Backtest Results
Sector Momentum · PORTFOLIO · 2025-03-17 to 2026-07-09
Performance Summary
-18.7%
Total Return
43.1%
Win Rate (53/123)
1.26
Sharpe Ratio
-100.0%
Max Drawdown
-14.6%
Annualized Return
99.00
Sortino Ratio
-0.15
Calmar Ratio
0.61
Profit Factor
+6.84%
Avg Win
-5.62%
Avg Loss
$100000
Initial Capital
$81324
Final Capital
Equity Curve
Underwater Chart Drawdown from peak equity
Drawdown Periods Top 1 by severity
| # | Start | Trough | Recovery | Max DD | Days to Trough | Days to Recover | Total Days |
|---|---|---|---|---|---|---|---|
| 1 | 2025-05-15 | 2025-07-20 | — ongoing | -100.0% | 44 | — | 344 |
Per-Stock Breakdown 66 stocks traded
| Ticker | Trades | Total P&L | Avg P&L % |
|---|---|---|---|
| MRVL | 3 | +$2374.81 | +10.00% |
| HUM | 5 | +$1953.49 | +5.04% |
| SNOW | 4 | +$1697.04 | +5.21% |
| MRNA | 8 | +$1149.73 | +1.93% |
| WAT | 2 | +$1132.59 | +6.88% |
| MOH | 2 | +$937.75 | +5.74% |
| REGN | 1 | +$819.24 | +10.00% |
| ARM | 1 | +$773.48 | +10.00% |
| DDOG | 1 | +$769.62 | +10.00% |
| CRWD | 1 | +$769.61 | +10.00% |
| AFRM | 1 | +$764.87 | +10.00% |
| JNJ | 5 | +$490.95 | +1.26% |
| VLO | 3 | +$450.57 | +1.92% |
| DHR | 1 | +$439.56 | +5.41% |
| WFC | 1 | +$334.94 | +4.09% |
| DE | 2 | +$334.61 | +1.98% |
| CNC | 2 | +$264.40 | +2.03% |
| VRTX | 1 | +$218.80 | +2.74% |
| 5110 | 1 | +$158.46 | +2.15% |
| FTNT | 2 | +$146.04 | +1.37% |
| TRGP | 1 | +$71.14 | +1.01% |
| BAC | 2 | +$62.27 | +0.49% |
| USB | 3 | +$60.58 | +0.34% |
| ABBV | 2 | +$16.41 | +0.16% |
| 8280 | 1 | +$4.09 | +0.15% |
| CB | 2 | $-39.29 | -0.19% |
| 4190 | 2 | $-96.12 | -0.41% |
| PANW | 3 | $-96.64 | -0.03% |
| LLY | 1 | $-108.06 | -1.21% |
| PNC | 2 | $-114.10 | -0.57% |
| AXON | 2 | $-121.44 | -0.34% |
| GE | 2 | $-134.09 | -0.81% |
| MDB | 2 | $-139.88 | -0.73% |
| A | 1 | $-175.40 | -1.99% |
| RTX | 1 | $-186.24 | -2.12% |
| TRV | 1 | $-213.12 | -2.54% |
| MTD | 1 | $-292.65 | -3.39% |
| SCHW | 1 | $-298.03 | -3.47% |
| PRU | 1 | $-304.40 | -3.53% |
| KMB | 1 | $-340.46 | -4.11% |
| TMO | 2 | $-346.62 | -1.98% |
| PH | 1 | $-350.19 | -4.23% |
| GPC | 1 | $-351.91 | -4.09% |
| C | 1 | $-365.87 | -4.28% |
| 6050 | 1 | $-369.52 | -4.25% |
| 1321 | 2 | $-388.57 | -2.19% |
| ZBH | 1 | $-391.68 | -4.75% |
| AMGN | 1 | $-407.64 | -4.83% |
| 7200 | 1 | $-436.42 | -5.55% |
| PSX | 1 | $-463.10 | -5.83% |
| OKTA | 5 | $-518.60 | -0.86% |
| MPC | 1 | $-523.52 | -6.60% |
| WELL | 1 | $-524.24 | -6.24% |
| 8040 | 1 | $-579.41 | -7.15% |
| 2130 | 1 | $-607.07 | -7.15% |
| DLTR | 1 | $-611.80 | -7.19% |
