Backtest Results
Sector Momentum · PORTFOLIO · 2025-03-17 to 2026-09-08
Performance Summary
-0.9%
Total Return
57.7%
Win Rate (64/111)
1.52
Sharpe Ratio
-100.0%
Max Drawdown
-0.6%
Annualized Return
99.00
Sortino Ratio
-0.01
Calmar Ratio
1.47
Profit Factor
+9.30%
Avg Win
-6.19%
Avg Loss
$100000
Initial Capital
$99055
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 | 2025-09-21 | — ongoing | -100.0% | 89 | — | 387 |
Per-Stock Breakdown 64 stocks traded
| Ticker | Trades | Total P&L | Avg P&L % |
|---|---|---|---|
| EXAS | 3 | +$5240.90 | +4.96% |
| MU | 3 | +$3024.33 | +10.00% |
| 7200 | 5 | +$2341.47 | +3.94% |
| WOLF | 2 | +$2119.60 | +10.00% |
| MRNA | 4 | +$2045.74 | +5.22% |
| MRVL | 5 | +$2031.20 | +4.55% |
| VLO | 2 | +$1762.10 | +10.00% |
| COP | 2 | +$1762.00 | +10.00% |
| FCX | 2 | +$1668.56 | +10.00% |
| PSX | 2 | +$1433.54 | +8.12% |
| NEM | 3 | +$1332.91 | +4.41% |
| CVX | 2 | +$1329.13 | +7.52% |
| LRCX | 3 | +$1269.72 | +4.26% |
| 2380 | 3 | +$1129.02 | +4.02% |
| 4310 | 3 | +$1110.60 | +3.64% |
| VEEV | 1 | +$1106.37 | +10.00% |
| ESTC | 1 | +$1106.11 | +10.00% |
| 4280 | 1 | +$1093.59 | +10.03% |
| OKTA | 1 | +$1090.12 | +10.00% |
| 4030 | 1 | +$1029.32 | +10.01% |
| AMD | 1 | +$1027.84 | +10.00% |
| 1321 | 1 | +$986.81 | +10.00% |
| 1320 | 1 | +$986.74 | +10.00% |
| 2370 | 1 | +$984.97 | +9.98% |
| 2200 | 1 | +$976.37 | +9.90% |
| CF | 1 | +$898.03 | +10.00% |
| LYB | 1 | +$898.00 | +10.00% |
| OXY | 1 | +$897.28 | +9.99% |
| TRGP | 1 | +$863.92 | +10.00% |
| BKR | 1 | +$863.64 | +10.00% |
| SLB | 1 | +$816.85 | +10.00% |
| 1211 | 1 | +$816.77 | +10.00% |
| 4070 | 2 | +$628.57 | +2.80% |
| CRWD | 2 | +$560.79 | +2.15% |
| MPC | 2 | +$365.57 | +2.00% |
| INTC | 3 | +$298.62 | +2.02% |
| AMZN | 1 | +$281.48 | +2.81% |
| GTLB | 2 | +$277.63 | +0.52% |
| DVN | 1 | +$192.01 | +2.30% |
| 4240 | 1 | +$174.14 | +1.87% |
| EPAM | 1 | +$139.83 | +1.73% |
| EA | 1 | $-40.94 | -0.08% |
| TEAM | 3 | $-169.69 | -1.38% |
| 2083 | 1 | $-273.98 | -2.39% |
| PLTR | 3 | $-302.69 | -1.90% |
| CTSH | 1 | $-376.09 | -4.27% |
| ABNB | 1 | $-418.28 | -4.76% |
| CRM | 1 | $-442.64 | -5.04% |
| TGT | 1 | $-462.25 | -5.50% |
| EL | 1 | $-474.30 | -5.65% |
| 2020 | 1 | $-511.81 | -5.03% |
| 4200 | 1 | $-516.60 | -5.08% |
| SNOW | 1 | $-581.85 | -6.26% |
| 8120 | 1 | $-598.43 | -5.20% |
| 8190 | 1 | $-702.30 | -6.09% |
| 8170 | 1 | $-710.16 | -6.16% |
| 4040 | 1 | $-719.60 | -7.12% |
| 8240 | 1 | $-740.14 | -6.42% |
| 8030 | 2 | $-922.85 | -4.82% |
| NVDA | 2 | $-1134.65 | -5.74% |
| MDB | 2 | $-1295.38 | -7.20% |
| 8150 | 3 | $-2509.51 | -7.76% |
| HOLX | 3 | $-6148.50 | -3.39% |
| CFLT | 2 | $-7480.23 | -4.96% |
Trade Log 111 trades · 64 wins · 47 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 | 2025-08-15 | 67.81 | 2025-09-04 | 65.29 | LONG | $-3284.95 | -3.72% | Stop loss |
| 5 | EXAS | 2025-09-15 | 53.43 | 2025-10-08 | 58.77 | LONG | +$8191.99 | +9.99% | Target hit |
| 6 | HOLX | 2025-10-09 | 68.62 | 2025-10-13 | 65.42 | LONG | $-1083.42 | -4.66% | Stop loss |
| 7 | EXAS | 2025-10-09 | 59.46 | 2025-10-24 | 65.41 | LONG | +$2253.24 | +10.01% | Target hit |
| 8 | EA | 2025-10-09 | 199.49 | 2025-11-03 | 199.33 | LONG | $-40.94 | -0.08% | Monthly rebalance |
| 9 | CFLT | 2025-10-09 | 24.08 | 2025-11-03 | 23.44 | LONG | $-627.26 | -2.66% | Monthly rebalance |
| 10 | PLTR | 2025-11-03 | 207.18 | 2025-11-04 | 192.10 | LONG | $-675.01 | -7.28% | Stop loss |
