HIST DWDN is a max-drawdown-based stop-loss strategy that derives an optimal stop price for every position from 251 trading days of historical price data — then syncs those stops to the broker every market close. It manages downside risk while letting winning positions compound.
For every stock in the portfolio, HIST DWDN looks back at the last 251 trading days (one full year) of OHLC data. It computes the maximum historical drawdown — the largest peak-to-trough decline that stock has survived — and uses that as the basis for a trailing stop price. The stop sits at current price minus historical max drawdown, so any drop steeper than what the stock has normally weathered triggers an exit.
Stops are asymmetric: they ratchet upward as price climbs but never move down. A position that doubles carries a stop that doubled with it, locking in gains. A position that craters hits its stop before the drawdown becomes catastrophic. The result is a portfolio where losses are capped at one stock's normal volatility and winners are uncapped.
The whole pipeline runs automatically Monday–Friday at market close: pull OHLC for every symbol, recompute stops, push GTC sell-stop orders to Robinhood, log the portfolio state, and alert by Telegram on any change. No human intervention required — an agentic system that manages risk while the operator sleeps.
251 trading days of price history from Yahoo Finance for every symbol in the portfolio.
Find max peak-to-trough decline per symbol — the stock's "normal" downside volatility.
Stop price = last close − max drawdown. Ratchets up with the trend, never down.
Cancel stale GTC sell-stops, place new ones at the updated price. Telegram alert on every change.
Append portfolio state to the log. Post-sync verification confirms every stop landed correctly.
Mon–Fri 15:15 CT. systemd timer fires; the pipeline runs unattended.
Daily portfolio state, written automatically by the HIST DWDN pipeline at every market close. No selection, no curation — this is every trading day since the log started.
Every row was written by the pipeline at market close. No edits, no fills, no smoothing.
| Date | On Spec | Max Risk | % At Risk | Unrealized P/L | % ROI | Up / Down |
|---|
On Spec: capital deployed (sum of position values). Max Risk: distance from current price to stop, summed across positions (worst-case loss if every stop fired today). % At Risk: Max Risk / On Spec. Unrealized P/L: mark-to-market P/L vs. cost basis.
This is a real-money portfolio operated by CSI Automation's owner. Performance is unaudited and reflects a specific basket of equities over a specific window — past results do not predict future returns. Nothing on this page is investment advice. The strategy is published as a demonstration of agentic-AI risk management, not a solicitation.