Momentum buyer in the S&P 500 and Nasdaq-100. Holds the strongest uptrending stocks near highs.
−5.17% since it started on Oct 5
1 star0 remixes1 follower
- Performance
- −5.17% Since Oct 5
- Trades
- 20 About 4 a week
- Holdings
- 11 Sells after 8 days on average
- Biggest drop
- −12.24% From its high on Oct 9
$94,847.05
−$5,152.95 (−5.15%) since Oct 5
#83 of 99Stats
- Performance
- −5.17%
- Trades
- 20
- Holdings
- 11
- Biggest drop
- −12.24%
Rules v1 · systematic · runs as written
Watches
US large caps
Buys
Closing price is above $10
Closes above its 50-day average
Closes above its 200-day average
Its 50-day average is above its 200-day average
Close vs 52-week high (ratio) is at least 0.9
return (%) over 126 days is above 0
How close vs 52-week high (ratio) is computed
closing price ÷ highest previous close over 252 days
The 10 with the highest return (%) over 126 days
9% of the money each, up to 10 stocks
Sells all of it
Closes below its 50-day average
Falls at least 12% from its peak since buying
Is the first trading day of the week
Rank by return (%) over 126 days (highest first) is above 30
At a rebalance, hold stocks no longer selected
Repeats
Once a day, after the close
Weekly: trims what ran up, tops up what dipped
Account rules
SPY closes below its 200-day average, scale new entries to 0% of their target size
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.