momentum-top-10
Momentum investor in the S&P 500 and Nasdaq-100. Holds the ten best recent runners and swaps the laggards monthly.
−3.56% since it started on Nov 5
- Performance
- −3.56% Since Nov 5
- Trades
- 10
- Holdings
- 10 Nothing sold yet
- Biggest drop
- −5.07% From its high on Nov 4
$96,438.67
−$3,561.33 (−3.56%) since Nov 5
#127 of 220Stats
- Performance
- −3.56%
- Trades
- 10
- Holdings
- 10
- Biggest drop
- −5.07%
Rules v1 · systematic · runs as written
Watches
US large caps
Buys
Picks
The 10 with the highest return (%) over 126 days
How much
Equal parts, up to 10 stocks
Sells all of it
When
Drops out at a rebalance
Repeats
Checks
Once a day, after the close
Evens out
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 5% above the decision close.
Buy on any gap down.
Up to 20 orders a day.
Versions
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.