gracefullight-stock-checker-1

Stock Checker

A bun-workspaces monorepo that screens US equities with an institutional-flow signal engine, visualizes them in a web UI, and validates every strategy change with a backtest.

Package	What it is
packages/core	Signal engine, backtest, and CLI (predict / learn / optimize / backtest)
apps/api	Fastify API server (screener, ticker detail, OHLCV) — port 5101
apps/web	Next.js 16 screener UI (candlestick + Gaussian Channel band charts, portfolio, light/dark) — port 5100

Screener	Ticker detail (Gaussian Channel band)

Signal philosophy

The engine follows the principles in docs/TRADING_PRINCIPLES.md: price, volume, VWAP, moving averages, liquidity, relative strength, and earnings revisions over oscillator soup.

• Trend regime — Gaussian Channel (green = uptrend, red = downtrend) gates all buys.
• Institutional flow score — relative strength vs SPY and the sector ETF, VWAP accumulation, breakout volume, dollar-volume liquidity, earnings revisions.
• Strong-leader pullback entry (주도주 눌림목) — BUY only when a name that is STRONGLY outperforming both the market and its sector (rs ≥ 0.7) pulls back below its 50-day SMA on a calm bar that closed in the bottom 20% of its range (ibs < 0.2) with real participation. Backtested (8y incl. the 2020 crash and the 2022 bear, 546 tickers, real pipeline, net of a 10bps round-trip cost): 60.4% 5-day win rate / 1.28 reward-risk / N=225 vs the 51.3% / 1.05 ungated baseline (z≈2.6, p≈0.004), every entry year ≥ 50%.
• SELL = exit discipline, not a downside prediction — distribution-day SELLs are suppressed inside intact uptrends and only fire when the trend itself is broken.
• Classic indicators (RSI, Stochastic %K, Bollinger, Donchian, Williams %R, MACD, ATR, volume ratio, Fear & Greed) are still computed and displayed, but they season the score rather than drive it.
• Volatility-adjusted risk levels per signal: 1.5×ATR stop loss, 2× reward take profit, trailing stop that activates after a 0.5×ATR move.

Validated results

8-year window (entry years 2019–2026, incl. the 2020 COVID crash and the 2022 rate-hike bear), 546-ticker diversified universe (large + mid + small cap, all 11 sectors), fixed 5-day exit, evaluated through the real pipeline, net of a 10bps round-trip transaction cost (a "win" = profitable after costs). Full context and hard-won validation rules in docs/TRADING_PRINCIPLES.md.

Config	WR (5d)	R/R	N	Avg ret/trade
Shipped gate (rs≥0.7 + ibs<0.2 + scr<400 + below-50d)	60.4%	1.28	225	1.08%
Legacy V7 gate (rs≥0.5, ibs<0.3, scr<380)	56.3%	1.32	476	0.85%
+ SPY kill-switch + 200d stage (NOT shipped — hurts at scale)	55.7%	1.29	230	0.79%
V5 institutional baseline (no quality gate)	51.3%	1.05	84,541	0.20%

Shipped gate by entry year (WR / N): 2019 66%/41 · 2020 62%/21 · 2021 61%/33 · 2022 55%/40 · 2023 52%/29 · 2024 55%/22 · 2025 65%/20 · 2026 74%/19 — every year ≥ 50%, both bear regimes included. Train ≤2024: 58.6% / 1.19 (N=186) · holdout ≥2025: 69.2% / 2.35 (N=39). Significant vs baseline (z≈2.6, p≈0.004).

Market-cap scope. This is a large-cap strategy: ~90% of gate signals fire on $10B+ names (the atr%<3.5 calmness and rs≥0.7 leadership profile rarely matches smaller names). On mid caps the WR edge disappears (≈52% vs a 50.5% mid baseline, N=25 — winners run bigger but no hit-rate edge); the ungated small-cap pullback baseline is outright negative (46% WR, −0.07%/trade). Trade it on liquid large caps only.

Falsification record. On the original 122-ticker growth-heavy universe the same family printed up to 71.7% WR / 1.75 R/R (N=46) — expanding the universe 4.5× collapsed it. The 70%+ readings were small-N universe artifacts, not edge ("universe shapes conclusions"). The SPY-Gaussian market kill-switch helped at 122 tickers and consistently hurt at scale, so it ships as an optional gate param, off by default. Remaining caveats: as-of-today universe and cap tiers (survivorship bias), no live forward track record.

Usage

Tooling is managed by mise; tasks wrap every common operation (run mise tasks to see them all).

mise install        # pin runtimes (node 24, bun)
bun install         # install workspace deps + git pre-commit hook
mise run dev        # API (5101) + Web (5100) dev servers in parallel

Environment (optional)