| LRCX | 1 | $-705.05 | -8.30% |
| MU | 1 | $-773.47 | -9.11% |
| IQV | 2 | $-838.31 | -4.91% |
| KLAC | 2 | $-1020.90 | -5.95% |
| HOOD | 2 | $-1606.96 | -9.86% |
| NET | 2 | $-1686.83 | -10.25% |
| AMAT | 8 | $-2394.31 | -3.57% |
| HOLX | 2 | $-3891.88 | -2.06% |
| EXAS | 1 | $-5204.33 | -5.11% |
| CFLT | 1 | $-6852.97 | -7.27% |
Trade Log 123 trades · 53 wins · 70 losses
| # | Ticker | Entry Date | Entry | Exit Date | Exit | Side | P&L | P&L % | Reason |
|---|---|---|---|---|---|---|---|---|---|
| 1 | EXAS | 2025-05-15 | 56.17 | 2025-06-16 | 53.30 | LONG | $-5204.33 | -5.11% | Monthly rebalance |
| 2 | HOLX | 2025-06-16 | 65.18 | 2025-07-17 | 64.02 | LONG | $-1780.13 | -1.78% | Monthly rebalance |
| 3 | CFLT | 2025-07-17 | 25.43 | 2025-07-31 | 23.58 | LONG | $-6852.97 | -7.27% | Stop loss |
| 4 | HOLX | 2025-08-11 | 67.99 | 2025-09-04 | 66.39 | LONG | $-2111.75 | -2.35% | Monthly rebalance |
| 5 | HUM | 2025-09-04 | 307.56 | 2025-09-09 | 292.41 | LONG | $-422.06 | -4.93% | Stop loss |
| 6 | PNC | 2025-09-04 | 202.35 | 2025-09-09 | 195.89 | LONG | $-276.64 | -3.19% | Stop loss |
| 7 | JNJ | 2025-09-04 | 175.68 | 2025-09-18 | 171.20 | LONG | $-222.64 | -2.55% | Stop loss |
| 8 | VLO | 2025-09-04 | 152.75 | 2025-09-23 | 168.03 | LONG | +$831.43 | +10.00% | Target hit |
| 9 | MDB | 2025-09-04 | 322.05 | 2025-09-29 | 317.00 | LONG | $-140.07 | -1.57% | Monthly rebalance |
| 10 | ABBV | 2025-09-04 | 208.06 | 2025-09-29 | 217.99 | LONG | +$392.12 | +4.77% | Monthly rebalance |
| 11 | SNOW | 2025-09-04 | 221.90 | 2025-09-29 | 225.25 | LONG | +$118.36 | +1.51% | Monthly rebalance |
| 12 | BAC | 2025-09-04 | 49.80 | 2025-09-29 | 51.86 | LONG | +$338.54 | +4.13% | Monthly rebalance |
| 13 | GE | 2025-09-04 | 280.84 | 2025-09-29 | 292.50 | LONG | +$340.20 | +4.15% | Monthly rebalance |
| 14 | USB | 2025-09-04 | 47.29 | 2025-09-29 | 47.11 | LONG | $-39.14 | -0.37% | Monthly rebalance |
| 15 | HOOD | 2025-09-29 | 136.72 | 2025-09-29 | 124.62 | LONG | $-759.75 | -8.85% | Stop loss |
| 16 | BAC | 2025-09-29 | 51.86 | 2025-10-01 | 50.22 | LONG | $-276.27 | -3.15% | Stop loss |
| 17 | AMAT | 2025-09-29 | 204.04 | 2025-10-02 | 224.44 | LONG | +$840.17 | +10.00% | Target hit |
| 18 | VLO | 2025-09-29 | 169.22 | 2025-10-02 | 160.73 | LONG | $-434.26 | -5.02% | Stop loss |
| 19 | MRVL | 2025-09-29 | 82.24 | 2025-10-07 | 90.46 | LONG | +$840.51 | +10.00% | Target hit |
| 20 | KLAC | 2025-09-29 | 105.96 | 2025-10-10 | 100.77 | LONG | $-424.40 | -4.90% | Stop loss |
| 21 | OKTA | 2025-09-29 | 93.86 | 2025-10-14 | 87.98 | LONG | $-540.27 | -6.26% | Stop loss |
