# CB55 Paper Trading Tracker (CB55 模擬交易實盤帳本)

> Bilingual, zero-look-ahead paper-trading ledger and 3D quantitative visualizer for the CB55 (55-Day Donchian Channel Breakout) strategy across US Equities (USD) and Taiwan Equities (TWD).

## 1. Project Overview & Purpose
- **Strategy**: CB55 (55-Day Channel Breakout), inspired by Courtney Smith's breakout rules and Mark Boucher's 25% single-position capital cap.
- **Core Principle**: Pre-committed frozen rules. Every signal is evaluated after Day D market close; resting Buy Stop orders are placed for Day D+1. Every decision—including orders that expire without triggering—is logged to eliminate survivorship bias.
- **Languages & Markets**:
  - `/?lang=en` (Default): US Stocks Account (`cb55-paper-us-001`, USD, Green = Up / Red = Down)
  - `/?lang=zh`: Taiwan Stocks Account (`cb55-paper-001`, TWD, Red = Up / Green = Down)

## 2. Frozen Quantitative Rules
1. **D+1 Execution**: Orders are placed after Day D close and become active on Day D+1. No intraday same-day signal fills.
2. **Channel & Proximity Filter**: `BuyStop = High(55) + buffer`; `StopLoss = Low(55) - buffer`. Orders are placed only when Day D close is within 3% of the 55-day high (`(BuyStop - Close_D) / Close_D <= 3%`).
3. **1% Equity Risk & 25% Cost Cap**:
   `Shares = min(floor((Equity * 0.01) / (BuyStop - StopLoss)), floor((Equity * 0.25) / BuyStop))`
   No margin, no shorting.
4. **Hard Stop Discipline**: Stop losses apply strictly to open positions.
5. **Candidate Ranking**: Trend Bull/Pennant prioritized first, then lowest percentage risk.
6. **Account Floor**: Experiment terminates if equity drops below the pre-set account floor.

## 3. Live Market Snapshot Summary
### US Market (`cb55-paper-us-001`)
- **Status**: running (Started: 2026-10-29)
- **Initial Capital**: $5,000 USD
- **Current Cash**: $5,000 USD
- **Active D+1 Pending Buy Stops (3)**:
  - EXPD (康捷國際物流 Expeditors): Buy Stop @ 200.76, Stop Loss @ 180.17 — 2026-10-30 收盤後掛 D+1 買進停損單 200.76（55日高+buffer，距收盤 0.96%），停損 180.17，趨勢 bull
  - L (Loews 控股集團): Buy Stop @ 114.50, Stop Loss @ 103.46 — 2026-10-30 收盤後掛 D+1 買進停損單 114.50（55日高+buffer，距收盤 2.86%），停損 103.46，趨勢 bull
  - TECH (Bio-Techne 生物試劑): Buy Stop @ 73.40, Stop Loss @ 71.21 — 2026-10-30 收盤後掛 D+1 買進停損單 73.40（55日高+buffer，距收盤 1.02%），停損 71.21，趨勢 bull

### Taiwan Market (`cb55-paper-001`)
- **Status**: running (Started: 2026-10-29)
- **Initial Capital**: NT$100,000 TWD
- **Current Cash**: NT$100,000 TWD
- **Active D+1 Pending Buy Stops (3)**:
  - 2107 (厚生): Buy Stop @ 29.25, Stop Loss @ 25.20 — 2026-10-30 收盤後掛 D+1 買進停損單 29.25（55日高+buffer，距收盤 2.63%），停損 25.20，趨勢 bull
  - 2912 (統一超): Buy Stop @ 230.00, Stop Loss @ 209.50 — 2026-10-30 收盤後掛 D+1 買進停損單 230.00（55日高+buffer，距收盤 2.00%），停損 209.50，趨勢 bull
  - 2633 (台灣高鐵): Buy Stop @ 26.75, Stop Loss @ 25.35 — 2026-10-30 收盤後掛 D+1 買進停損單 26.75（55日高+buffer，距收盤 1.71%），停損 25.35，趨勢 bull