so a literal execution-delay in milliseconds cannot be simulated. This is the standard substitute at daily granularity, not an attempt at that precision.

Skip 2008 financial crisis

Skip 2020 COVID crash

Strategy balance SPY buy-and-hold QQQ buy-and-hold

Same starting bankroll on both sides, both long-only — this comparison is fair in a way the earlier long-short spread was not: neither side is a zero-net-investment portfolio.

Trade journal: what a real account would show

Trade-by-trade journal