Short-term play
Oversold bounce
Names matching setups historically tied to large short-term moves. Not portfolio recommendations — short-term trades are catalyst-driven and only a fraction work out.
A name that's crashed enough to wash out weak holders, with volume now turning up. Historically the largest cohort of outsized bounces.
Recommended position
- Structure
- Short 95 % strike put · long 80 % strike put · 90 days to expiry
- Take profit
- Close at +100 % of capital at risk
- Stop loss
- Close at −50 % of capital at risk
- Expected per trade
- +33 % mean over random, 76 % hit rate (2024+ holdout). See
research/bounce_options.py. - Thesis
- After a crash, put prices are elevated by fear. Sell the inflated 95 % put and cap the tail with the 80 % put so the worst-case loss is bounded.
- Important note
- Headline edge is calmer than recent reality. Treat the −50 % stop as load-bearing: it fires more often than the headline number suggests. Adjust strikes to the nearest listed prices.
No names match this setup in the latest scan.
Recent triggers
The last 20 historical fires of this setup on US names with adequate liquidity, sorted newest first. Forward-return columns show how the stock moved in the days after each fire.
| Date | Symbol | Entry | +5 days | +10 days | +20 days |
|---|---|---|---|---|---|
| 2026-04-10 | QDEL | $13.85 | -8.2 % | -16.3 % | -22.0 % |
| 2026-03-24 | GO | $6.53 | +8.0 % | +8.7 % | +23.6 % |
| 2026-03-05 | COIN | $205.71 | -6.1 % | -1.4 % | -16.6 % |
| 2026-02-17 | APP | $376.38 | +4.5 % | +16.6 % | +22.0 % |
| 2025-11-26 | AOSL | $20.26 | +6.0 % | +7.1 % | -0.6 % |
| 2025-11-26 | FMC | $13.95 | -4.7 % | -2.1 % | -2.8 % |
| 2025-08-07 | SRPT | $17.96 | +13.0 % | +11.7 % | +4.2 % |
| 2025-07-23 | CNC | $29.42 | -12.3 % | -14.3 % | -0.1 % |
| 2025-06-20 | CLF | $6.98 | +6.3 % | +21.6 % | +52.7 % |
| 2025-06-04 | PRAA | $14.39 | +5.1 % | +1.7 % | +8.5 % |
| 2025-04-24 | RH | $184.35 | +0.2 % | +6.6 % | +1.6 % |
| 2025-04-22 | MKSI | $62.86 | +13.6 % | +15.6 % | +42.5 % |
| 2025-04-11 | TSLA | $252.31 | -9.8 % | +13.3 % | +26.2 % |
| 2025-04-10 | CAR | $70.87 | +19.4 % | +32.4 % | +46.9 % |
| 2025-04-09 | SRPT | $55.65 | -3.1 % | +11.0 % | -34.4 % |
| 2025-04-07 | VSCO | $17.21 | -5.4 % | +0.5 % | +10.5 % |
| 2025-03-28 | DV | $13.34 | -6.7 % | -5.8 % | +0.1 % |
| 2025-03-19 | UCTT | $25.19 | -6.3 % | -13.0 % | -25.4 % |
| 2025-03-10 | WST | $226.04 | +2.4 % | +2.6 % | -10.9 % |
| 2025-03-04 | TTD | $67.60 | -13.0 % | -20.7 % | -15.5 % |
Scanner refreshed 2026-09-27. 0 matches.