| 22 | 6050 | 2025-09-29 | 94.05 | 2025-10-23 | 90.05 | LONG | $-369.52 | -4.25% | Monthly rebalance |
| 23 | 8280 | 2025-09-29 | 13.49 | 2025-10-23 | 13.51 | LONG | +$4.09 | +0.15% | Monthly rebalance |
| 24 | JNJ | 2025-10-23 | 189.16 | 2025-10-28 | 183.60 | LONG | $-254.45 | -2.94% | Stop loss |
| 25 | 2130 | 2025-10-23 | 33.72 | 2025-10-29 | 31.31 | LONG | $-607.07 | -7.15% | Stop loss |
| 26 | SNOW | 2025-10-23 | 252.99 | 2025-11-03 | 278.29 | LONG | +$829.33 | +10.00% | Target hit |
| 27 | IQV | 2025-10-23 | 219.91 | 2025-11-05 | 207.45 | LONG | $-483.00 | -5.67% | Stop loss |
| 28 | WAT | 2025-10-23 | 355.68 | 2025-11-12 | 391.25 | LONG | +$829.34 | +10.00% | Target hit |
| 29 | AMAT | 2025-10-23 | 227.46 | 2025-11-14 | 211.39 | LONG | $-600.07 | -7.06% | Stop loss |
| 30 | MTD | 2025-10-23 | 1437.75 | 2025-11-17 | 1388.96 | LONG | $-292.65 | -3.39% | Monthly rebalance |
| 31 | TMO | 2025-10-23 | 570.34 | 2025-11-17 | 565.61 | LONG | $-77.95 | -0.83% | Monthly rebalance |
| 32 | A | 2025-10-23 | 146.58 | 2025-11-17 | 143.66 | LONG | $-175.40 | -1.99% | Monthly rebalance |
| 33 | RTX | 2025-10-23 | 177.40 | 2025-11-17 | 173.64 | LONG | $-186.24 | -2.12% | Monthly rebalance |
| 34 | REGN | 2025-11-17 | 701.54 | 2025-11-25 | 771.69 | LONG | +$819.24 | +10.00% | Target hit |
| 35 | ABBV | 2025-11-17 | 230.22 | 2025-12-02 | 220.00 | LONG | $-375.71 | -4.44% | Stop loss |
| 36 | AMGN | 2025-11-17 | 334.43 | 2025-12-08 | 318.29 | LONG | $-407.64 | -4.83% | Stop loss |
| 37 | LLY | 2025-11-17 | 1018.24 | 2025-12-11 | 1005.97 | LONG | $-108.06 | -1.21% | Monthly rebalance |
| 38 | JNJ | 2025-11-17 | 196.14 | 2025-12-11 | 207.70 | LONG | +$479.45 | +5.89% | Monthly rebalance |
| 39 | WELL | 2025-11-17 | 195.90 | 2025-12-11 | 183.69 | LONG | $-524.24 | -6.24% | Monthly rebalance |
| 40 | CB | 2025-11-17 | 293.79 | 2025-12-11 | 304.13 | LONG | +$282.88 | +3.52% | Monthly rebalance |
| 41 | WAT | 2025-11-17 | 377.98 | 2025-12-11 | 392.21 | LONG | +$303.25 | +3.76% | Monthly rebalance |
| 42 | DHR | 2025-11-17 | 219.21 | 2025-12-11 | 231.08 | LONG | +$439.56 | +5.41% | Monthly rebalance |
| 43 | VRTX | 2025-11-17 | 434.02 | 2025-12-11 | 445.93 | LONG | +$218.80 | +2.74% | Monthly rebalance |
| 44 | AMAT | 2025-12-11 | 269.44 | 2025-12-17 | 251.12 | LONG | $-578.65 | -6.80% | Stop loss |
| 45 | MRNA | 2025-12-11 | 29.63 | 2025-12-19 | 32.59 | LONG | +$829.53 | +9.99% | Target hit |
| 46 | DLTR | 2025-12-11 | 129.97 | 2025-12-23 | 120.62 | LONG | $-611.80 | -7.19% | Stop loss |
