Man Group VCA 1000

Stage 1: The Full Universe Ingestion & Liquidity Gate

• Action: Ingest all 2,367 tickers from the Fintel Man Group list.
• Hard Filter: Apply a strict Average Daily Dollar Volume (ADDV) filter (e.g., > $20 Million). This immediately drops the illiquid tail-end, likely reducing the universe to ~1,500–1,800 stocks.

Stage 2: The Full Backtest & Attribution

• Action: Run the BTD, STR, BQL, and MADE engines on the filtered universe for the 2024–2026 period.
• Attribution: For every single stock, calculate:
  1. Total number of trades generated.
  2. Gross profit per trade.
  3. Net profit per trade (after deducting the modeled slippage/spread).
  4. Win rate.

Stage 3: The Extraction & VCA Build

• Action: Sort the universe by Net Profit Per Trade (descending).
• Selection: Extract the top N stocks until the cumulative trade frequency reaches the optimal capacity (e.g., 6,000 to 8,000 trades per year), or until the NPPT drops below the 0.25% threshold.
• Output: Generate the man_group_optimized_vca.csv. This is the final universe used for the live VCA dashboard and the client presentation.