Agent 11 — Morning Movers
Pre-market scan for small-cap momentum. v3 adds ATR-based sizing so 1-ATR risk is uniform across positions. Flat by 3:45 PM ET.
- Universe is rebuilt nightly from a curated ~800-name small/mid-cap seed list, filtered to current price $1-$20 and 30-day average daily volume ≥100K. In practice 200-400 names survive on any given night.
- Scan runs at 6:00 AM CDT (11:00 UTC). For each ticker, fetches 15-minute bars from the active pre-market session, computes a 7-period Wilder's MA on closes, records anything where the latest close is ≥0.5% above its MA on volume ≥5,000 per bar.
- Top 10 by distance above MA win the slots. v3 SIZING: for each pick, the trader reads the ticker's 14-day ATR from daily_history and sizes the position so a 1-ATR adverse move equals ~$200 of risk (≈0.2% of NAV). Capped at the original $5K per-position dollar ceiling. Net effect: HIVE (10% ATR) gets a smaller dollar position than F (1% ATR) — equal RISK rather than equal DOLLARS.
- EOD flatten at 2:45 PM CDT matches Agent VII's discipline. Zero overnight risk.
- Honest caveat: pre-market data on micro-caps is thin; expect roughly half the universe to have usable bars on any given morning. Positions stamped methodology_version='v3-vol-sized'.
- Universe
- Daily-refreshed list of curated small/mid-cap names, $1-$20 price, ≥100K avg daily volume
- Starting capital
- $100,000