| 47 | PRU | 2025-12-11 | 113.93 | 2025-12-29 | 109.91 | LONG | $-304.40 | -3.53% | Stop loss |
| 48 | OKTA | 2025-12-11 | 90.59 | 2026-01-02 | 85.05 | LONG | $-521.34 | -6.12% | Stop loss |
| 49 | MDB | 2025-12-11 | 420.39 | 2026-01-05 | 420.82 | LONG | +$0.19 | +0.10% | Monthly rebalance |
| 50 | USB | 2025-12-11 | 52.08 | 2026-01-05 | 54.46 | LONG | +$374.59 | +4.57% | Monthly rebalance |
| 51 | WFC | 2025-12-11 | 91.61 | 2026-01-05 | 95.36 | LONG | +$334.94 | +4.09% | Monthly rebalance |
| 52 | PNC | 2025-12-11 | 208.28 | 2026-01-05 | 212.52 | LONG | +$162.54 | +2.04% | Monthly rebalance |
| 53 | IQV | 2026-01-05 | 234.59 | 2026-01-05 | 224.85 | LONG | $-355.31 | -4.15% | Stop loss |
| 54 | MRNA | 2026-01-05 | 32.17 | 2026-01-06 | 35.39 | LONG | +$828.04 | +10.01% | Target hit |
| 55 | SCHW | 2026-01-05 | 103.02 | 2026-01-09 | 99.45 | LONG | $-298.03 | -3.47% | Stop loss |
| 56 | USB | 2026-01-05 | 54.46 | 2026-01-12 | 52.72 | LONG | $-274.87 | -3.19% | Stop loss |
| 57 | C | 2026-01-05 | 122.08 | 2026-01-12 | 116.86 | LONG | $-365.87 | -4.28% | Stop loss |
| 58 | AMAT | 2026-01-05 | 283.61 | 2026-01-15 | 311.97 | LONG | +$827.13 | +10.00% | Target hit |
| 59 | MOH | 2026-01-05 | 182.80 | 2026-01-23 | 201.08 | LONG | +$827.27 | +10.00% | Target hit |
| 60 | CNC | 2026-01-05 | 44.68 | 2026-01-27 | 42.02 | LONG | $-505.85 | -5.95% | Stop loss |
| 61 | TMO | 2026-01-05 | 609.98 | 2026-01-29 | 590.98 | LONG | $-268.67 | -3.12% | Monthly rebalance |
| 62 | KLAC | 2026-01-29 | 168.04 | 2026-01-30 | 156.27 | LONG | $-596.50 | -7.00% | Stop loss |
| 63 | 4190 | 2026-01-29 | 13.83 | 2026-02-01 | 13.50 | LONG | $-208.01 | -2.38% | Stop loss |
| 64 | AMAT | 2026-01-29 | 340.49 | 2026-02-03 | 316.96 | LONG | $-588.76 | -6.91% | Stop loss |
| 65 | LRCX | 2026-01-29 | 247.70 | 2026-02-03 | 227.15 | LONG | $-705.05 | -8.30% | Stop loss |
| 66 | MU | 2026-01-29 | 435.54 | 2026-02-04 | 395.86 | LONG | $-773.47 | -9.11% | Stop loss |
| 67 | MRNA | 2026-01-29 | 46.86 | 2026-02-05 | 40.77 | LONG | $-1099.77 | -13.00% | Stop loss |
| 68 | DE | 2026-01-29 | 527.16 | 2026-02-06 | 579.87 | LONG | +$831.30 | +10.00% | Target hit |
| 69 | GPC | 2026-01-29 | 137.62 | 2026-02-17 | 131.99 | LONG | $-351.91 | -4.09% | Stop loss |
| 70 | 1321 | 2026-01-29 | 149.25 | 2026-02-24 | 141.90 | LONG | $-422.21 | -4.93% | Monthly rebalance |
| 71 | JNJ | 2026-01-29 | 224.80 | 2026-02-24 | 244.87 | LONG | +$741.59 | +8.93% | Monthly rebalance |
| 72 | KMB | 2026-02-24 | 109.75 | 2026-03-03 | 105.24 | LONG | $-340.46 | -4.11% | Stop loss |
