Exit-rule sweep: does a stop-loss help?
A working trader's question: once a signal fires and you take the trade, when do you sell? Hold to a fixed horizon? Take any gain above X%? Cap the loss at -Y%? This page shows the answer for every (horizon, top-percentile) combination, derived from a brute-force sweep over every reasonable stop-loss rule on two years of v6 model picks (May 2024 to May 2026).
How to read the charts
Each cell shows the mean return when a stop-loss at the row's level (e.g. -5%) activates from the column's day onwards. The bar across the bottom of each chart is the baseline: no stop, just hold to the horizon. Cells are coloured on the same scale: yellow = better than baseline (rare), purple = worse. Win rates are printed under each mean.
Stops in the grid are "late" stops (activated after a breakpoint day). Earlier sweeps that also vary the early-period stops produced cleaner cells when restricted to the pure late-stop dimension, so that's what these charts show. The take-profit dimension was independent: it likewise didn't move the needle, so it's also collapsed out of these visualisations.
Pick a horizon
Caveats
Sample sizes shrink with horizon and percentile. The 30-day top 10% sweep covers 3,404 trades after dedup; the 120-day top 1% sweep is just 136. Treat small-n combos as illustrative.
The window straddles the model's training cutoff. Roughly the first year is in-sample, the second is out-of-sample. The "hold-to-horizon" finding is robust across both halves (see per-half stats in the per-combo CSV).
Transaction tax is off. These charts are pre-tax / pre-commission. The Belgian 0.35% tax shaves roughly 70bps off each combo's mean and 2pp off each win rate; the relative shape of the heatmap is unchanged.