Equal-weighted 6-asset basket · entered at the T0 close, exited at the T+5 close · compounded sequentially across 7 completed events
Each event, both strategies enter at the close of the news day and exit five trading days later — same window, same prices. ▲ Ride = the trade continues in the direction of the day-of move (long or short depending on the ticker). ▼ Fade = the trade bets against that move. On escalation events Chase and Guided both Ride. On de-escalation events Guided Fades every ticker Chase Rides, and Rides every ticker Chase Fades.
▲ Ride — trade continues the day-of direction
▼ Fade — trade bets against the day-of direction
+return Profitable
−return Losing
Ride/Fade is the strategy's rule for that event, always the same for all 6 tickers — Chase always Rides; Guided Rides on escalation events and Fades on de-escalation events. The (L/S) count shows how many of the 6 tickers that translated into a long vs. a short position, since each ticker's own day-of direction differs.
Source: Yahoo Finance via yfinance · return = (Price T+5 − Price T0) / Price T0 · no transaction costs modeled · illustrative model, not investment advice