| 73 | PH | 2026-02-24 | 1020.71 | 2026-03-03 | 977.50 | LONG | $-350.19 | -4.23% | Stop loss |
| 74 | MRNA | 2026-02-24 | 50.52 | 2026-03-04 | 55.57 | LONG | +$799.66 | +10.00% | Target hit |
| 75 | AMAT | 2026-02-24 | 377.46 | 2026-03-05 | 346.66 | LONG | $-667.46 | -8.16% | Stop loss |
| 76 | JNJ | 2026-02-24 | 244.87 | 2026-03-05 | 237.45 | LONG | $-253.00 | -3.03% | Stop loss |
| 77 | DE | 2026-02-24 | 641.00 | 2026-03-05 | 602.24 | LONG | $-496.69 | -6.05% | Stop loss |
| 78 | GE | 2026-02-24 | 344.71 | 2026-03-05 | 324.82 | LONG | $-474.29 | -5.77% | Stop loss |
| 79 | ZBH | 2026-02-24 | 99.34 | 2026-03-05 | 94.62 | LONG | $-391.68 | -4.75% | Stop loss |
| 80 | CB | 2026-02-24 | 334.81 | 2026-03-06 | 321.80 | LONG | $-322.17 | -3.89% | Stop loss |
| 81 | TRV | 2026-02-24 | 303.05 | 2026-03-20 | 295.37 | LONG | $-213.12 | -2.54% | Monthly rebalance |
| 82 | ARM | 2026-03-20 | 132.35 | 2026-03-25 | 145.59 | LONG | +$773.48 | +10.00% | Target hit |
| 83 | NET | 2026-03-20 | 215.42 | 2026-03-30 | 194.17 | LONG | $-778.22 | -9.86% | Stop loss |
| 84 | PSX | 2026-03-20 | 174.21 | 2026-04-08 | 164.05 | LONG | $-463.10 | -5.83% | Stop loss |
| 85 | MPC | 2026-03-20 | 231.65 | 2026-04-10 | 216.35 | LONG | $-523.52 | -6.60% | Stop loss |
| 86 | VLO | 2026-03-20 | 238.73 | 2026-04-16 | 240.60 | LONG | +$53.40 | +0.78% | Monthly rebalance |
| 87 | TRGP | 2026-03-20 | 236.22 | 2026-04-16 | 238.61 | LONG | +$71.14 | +1.01% | Monthly rebalance |
| 88 | MRVL | 2026-04-16 | 133.37 | 2026-04-20 | 146.71 | LONG | +$764.78 | +10.00% | Target hit |
| 89 | AFRM | 2026-04-16 | 60.28 | 2026-04-20 | 66.31 | LONG | +$764.87 | +10.00% | Target hit |
| 90 | HUM | 2026-04-16 | 200.29 | 2026-04-21 | 220.32 | LONG | +$764.75 | +10.00% | Target hit |
| 91 | MRNA | 2026-04-16 | 54.68 | 2026-04-27 | 49.07 | LONG | $-800.12 | -10.26% | Stop loss |
| 92 | HOOD | 2026-04-16 | 86.85 | 2026-04-29 | 77.41 | LONG | $-847.21 | -10.87% | Stop loss |
| 93 | 7200 | 2026-04-16 | 178.90 | 2026-05-05 | 168.97 | LONG | $-436.42 | -5.55% | Stop loss |
| 94 | 1321 | 2026-04-16 | 183.09 | 2026-05-11 | 184.07 | LONG | +$33.64 | +0.54% | Monthly rebalance |
| 95 | 5110 | 2026-04-16 | 16.94 | 2026-05-11 | 17.30 | LONG | +$158.46 | +2.15% | Monthly rebalance |
| 96 | 4190 | 2026-04-16 | 14.66 | 2026-05-11 | 14.88 | LONG | +$111.89 | +1.55% | Monthly rebalance |
| 97 | MRNA | 2026-05-11 | 52.88 | 2026-05-11 | 58.17 | LONG | +$769.99 | +10.00% | Target hit |
| 98 | HUM | 2026-05-11 | 273.61 | 2026-05-13 | 300.98 | LONG | +$769.82 | +10.00% | Target hit |
