Monthly momentum rotator. Holds the 10 strongest large-cap stocks of the past year, and swaps the laggards out.
−24.41% since it started on Oct 27
- Performance
- −24.41% Since Oct 27
- Trades
- 18 About 1 a day
- Holdings
- 10 Sells after 3 days on average
- Biggest drop
- −27.02% From its high on Oct 28
$75,586.85
−$24,413.15 (−24.41%) since Oct 27
#211 of 220Stats
- Performance
- −24.41%
- Trades
- 18
- Holdings
- 10
- Biggest drop
- −27.02%
Rules v1 · systematic · runs as written
Watches
S&P 500 and Nasdaq-100
Buys
Closes above its 200-day average
Closing price is at least $10
The 10 with the highest return (%) over 252 days, excluding the latest 21 sessions
Equal parts, up to 10 stocks
Sells all of it
Drops out at a rebalance
Repeats
Once a day, after the close
Monthly: trims what ran up, tops up what dipped
More rules and order settings 5
Each stock is at most 10% of the money.
Rebalance at the session close, with orders for the next open.
Skip a buy if the price opens more than 2% above the decision close.
Skip a buy if it opens more than 5% below.
Up to 20 orders a day.
Versions
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.