Trade Journal

The retest system, on rails

Enter an entry price and get the stop loss at −8%, the take profit at +8% (1:1), and the hard time exit after 40 trading days. Log trades in your own journal — saved on your device, with backup and restore. Aslam’s own journal is live below for everyone to watch; only he can write in it.

Trade type

Ticker

Entry price ($)

Entry date

Position size ($) — optional

Setup class (for the scoreboard)

Stop loss · −8%

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enter a price

Take profit · +8% · 1:1

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enter a price

Time exit · 40 trading days

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pick an entry date

Rules from the backtest: buy the retest, risk 8%, take 8%, and if the trade goes nowhere, out after 40 trading days. Trading days = days the US market is open: weekends and market holidays (New Year, MLK Day, Presidents Day, Good Friday, Memorial Day, Juneteenth, Independence Day, Labor Day, Thanksgiving, Christmas) do not count toward the 40. Where the trade lands depends on the mode below: your device journal, or Aslam’s journal when he is unlocked.

Playing a setup with options instead of shares? Pick Call or Call spread under Trade type. The exits still follow the stock — you close the option when the stock hits its stop, its target, or day 40 — and the journal shows your real max risk, a Black-Scholes model estimate at the target and the stop, and, once you close, your actual R next to the stock plan’s R, so the vehicle’s cost is measured, not guessed.

The setup: the Magic Setup

A stock coiling under a falling resistance line it has tested at least 3 times over 6 to 10 weeks, while holding above its flat or rising 200-day average. The 6-day and 21-day averages pinch together, RSI sits between 40 and 55, and volume dries up: calm compression under pressure, over a rising floor. A daily close above the line is the trigger.

The entry: wait for the retest

We never chase the trigger. Within 20 trading days, most triggered stocks dip back to the line they broke, touch it, and close back above it — that close is the entry. On the same 499 trades over five years, entering at the trigger averaged +0.84% per trade; entering at the retest averaged +1.57%. Same stocks, same exits.

The exits: fixed and mechanical

Stop at −8%, target at +8%, and out at 40 trading days whatever the price is. No trailing stops, no early exits, no opinions mid-trade.

The priority tag: S1 + S2. On the day a setup triggers, two extra facts are checked. S1 — volume waking up: the average daily volume of the last 25 sessions is higher than the 25 sessions before them. S2 — price still lagging: over the 50 sessions into the trigger, the stock has gained less than the S&P 500. A trade that carries both, on top of the setup and the retest, is ALL FOUR — and every Telegram alert now labels which kind it is. In the same 499 trades, 130 were ALL FOUR: they averaged +3.13% per trade against +1.57% for the whole set, won 70% of the time against 60%, and were stopped out on 21% of exits against 31%. The wins were the same size — there were simply fewer losers. Modelled options on the tagged trades: calls +24.18% and spreads +21.91% per trade, against +11.18% and +10.18% overall.

Two honest limits on the tag. It was found by studying these same 499 trades, so some of its shine may be hindsight; the live record — every new alert carries its label — is the real test. And it is a priority label, not a filter: only about 30 ALL FOUR trades appear a year, so an account trading nothing else sat in cash too often and made less overall ($15,082 against $18,358 on $10,000 in the stock simulation). Its job is narrower: when two signals compete for one slot, the ALL FOUR goes first.

The evidence: five years, 499 trades (Oct 2021 – Oct 2026)

Stocks at real prices: 499 retest trades, 60% positive (249 hit target, 154 stopped out, 96 timed out), average +1.57% per trade, and a flat $1,000 on every trade returned +$7,849 with no losing year — including the 2022 bear market. The rules above are the whole system; tighter bands, shorter holds, trailing stops and shorting the mirror image were all tested on the same data and all made it worse.

The options version: $10,000 simulations

Same signals and exits, traded with ~90-day at-the-money calls, or as call spreads (buy the at-the-money call, sell the call 8% higher) — the spread is the version sized for small accounts, because it roughly halves the ticket and caps the loss at the amount paid. Simulated on the real sequence of the same 499 trades, in date order, $10,000 starting capital:

Stocks · real prices

+83.6%

$10,000 → $18,358 · 8 slots of $1,250 · worst dip −12.1%

Call spreads · modeled

+633.8%

$10,000 → $73,377 · 4 slots of $2,500 · worst dip −36.1%

Naked calls · modeled

+680.7%

$10,000 → $78,067 · 8 slots of $1,250 · worst dip −47.1%

Read the labels. The stock numbers come from real market prices. The options numbers are simulations priced with the Black-Scholes model — volatility held at its entry level and no bid-ask spread charged — so treat them as a best-case sketch, not a promise: real fills cost the spread on every trade, slow trades bleed time value, and the worst dips above are deeper than the stock version’s. A simulation of the last five years is evidence about a system, never a guarantee about the next five.

Your journal · this device

No trades logged yet. Your first trade will live here.

Your journal is saved in this browser on this device only — nobody else can see it, and nothing is uploaded. Switching devices? Download a backup here, then restore it on the new device.

Aslam’s journal · live

Loading Aslam’s journal…

Aslam’s journal lives on his own server — the same on his phone and his laptop. Everyone can watch it; only Aslam can write in it.

Veto log — trades the system called and Aslam skipped

A veto is a trade the system pinged that Aslam decided not to take. Each veto is logged with the would-be entry (ticker, entry price, date, and his reason), and the log grades it automatically under the same −8% / +8% / 40-trading-day rules: if the skipped trade would have made money, the veto cost money; if it would have lost, the veto saved money. Still-open vetoes re-grade as prices move; finished grades are final.

Want to log a veto? First tap “I’m Aslam — unlock my journal” at the top of this page and enter your PIN — the log form then appears right here. Same PIN as your journal.

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Verdict so far shows whether Aslam’s vetoes, as a group, are making or costing money versus just taking every system trade. Net is per $1,000 position, summed over graded vetoes.