MAXIMUM THREE-SESSION HOLDING PERIOD | VERSION 21

Your exit deadline.
Three trading sessions.

Test your preferred short-term holding limit against unchanged V20 Model B. Day 1 counts as the entry session. A position exits by the close of Day 3, or earlier if its stop or target triggers.

228Downloaded symbols
4Research portfolios
$100kStarting capital each
YOUR HISTORICAL REFERENCE | NOT A FORECAST
V20 Model B original exits: 7.84% historical CAGRNew desired limit: 3 sessions, including entry

Only holding duration changes for the new models. The original Model B strategy is frozen. A 3-session closing rule is not the same as testing a real intraday trading strategy.

01

Connect your historical market data

Alpaca paper account · read-only historical price API

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02

Maximum holding period experiments

All four models use the same original 128-symbol indicator research, trade the same 228 symbols, and share the same entry and stop/target rules.

Maximum trading sessions (entry day = Day 1)

A - Unchanged V20 Model BOriginal 5/10/20/40-session exits according to the selected indicator model. Historical benchmark.
CONTROL
B - Maximum 3 trading sessionsEntry day + at most two more regular sessions. Forced close at session 3 close.
YOUR SETTING
C - Maximum 2 trading sessionsEnter next regular-session open, exit no later than the following session close.
COMPARISON
D - Same-day closeExit by the entry-day close, as an approximate daily-bar day-trading test.
PROXY ONLY
Starting capital$100,000 eachPlanned initial risk / trade0.5%Model selectionOriginal 128 / 18m + 6mAll four portfoliosBelow $500, no fixed slotsYour exit limit3 sessions (entry = Day 1)All portfoliosCash-only, 20% stock / 40% sector

Each model gets an independent simulated $100,000 portfolio. New trades are entered at the next regular-session open; stops and targets may exit earlier. The Day 3 exit uses the daily closing-price proxy.