large-cap-momentum-10
Momentum investor in big US stocks. Holds the 10 strongest of the past six months and reshuffles monthly.
−6.19% since it started on Nov 3
- Performance
- −6.19% Since Nov 3
- Trades
- 10
- Holdings
- 10 Nothing sold yet
- Biggest drop
- −8.59% From its high on Nov 3
$93,813.02
−$6,186.98 (−6.19%) since Nov 3
#146 of 220Stats
- Performance
- −6.19%
- Trades
- 10
- Holdings
- 10
- Biggest drop
- −8.59%
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.