{"product_id":"man-group-vca","title":"Man Group VCA 1000","description":"\u003cp\u003e\u003cbr\u003e\u003c\/p\u003e\n\u003ch4 dir=\"ltr\" class=\"qwen-markdown-heading\"\u003e\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan data-spm-anchor-id=\"a2ty_o01.29997173.0.i2.54ef55fbPPuNOC\" class=\"qwen-markdown-text\"\u003eStage 1: The Full Universe Ingestion \u0026amp; Liquidity Gate\u003c\/span\u003e\u003c\/strong\u003e\u003c\/h4\u003e\n\u003cul dir=\"ltr\" class=\"qwen-markdown-list\"\u003e\n\u003cli dir=\"ltr\" class=\"qwen-markdown-list-item\"\u003e\n\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eAction:\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e Ingest all 2,367 tickers from the Fintel Man Group list.\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli dir=\"ltr\" class=\"qwen-markdown-list-item\"\u003e\n\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eHard Filter:\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e Apply a strict Average Daily Dollar Volume (ADDV) filter (e.g., \u0026gt; $20 Million). This immediately drops the illiquid tail-end, likely reducing the universe to ~1,500–1,800 stocks.\u003c\/span\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cdiv class=\"qwen-markdown-space\"\u003e\u003cbr\u003e\u003c\/div\u003e\n\u003ch4 dir=\"ltr\" class=\"qwen-markdown-heading\"\u003e\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eStage 2: The Full Backtest \u0026amp; Attribution\u003c\/span\u003e\u003c\/strong\u003e\u003c\/h4\u003e\n\u003cul dir=\"ltr\" class=\"qwen-markdown-list\"\u003e\n\u003cli dir=\"ltr\" class=\"qwen-markdown-list-item\"\u003e\n\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eAction:\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e Run the BTD, STR, BQL, and MADE engines on the filtered universe for the 2024–2026 period.\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli dir=\"ltr\" class=\"qwen-markdown-list-item\"\u003e\n\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eAttribution:\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e For every single stock, calculate:\u003c\/span\u003e\n\u003col dir=\"ltr\" start=\"1\" class=\"qwen-markdown-list\"\u003e\n\u003cli dir=\"ltr\" class=\"qwen-markdown-list-item\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eTotal number of trades generated.\u003c\/span\u003e\u003c\/li\u003e\n\u003cli dir=\"ltr\" class=\"qwen-markdown-list-item\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eGross profit per trade.\u003c\/span\u003e\u003c\/li\u003e\n\u003cli dir=\"ltr\" class=\"qwen-markdown-list-item\"\u003e\n\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eNet profit per trade\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e (after deducting the modeled slippage\/spread).\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli dir=\"ltr\" class=\"qwen-markdown-list-item\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eWin rate.\u003c\/span\u003e\u003c\/li\u003e\n\u003c\/ol\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cdiv class=\"qwen-markdown-space\"\u003e\u003cbr\u003e\u003c\/div\u003e\n\u003ch4 dir=\"ltr\" class=\"qwen-markdown-heading\"\u003e\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eStage 3: The Extraction \u0026amp; VCA Build\u003c\/span\u003e\u003c\/strong\u003e\u003c\/h4\u003e\n\u003cul dir=\"ltr\" class=\"qwen-markdown-list\"\u003e\n\u003cli dir=\"ltr\" class=\"qwen-markdown-list-item\"\u003e\n\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eAction:\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e Sort the universe by \u003c\/span\u003e\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eNet Profit Per Trade\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e (descending).\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli dir=\"ltr\" class=\"qwen-markdown-list-item\"\u003e\n\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eSelection:\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e Extract the top \u003c\/span\u003e\u003cem dir=\"ltr\" class=\"qwen-markdown-em\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eN\u003c\/span\u003e\u003c\/em\u003e\u003cspan class=\"qwen-markdown-text\"\u003e 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.\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli dir=\"ltr\" class=\"qwen-markdown-list-item\"\u003e\n\u003cstrong dir=\"ltr\" class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eOutput:\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e Generate the \u003c\/span\u003e\u003ccode dir=\"ltr\" class=\"qwen-markdown-codespan\"\u003eman_group_optimized_vca.csv\u003c\/code\u003e\u003cspan class=\"qwen-markdown-text\"\u003e. This is the final universe used for the live VCA dashboard and the client presentation.\u003c\/span\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"Daily Pro Trader","offers":[{"title":"Default Title","offer_id":43396283727907,"sku":null,"price":100.0,"currency_code":"USD","in_stock":false}],"url":"https:\/\/dailyprotrader.com\/products\/man-group-vca","provider":"Daily Pro Trader","version":"1.0","type":"link"}