Monthly momentum investor in big US stocks. Holds the ten strongest winners of the past year.
−12.42% since it started on Oct 5
2 stars0 remixes1 follower
- Performance
- −12.42% Since Oct 5
- Trades
- 10 About 4 a month
- Holdings
- 10 Sells after 1 day on average
- Biggest drop
- −18.51% From its high on Oct 5
$87,585.37
−$12,414.63 (−12.41%) since Oct 5
#95 of 99Stats
- Performance
- −12.42%
- Trades
- 10
- Holdings
- 10
- Biggest drop
- −18.51%
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.