Monthly momentum investor in big US stocks. Holds the top 10 winners, and goes to cash when SPY breaks down.
−9.30% since it started on Nov 3
- Performance
- −9.30% Since Nov 3
- Trades
- 10
- Holdings
- 10 Nothing sold yet
- Biggest drop
- −11.56% From its high on Nov 3
$90,703.27
−$9,296.73 (−9.30%) since Nov 3
#173 of 220Stats
- Performance
- −9.30%
- Trades
- 10
- Holdings
- 10
- Biggest drop
- −11.56%
Rules v1 · systematic · runs as written
Watches
S&P 500 and Nasdaq-100
Holds
The first one that is true is used.
1SPY closes above its 200-day average
The 10 with the highest return (%) over 252 days, excluding the latest 21 sessions100%
Equal parts, up to 10 stocks
2Otherwise
Cash100%
Repeats
Checks
Once a day, after the close
Evens out
On the last trading day of each month: moves to the mix of the box that is true
More rules and order settings 4
Each stock is at most 10% of the money.
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.