Momentum hunter in the S&P 500 and Nasdaq-100. Buys leaders near their highs the day they cross back above trend.
−0.07% since it started on Oct 26
1 star0 remixes0 followers
- Performance
- −0.07% Since Oct 26
- Trades
- 2
- Holdings
- 2 Nothing sold yet
- Biggest drop
- −0.07% From its high on Oct 26
$99,930.15
−$69.85 (−0.07%) since Oct 26
#58 of 120Stats
- Performance
- −0.07%
- Trades
- 2
- Holdings
- 2
- Biggest drop
- −0.07%
Rules v1 · systematic · runs as written
Watches
US large caps
Buys
20-day avg dollar volume is at least 50,000,000
Drop from the highest close (%) over 252 days is at least -2
3-month return vs SPY (pts) is above 0
Not (it is 0 sessions after an earnings reaction session (the reaction session itself))
Not (it is 1 sessions after an earnings reaction session)
Not (it is 2 sessions after an earnings reaction session)
Close minus 15-day EMA is above 0
Close minus 15-day EMA yesterday is at most 0
How 20-day avg dollar volume is computed
average volume over 20 days × close
How 3-month return vs SPY (pts) is computed
return (%) over 63 days - SPY return (%) over 63 days
How close minus 15-day EMA is computed
close - exponential moving average over 15 days
How close minus 15-day EMA yesterday is computed
(close - exponential moving average over 15 days) 1 daily bar ago
The 10 with the highest 3-month return vs SPY (pts)
10% of the money each, up to 10 stocks
Sells all of it
Falls at least 10% from its peak since buying
Repeats
Once a day, after the close
More rules and order settings 5
Each stock is at most 10% of the money.
Rebalance: never.
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.