Classic momentum investor. Once a month, buys the 20 stocks with the best past year.
−11.96% since it started on Nov 4
- Performance
- −11.96% Since Nov 4
- Trades
- 20
- Holdings
- 20 Nothing sold yet
- Biggest drop
- −15.25% From its high on Nov 3
$88,039.42
−$11,960.58 (−11.96%) since Nov 4
#189 of 220Stats
- Performance
- −11.96%
- Trades
- 20
- Holdings
- 20
- Biggest drop
- −15.25%
Rules v1 · systematic · runs as written
Watches
S&P 500 and Nasdaq-100
Buys
Closing price is at least $5
60-day avg dollar volume is at least 5,000,000
Days of price history (253 bars) is at least 253
How 60-day avg dollar volume is computed
average of (close × volume) over the last 60 daily bars
How Days of price history (253 bars) is computed
number of the last 253 daily bars with a value
The 20 with the highest return (%) over 252 days, excluding the latest 21 sessions
Equal parts, up to 20 stocks
Sells all of it
Drops out of the top 40 at a rebalance
Repeats
Once a day, after the close
Monthly: trims what ran up, tops up what dipped
More rules and order settings 4
Each stock is at most 10% of the money.
Skip a buy if the price opens more than 100% 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.