CABE is a stock analysis tool that provides backtesting capabilities for Daily VWAP, Bollinger Band, and RSI crossovers during a given time period. The tool uses historical data fetched from Polygon.io, for which you will need to set up a (free or paid) account and get your own API token.

1. Install dependencies

   pip install -r requirements.txt

2. Get your Polygon.io API key

   • Visit Polygon.io and sign up
   • Copy your API key from the dashboard

3. Create environment file

   echo "POLYGON_API_KEY=your_api_key_here" > .env

Analyze a stock for a specific date range:

python3 cabe.py SPY 062525 062727

Required Arguments:

• symbol - Stock symbol (uppercase, 1-5 characters, e.g., SPY, AAPL, TSLA)
• start_date - Start date (MMDDYY format: June 25, 2025 = 062525)
• end_date - End date (MMDDYY format: June 27, 2025 = 062727)

Optional Flags:

• --window <days> - Event window size in days for return calculations (default: 1)
• --no-viz - Disable visualization generation (saves time and disk space)
• --capital <amount> - Initial capital for trade simulation (default: 100000)
• --futures - Enable futures symbol support (required for /MES, /MNQ, etc.)

# Basic analysis
python3 cabe.py SPY 062525 062727

# With custom window size (3 days)
python3 cabe.py AAPL 062525 062725 --window 3

# Disable visualizations (faster execution)
python3 cabe.py TSLA 062025 062725 --no-viz

# Custom initial capital for simulation
python3 cabe.py SPY 062525 062727 --capital 50000

# Combine multiple options
python3 cabe.py AAPL 062525 062725 --window 5 --no-viz --capital 250000

# Futures symbols (requires Polygon futures data access)
python3 cabe.py /MES 062525 062727 --futures
python3 cabe.py /MNQ 062525 062727 --futures

CABE provides comprehensive technical analysis including:

• VWAP (Volume Weighted Average Price) - Calculated using daily OHLCV data
• RSI (Relative Strength Index) - 14-period RSI with overbought/oversold levels (80/20)
• Bollinger Bands - 20-period bands with 2 standard deviations
• Volume Analysis - Volume confirmation for signal validation

• VWAP Crosses - Price crossing above/below VWAP with directional tracking
• RSI Crosses - RSI crossing overbought (80) or oversold (20) levels
• Bollinger Band Crosses - Price breaking above upper or below lower bands with volume confirmation

• Simulates buying on each detected event
• Calculates returns after specified window period
• Tracks cumulative P&L and trade statistics
• Provides directional breakdown of performance

CABE generates several output files in the cabe_output/ directory:

• {SYMBOL}_{START_DATE}_{END_DATE}_events.csv - All detected events with return calculations and directional information
• {SYMBOL}_{START_DATE}_{END_DATE}_trades.csv - Individual trade simulation results

• {SYMBOL}_{DATE}_chart.png - Daily charts showing:
  • Price action with VWAP and Bollinger Bands
  • RSI indicator with overbought/oversold levels
  • Volume bars

• Events/Trades: SPY_2025-06-25_2025-06-27_events.csv
• Charts: SPY_20250625_chart.png (date format: YYYYMMDD)

CABE provides a comprehensive summary with directional breakdown including:

• VWAP Crosses: Above VWAP vs Below VWAP performance
• RSI Signals: Overbought (>80) vs Oversold (<20) performance
• Bollinger Band Breakouts: Above Upper Band vs Below Lower Band performance
• Win rate percentage for each direction
• Average and median returns by direction

• Total number of trades executed
• Total P&L (profit/loss)
• Final capital after all trades
• Average and median trade returns

================================================================================
📊 ANALYSIS RESULTS FOR SPY
📅 Date Range: 2025-06-25 to 2025-06-27
📈 Trading Days: 3
================================================================================

🎯 EVENT DETECTION SUMMARY
--------------------------------------------------------------------------------

💹 VWAP CROSSES:
  Crossed Above VWAP        | Count: 8  | Win Rate: 75.0% | Avg Return: 0.045% | Median: 0.038%
  Crossed Below VWAP        | Count: 3  | Win Rate: 33.3% | Avg Return: -0.012% | Median: -0.008%

📉 RSI SIGNALS:
  RSI Overbought (>80)      | Count: 2  | Win Rate: 50.0% | Avg Return: -0.008% | Median: -0.006%
  RSI Oversold (<20)        | Count: 5  | Win Rate: 80.0% | Avg Return: 0.052% | Median: 0.045%

📊 BOLLINGER BAND BREAKOUTS:
  Broke Above Upper Band    | Count: 1  | Win Rate: 100.0% | Avg Return: 0.078% | Median: 0.078%
  Broke Below Lower Band    | Count: 0  | Count: 0

================================================================================
💰 TRADE SIMULATION RESULTS
================================================================================
  📈 Total Trades: 19
  💵 Initial Capital: $100,000.00
  📊 Total P&L: $1,234.56
  🎯 Final Capital: $101,234.56
  📈 Avg Trade Return: 0.065%
  📊 Median Trade Return: 0.052%
================================================================================

• Use MMDDYY date format (e.g., 062525 for June 25, 2025)
• Ensure dates are valid trading days
• End date should be after start date

• Must be uppercase (e.g., SPY, AAPL, TSLA)
• Limited to 1-5 characters for stocks
• Futures symbols supported (e.g., /MES, /MNQ) - requires Polygon futures data access
• Must be valid symbols available on Polygon.io

• Free Polygon.io tier has rate limits (5 calls/minute)
• CABE includes automatic retry logic with 5-second delays for rate limit handling
• Uses efficient single daily data calls to minimize API usage
• Futures data requires appropriate Polygon.io subscription level

• Use --no-viz flag for faster execution when visualizations aren't needed
• Larger date ranges require more API calls and processing time
• Window size affects return calculations and simulation results
• Optimized for minimal API calls with daily data aggregation

• Minimum 20 data points required for Bollinger Bands calculation
• Sufficient volume data needed for signal confirmation
• Events only detected when enough historical data is available
• Cross detection uses previous day comparison for accurate signals

# Long-term analysis with 5-day window
python3 cabe.py SPY 010125 123125 --window 5 --capital 1000000

# Quick analysis without visualizations
python3 cabe.py AAPL 062525 062725 --no-viz

# High-frequency analysis with 1-day window
python3 cabe.py TSLA 062525 062725 --window 1 --capital 50000

# Multiple symbols analysis (run separately)
python3 cabe.py SPY 062525 062727
python3 cabe.py QQQ 062525 062727
python3 cabe.py IWM 062525 062727

# Futures analysis (requires appropriate Polygon subscription)
python3 cabe.py /MES 062525 062727 --futures --window 3
python3 cabe.py /MNQ 062525 062727 --futures --no-viz

cabe/
├── cabe.py           # Main analysis tool
├── analytics.py      # Technical analysis functions
├── requirements.txt  # Python dependencies
├── README.md        # This file
├── .env             # API key (create this)
└── cabe_output/     # Generated output files
    ├── *_events.csv # Event detection results
    ├── *_trades.csv # Trade simulation results
    └── *_chart.png  # Visualization charts

• Directional Analysis: Added detailed breakdown of VWAP and Bollinger Band crosses by direction
• Futures Support: Added support for futures symbols (e.g., /MES, /MNQ)
• API Optimization: Reduced API calls by using single daily data aggregation
• Enhanced Error Handling: Improved input validation and rate limit handling
• Memory Optimization: Efficient data processing for large date ranges
• Security Improvements: Better API key handling and error logging