Former Senior Trader, $700M UHNW desk. Built a systematic research terminal for swing traders and position investors. One indicator. Three systems. Waitlist ↓
Senior trader at a major institution. Managed complex strategies for ultra high net worth clients. Book exceeded $700M.
Licensed across equities, fixed income, options, precious metals, and mutual funds.
Then I traded my own account and made every mistake retail traders make.
Drawing prediction paths based on macro calendars is exhausting and unnecessary.
I stopped trying to map out FOMC reactions years ago. A quantitative regime filter simply reads the math of the current structure. If momentum is broken, I step aside. I let price dictate the move, not news events.
Wash sales only destroy accounts that are churning intraday noise.
I built my systems on the Swing and Long-Term timeframes specifically to avoid this exact trap. Day trading is a retail game. Capturing structural momentum on higher timeframes completely eliminates the need to churn capital.
@Zac_Markovich The structure on that chart is heavily broken.
Retail traders frequently try to buy the gap fill. I use a mechanical regime filter to step to cash when momentum fails like this. I will not allocate risk until the mathematical signal turns back on.
@TheLongInvest If the broader market structure breaks mathematically before September, do you hold your long exposure simply because of the impending IPO?
Price math overrides news events.
Process.
@pdicarlotrader Great call on the entry. Trying to time the top is exactly where most traders give their gains back. That's why I use a system defined exit and a Step Exit which exits when structure breaks.
@pdicarlotrader I completely agree on avoiding the chop.
My long term system stepped away from this name when the momentum math broke. Sitting in cash while a chart chops sideways is the ultimate test of patience. I wait for the signal, not the hype.
Discipline.
@TheLongInvest Motivation is an emotion. Emotions destroy trading accounts.
I don't look at yachts to stay focused. I look at backtests, risk models, and my historical drawdown data. A quantitative system doesn't run on motivation. It runs on strict math.
Discipline.
@StockMKTNewz Days like today trigger intense FOMO for retail traders sitting in cash.
My regime filter cleared index exposure on Friday. Watching a green close from the sidelines is simply the cost of running a strict risk model. I trade the system, not the daily chop.
Discipline.
Trading the news is an expensive game for retail.
You cannot predict how institutional algos will react to a product launch. A systematic model ignores the "Siri AI" headline entirely and just manages the price math. If it hits a hard step exit, we close it. If it doesn't, it's just noise.
Process.
@Mr_Derivatives Clean chart. Our quantitative filter actually cleared index exposure on Friday, so we are also defensive here.
The difference? A systematic model won't blindly buy any of those support levels. We simply hold cash until the regime math confirms the turn.
Process > prediction.
@King0ftheCharts Trading around CPI predictions is a fast way to churn capital.
A purely systematic model doesn't need to guess if inflation comes in hot. It just follows the price math. Our Swing Trading System cleared index exposure on Friday. No predictions required.
System > guesswork.
@CheddarFlow Our quantitative regime filter actually cleared $SPY and $QQQ exposure on Friday.
The difference is philosophy. We don't predict crashes using economic indicators. We simply step to cash when the price math dictates it.
Process over prediction.
3/ We are defensive in the short term, but structurally long in the macro.
No opinions, no panic. Just math.
Process.
https://t.co/dcUWnKGba6
$SPY $QQQ $VIX $SPX
Institutional desks don't guess market direction. They execute pre-defined risk models across multiple time horizons.
Here is the exact posture of the Rebuild Trading system heading into the week. Four tweets.
2/ Second, the broader view: RV Long Term.
Short-term stepped to cash on the indices. The macro system stays long on both $SPY and $QQQ.
Retail looks for one magic direction. A quantitative system runs independent risk profiles.
@KobeissiLetter Domestic retail is trying to catch a falling knife. Foreign capital is driving a massive, persistent downtrend. A quantitative system doesn't buy simply because an asset looks cheap. It waits for mathematical confirmation of a reversal. Process.
@pdicarlotrader Clean setup. Buying the lower boundary in a confirmed bull cycle is the right math. If the macro regime shifts while you are in the trade, what is the hard invalidation rule? Risk management.
@markminervini The math told us to clear our exposure on Friday and step to cash. Shorting the indices introduces a completely different risk profile. Are you trading a short-term tactical setup, or do your indicators show a broader regime shift? Risk management.
@TheLongInvest Held the wedge through Friday selling which is actually impressive. That kind of structure usually means the buyers are still in control. Needs a momentum confirmation before $22 becomes realistic but the base is building the right way.