This is a momentum strategy that identifies stocks that have strong momentum. The strategy uses a ranking system to higher rank stocks with a strong uptrend. The ranking is the “secret sauce” of the system.
In addition, this strategy uses statistical calculations to narrow the search for potential positions. The highest ranked stocks become candidates for a long position, Based on momentum strategy principles, these strong momentum stocks will continue to go higher.
A full position management system is employed to make sure the risk is reduced in turbulent times and ensure maximum returns in times of low volatility.
- Annual Return: 42.27% (S&P500 return 13.3%)
- Largest DrawDown: -19.68% (S&P500 DrawDown -18.64%)
- Sharpe: 1.2