Catalyst Edge Research · Exit Policy

When a pick runs, does a fixed target help you — or rob you?

We replayed 9,711 historical SEC-catalyst picks through three exit rules on identical entries. The result is not close: a trailing stop beat fixed profit targets on net return and captured 6× more of the big runners — the exact tail that pays for an aggressive book.

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01The runners are the whole game

Catalyst returns follow a power law. Most picks go nowhere; a handful double. An aggressive portfolio lives or dies on how much of those doublings it actually keeps. So the sharpest test isn't the average trade — it's runner capture: of the picks that ran at least +30% intraday, how much did each exit rule bank?

Runner = a pick whose peak (max favorable excursion) reached +30% within the 10-day horizon. Bars show mean net return on those picks, after two-sided costs.

02What each rule does

Fixed (current)Stop −10%. Sell half at +12%, the rest at +24% or the stop. This is what today's trade frames publish — and it sells the 100% runner at the first rung.
TrailingA stop that ratchets up 2.5×ATR below the running high and never comes back down. Gives the runner room to breathe; exits only when the move genuinely reverses.
HybridHalf off at +12%, the rest trails — tightening as the runner extends. A middle path: banks something early, still rides the tail.

03Read this before you copy it

The result is real, but confidence is earned by naming what the study can't tell you. Two caveats do most of the work:

⚠ The honest limits

  • One regime, not all time. The price history covers roughly the last four months — a single market mood. A rule that wins here has not yet been proven across a correction, a melt-up, or a dead tape. We won't treat it as settled until it clears out-of-sample.
  • The worst trade is ~−90% under every rule. A gap-down through the stop fills where the market opens, not where your stop sits. No exit rule saves you from that — only position sizing does. A trailing stop keeps more of the winners; it does nothing about the cliff. Size accordingly.

Conservatism baked in: when a bar spans both the stop and the target, we assume the stop filled first. Costs are charged on both sides. Entries are the next session's open — the same basis as our published outcome audit.

This is why we publish receipts

Every Catalyst Edge pick is logged with its outcome — hits and misses. Watch the exit policy get better in public, then decide for yourself.

See the track record →

Catalyst Edge is a research tool, not an investment adviser, and nothing here is financial advice or a recommendation to buy or sell any security. Backtested and simulated results are hypothetical, do not represent actual trading, and have inherent limitations — past performance does not guarantee future results. Prices used are delayed. You are responsible for your own decisions and risk.

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Tier 1 setups touched +2% intraday 48.3% of the time across 393 tracked calls. Baseline for everything else: 39.7%. That is a +8.6 point edge, measured from the NEXT OPEN — the first price you could actually pay, not the prior close. We publish the misses too: https://catalystedgescanner.com/trust/

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