15.2
Active Distressed Investing
PYTHON PLUGIN
Distressed
Activist
Description
Strategy 15.2: Buy distressed assets with accumulation volume pattern
Strategy Logic
Strategy 15.2: Active Distressed Investing.
Buy distressed assets with the intent to acquire control.
Signal: BUY when the instrument is distressed (high spread or large
price decline) AND volume indicates accumulation (rising volume on a
declining price, i.e. negative price change + positive volume trend).
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| spread_threshold_bps | 1000 | int |
| price_decline_pct | 0.35 | float |
| volume_lookback | 20 | int |
| volume_increase_pct | 0.2 | float |
| lookback | 252 | int |
Risk Configuration
| Risk Parameter | Value |
|---|---|
| Max Position Pct | 15.0% |
| Stop Loss Pct | 20.0% |
| Take Profit Pct | 50.0% |
| Max Drawdown Pct | 30.0% |