PUBLISHED PROTOCOL · UPDATED 2026-04-27

Trading Protocol

Catalyst Edge runs a small live trading account against the same scoops it publishes. This page is the WHAT — what gets traded and what doesn't. The HOW (sizing math, entry timing rules, threshold tuning) is internal.

This is not financial advice. Live ledger + realized P/L public at /trust/. Each trade is preceded by a citation-based /scoops/ page going live first.

What we will trade

Tier 1 · Primary Target

The single highest-conviction ticker emitted by our scanner each cycle, when accompanied by a published /scoops/ page citing primary sources (SEC, tier-1 wires, prediction markets).

Tier 2 · JACKPOT picks

The intersection of catalyst convergence + intraday gap. Historical backtest: 89% hit rate on +2% intraday (n=45). Only entered when a /scoops/ page is live for that ticker.

What we will NOT trade

Filter	Reason
Sub-$1 stocks	Never — penny spread destroys edge at small capital
Market cap < $300M	Microcap pump exposure
Form S-3 / 424B / S-1 / FWP / NT 10-K/Q catalysts	Dilution / late-filing — auto-blocked
8-K / Form 4 catalysts on caps > $10B	Empirically negative edge in cluster analysis
Anything without a /scoops/ page in last 36h	Publish-first compliance — we publish citations BEFORE trading
Tickers blocked by auto-promoted kill list	Closed-loop strategy filter

How we exit

Every position is governed by:

A profit target (partial close on hit, trail rest)
A hard stop (capital preservation)
A trailing stop (only arms after the position is held overnight — this keeps us PDT-rule-safe)
A time stop (close after a fixed number of trading days regardless of P/L)

The exact thresholds are internal — they tune via the closed-loop validator. What matters is that every position has 4 exit triggers, every one of them automatic.

How we size

Position size scales with realized historical edge on the published score≥15 cohort. When edge is positive and stable, sizing scales up. When edge is negative or noisy, sizing falls back to a fixed floor. This is governed by walk-forward (out-of-sample) performance, not the in-sample tuning window.

Halt conditions (hard-coded)

Daily loss exceeds threshold → new entries auto-halt; exits continue
Pattern-day-trade count nears the regulatory ceiling → entries halt
Manual halt file → entries halt; exits ALWAYS continue regardless
Tradier API error → cycle skipped, retried next cron tick

The trust posture

The bot publishes BEFORE trading:

Convergence detector flags a ticker
Citation block assembled from primary sources (SEC + tier-1 wires + prediction markets)
/scoops/ page renders with sources
This /protocol/ page is publicly live (you're on it)
Order placed via Tradier API
Fill recorded, ticker added to /trust/ ledger

Same legal class as a published-newsletter analyst.

Live commitment

Catalyst Edge runs this against a small live trading account on Tradier. Every fill is disclosed in real time at /trust/. If the strategy loses, we publish that too — same posture as the rest of our auditable workflow.

Live status: scoops index · trust ledger · methodology · scanner
Auto-published. Last revision: 2026-04-27. Sizing math, threshold values, and tuning rules are internal — what's traded and how exits fire are public.

You are one page deep in a scanner that grades its own picks in public, wins and losses alike.

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Review the methodology and limitations and the dated audit. An intraday price touch is not trading profit.

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