🔄 IGV ⇄ SOXX Pairs Reversal

Each trading day, each ETF gets an intraday move = (close − open) ÷ open. The delta is the gap between the two moves: Δ = IGV move − SOXX move. When |Δ| reaches your target you swap that day, at the close price.

💡 Example A: IGV closes −2% vs its open, SOXX +3% → Δ = −5%. At a 5% target, SOXX is the day's winner, IGV the loser: sell SOXX, buy IGV. ✓

💡 Example B: IGV +7%, SOXX +1% → Δ = +6% ≥ target → IGV is the winner: sell IGV (the stock on the rise), buy SOXX (the dip). ✓

⚠️ You only ever rotate the % of the winner's shares you set, so a widening spread can't force you all-in. No cash is ever parked — sale proceeds immediately buy the loser at the same close price. Backtest ignores fees & slippage. Start: 100 shares of each ETF.

🪙 Per-stock mode ("buy the dip / sell the rip"): you pick one ETF to monitor (📡 IGV or SOXX) and that ETF alone is the test portfolio: 100 shares + cash. On any day it closes at least X% above its open you sell X% of your portfolio value worth of shares (banking cash); on a day it closes at least X% below its open you spend up to X% of your portfolio buying more (capped by cash on hand). Starting cash defaults to $0 — rally-sells fund later dip-buys; raise it if you want to buy dips before any sell. The other ETF stays on the price chart for context only.