| 99 | PANW | 2026-05-11 | 213.66 | 2026-05-14 | 235.03 | LONG | +$769.85 | +10.00% | Target hit |
| 100 | MRVL | 2026-05-11 | 170.84 | 2026-05-14 | 187.92 | LONG | +$769.52 | +10.00% | Target hit |
| 101 | CRWD | 2026-05-11 | 135.56 | 2026-05-15 | 149.12 | LONG | +$769.61 | +10.00% | Target hit |
| 102 | FTNT | 2026-05-11 | 115.44 | 2026-05-19 | 126.98 | LONG | +$769.43 | +10.00% | Target hit |
| 103 | OKTA | 2026-05-11 | 81.69 | 2026-05-19 | 89.86 | LONG | +$769.80 | +10.00% | Target hit |
| 104 | DDOG | 2026-05-11 | 202.32 | 2026-05-22 | 222.55 | LONG | +$769.62 | +10.00% | Target hit |
| 105 | CNC | 2026-05-11 | 56.36 | 2026-06-01 | 62.00 | LONG | +$770.25 | +10.01% | Target hit |
| 106 | AMAT | 2026-06-04 | 501.70 | 2026-06-05 | 460.51 | LONG | $-703.61 | -8.21% | Stop loss |
| 107 | PANW | 2026-06-04 | 279.25 | 2026-06-09 | 253.31 | LONG | $-794.97 | -9.29% | Stop loss |
| 108 | FTNT | 2026-06-04 | 149.67 | 2026-06-09 | 138.80 | LONG | $-623.39 | -7.26% | Stop loss |
| 109 | AXON | 2026-06-04 | 513.20 | 2026-06-09 | 458.39 | LONG | $-912.74 | -10.68% | Stop loss |
| 110 | NET | 2026-06-04 | 268.64 | 2026-06-09 | 240.08 | LONG | $-908.61 | -10.63% | Stop loss |
| 111 | MRNA | 2026-06-04 | 51.59 | 2026-06-09 | 45.74 | LONG | $-968.57 | -11.34% | Stop loss |
| 112 | OKTA | 2026-06-04 | 123.48 | 2026-06-18 | 108.76 | LONG | $-1017.81 | -11.92% | Stop loss |
| 113 | HUM | 2026-06-04 | 348.98 | 2026-06-26 | 383.87 | LONG | +$838.11 | +10.00% | Target hit |
| 114 | SNOW | 2026-06-04 | 244.18 | 2026-06-30 | 254.50 | LONG | +$349.37 | +4.23% | Monthly rebalance |
| 115 | 8040 | 2026-06-30 | 12.03 | 2026-06-30 | 11.17 | LONG | $-579.41 | -7.15% | Stop loss |
| 116 | AMAT | 2026-06-30 | 723.00 | 2026-07-01 | 640.23 | LONG | $-923.06 | -11.45% | Stop loss |
| 117 | MRNA | 2026-06-30 | 70.03 | 2026-07-02 | 77.03 | LONG | +$790.97 | +10.00% | Target hit |
| 118 | AXON | 2026-06-30 | 560.61 | 2026-07-06 | 616.67 | LONG | +$791.30 | +10.00% | Target hit |
| 119 | OKTA | 2026-06-30 | 136.45 | 2026-07-07 | 150.09 | LONG | +$791.02 | +10.00% | Target hit |
| 120 | PANW | 2026-06-30 | 341.02 | 2026-07-09 | 338.31 | LONG | $-71.52 | -0.79% | End of backtest |
| 121 | SNOW | 2026-06-30 | 254.50 | 2026-07-09 | 267.49 | LONG | +$399.98 | +5.10% | End of backtest |
| 122 | HUM | 2026-06-30 | 397.22 | 2026-07-09 | 397.76 | LONG | +$2.87 | +0.14% | End of backtest |
| 123 | MOH | 2026-06-30 | 228.70 | 2026-07-09 | 232.09 | LONG | +$110.48 | +1.48% | End of backtest |