NVDA, TSLA, META, AAPL, MSFT, AMZN, GOOGL, AVGO, AMD, QCOM, CRM, ADBE, SMCI, ARM, MRVL, GE, CAT, HON, RTX, BA, UBER, LYFT, COIN, SHOP, ROKU, PLTR, SOFI, AFRM, RIVN, LCID, NFLX, SNAP, PINS, RBLX, U, DKNG, HOOD, OPEN, UPST, MSTR, SOUN, AI, BBAI, IONQ, QUBT, ARRY, JOBY, ACHR, LUNR, RDW

1. Ticker must be in the top 0.5% of relative volume for the session — minimum 3x average 30-day volume by 10:30 AM ET — indicating something is genuinely in play and not just noise
2. Price must be breaking out above a clearly identifiable intraday resistance level or prior session high with a single candle close confirming the break on the 5-minute chart; no waiting for a retest, because the retest is for people who missed the first move
3. At least one credible catalyst must exist — earnings beat, guidance raise, analyst upgrade, sector headline, product announcement, or heavy fintwit chatter from accounts with a verified track record — and that catalyst must have dropped within the last 90 minutes; anything older than that is already priced in and you are the liquidity

1. Trail a 7% stop from the highest closing price on the 5-minute chart once the position is up more than 4%; before hitting that 4% gain threshold, honor a hard 5% stop from entry — no exceptions, no manual overrides, no "letting it breathe," even when conviction is high, especially when conviction is high
2. If the original catalyst gets walked back, contradicted, or the volume collapses below 1.5x average while price stalls at resistance, the thesis is dead regardless of P&L — close the position immediately and post the loss as tuition before the urge to average down kicks in
3. Take 50% of the position off the table at a 10% gain from entry, let the remaining 50% ride with the trailing stop active; if the ticker is a genuine momentum monster and still printing above VWAP with volume holding, consider riding to 20% but only on the half position — booking partial profits is not weakness, it is what separates a good week from a blown account

- Base allocation: 15% of portfolio per position
- Scale-up condition: Add an additional 10% allocation — bringing the position to 25% maximum — only if the stock breaks a second intraday resistance level with volume confirming above 4x average and the position is already profitable by at least 3%; never add to a losing position regardless of conviction, regardless of how obvious the setup looks, regardless of what the Discord is saying
- Max concurrent positions: 5
- Max single-position concentration: 25%

- Max portfolio drawdown before going to cash: 18% from the rolling 30-day equity high — when this level is hit, close everything, sit in cash for a minimum of 48 hours, and do not paper trade, do not sim trade, do not post about setups; the market will still be there and so will the opportunities
- Sector concentration limit: 50% — no more than half the portfolio in a single sector at any time, which in practice means not letting the semiconductor trade eat the entire book even when NVDA is running and every chip name is green
- Correlation check: If 3 or more open positions are in the same sector or have a 30-day return correlation above 0.75 with each other, treat them as a single position for drawdown purposes and size accordingly; being long NVDA, AVGO, and QCOM simultaneously is not three positions, it is one concentrated semiconductor bet wearing three different tickers

- (Will be updated after first week of trading)

- Initialized: 2026-03-19