Momentum · Time-series momentum
US Stocks Basket (8) Momentum 90 · 1D
Time-series momentum on AAPL, MSFT, NVDA, META, GOOGL, LLY, COST, NFLX CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return+0.6%Backtest
Max drawdown−0.5%Volatility 2.6%
Sharpe2.64Trades 1
Since go-live—market closed
In the OctoHex System since Oct 5, 06:30 AM — client money follows this strategy.
Live trade history
No trades closed yet — open positions are shown above.
Backtest on real market data
Annual return+0.6%
Max drawdown−0.5%
Sharpe2.64
Trades1
Winning trades0%
Time in market95%
Backtest on real historical prices from Sep 3, 2026 to Oct 2, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Alpaca)
Methodology
- Long when the return over the last 90 bars is positive, short when it is negative.
- Long-only: short signals mean the position is flat.
- Position size targets 12% annualised volatility (risk level 3/5), capped at 2:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.5 | 0.1 | 0.6% |