| 11 | TEAM | 2025-11-03 | 176.08 | 2025-11-04 | 162.67 | LONG | $-705.85 | -7.62% | Stop loss |
| 12 | GTLB | 2025-11-03 | 51.04 | 2025-11-04 | 46.46 | LONG | $-830.03 | -8.97% | Stop loss |
| 13 | 8150 | 2025-11-03 | 12.00 | 2025-11-05 | 11.13 | LONG | $-672.38 | -7.25% | Stop loss |
| 14 | CRWD | 2025-11-03 | 137.98 | 2025-11-06 | 130.13 | LONG | $-529.60 | -5.69% | Stop loss |
| 15 | NVDA | 2025-11-03 | 206.62 | 2025-11-06 | 193.85 | LONG | $-574.39 | -6.18% | Stop loss |
| 16 | SNOW | 2025-11-03 | 277.14 | 2025-11-07 | 259.79 | LONG | $-581.85 | -6.26% | Stop loss |
| 17 | MDB | 2025-11-03 | 369.05 | 2025-11-07 | 342.11 | LONG | $-676.94 | -7.30% | Stop loss |
| 18 | LRCX | 2025-11-03 | 160.67 | 2025-11-14 | 149.05 | LONG | $-670.71 | -7.23% | Stop loss |
| 19 | MU | 2025-11-03 | 234.47 | 2025-11-17 | 257.92 | LONG | +$905.74 | +10.00% | Target hit |
| 20 | 7200 | 2025-11-27 | 158.40 | 2025-12-03 | 150.79 | LONG | $-424.08 | -4.80% | Stop loss |
| 21 | MRNA | 2025-12-22 | 34.90 | 2025-12-26 | 31.72 | LONG | $-792.68 | -9.11% | Stop loss |
| 22 | NEM | 2025-12-22 | 104.21 | 2025-12-29 | 97.16 | LONG | $-590.55 | -6.76% | Stop loss |
| 23 | PLTR | 2025-12-22 | 193.98 | 2025-12-31 | 177.63 | LONG | $-733.90 | -8.43% | Stop loss |
| 24 | CTSH | 2025-12-22 | 83.69 | 2026-01-02 | 80.12 | LONG | $-376.09 | -4.27% | Stop loss |
| 25 | MDB | 2025-12-22 | 439.68 | 2026-01-02 | 408.52 | LONG | $-618.44 | -7.09% | Stop loss |
| 26 | TEAM | 2025-12-22 | 164.45 | 2026-01-05 | 153.72 | LONG | $-570.07 | -6.52% | Stop loss |
| 27 | FCX | 2025-12-22 | 50.28 | 2026-01-06 | 55.31 | LONG | +$852.03 | +10.00% | Target hit |
| 28 | CRM | 2025-12-22 | 263.29 | 2026-01-13 | 250.01 | LONG | $-442.64 | -5.04% | Stop loss |
| 29 | ABNB | 2025-12-22 | 136.95 | 2026-01-14 | 130.43 | LONG | $-418.28 | -4.76% | Stop loss |
| 30 | EPAM | 2025-12-22 | 211.59 | 2026-01-15 | 215.24 | LONG | +$139.83 | +1.73% | Monthly rebalance |
| 31 | MRNA | 2026-01-15 | 39.36 | 2026-01-21 | 43.30 | LONG | +$817.61 | +10.01% | Target hit |
| 32 | INTC | 2026-01-15 | 48.32 | 2026-01-21 | 53.15 | LONG | +$816.43 | +10.00% | Target hit |
| 33 | TGT | 2026-01-15 | 108.15 | 2026-01-21 | 102.20 | LONG | $-462.25 | -5.50% | Stop loss |
| 34 | SLB | 2026-01-15 | 45.82 | 2026-01-23 | 50.40 | LONG | +$816.85 | +10.00% | Target hit |
| 35 | 1211 | 2026-01-15 | 71.30 | 2026-01-25 | 78.43 | LONG | +$816.77 | +10.00% | Target hit |
| 36 | NEM | 2026-01-15 | 113.48 | 2026-01-26 | 124.83 | LONG | +$817.11 | +10.00% | Target hit |
| 37 | LRCX | 2026-01-15 | 217.06 | 2026-01-27 | 238.76 | LONG | +$816.68 | +10.00% | Target hit |
| 38 | FCX | 2026-01-15 | 59.68 | 2026-01-29 | 65.65 | LONG | +$816.53 | +10.00% | Target hit |
| 39 | EL | 2026-01-15 | 114.46 | 2026-02-05 | 107.99 | LONG | $-474.30 | -5.65% | Stop loss |
| 40 | MPC | 2026-02-09 | 201.92 | 2026-02-23 | 189.80 | LONG | $-532.45 | -6.00% | Stop loss |
| 41 | 8030 | 2026-02-09 | 15.60 | 2026-02-25 | 14.46 | LONG | $-646.54 | -7.31% | Stop loss |
| 42 | BKR | 2026-02-09 | 58.91 | 2026-02-25 | 64.80 | LONG | +$863.64 | +10.00% | Target hit |
| 43 | TRGP | 2026-02-09 | 215.60 | 2026-03-02 | 237.16 | LONG | +$863.92 | +10.00% | Target hit |
| 44 | COP | 2026-02-09 | 106.36 | 2026-03-02 | 116.99 | LONG | +$863.97 | +10.00% | Target hit |
| 45 | VLO | 2026-02-09 | 199.66 | 2026-03-03 | 219.62 | LONG | +$863.98 | +10.00% | Target hit |
| 46 | PSX | 2026-02-09 | 154.27 | 2026-03-06 | 163.89 | LONG | +$535.69 | +6.24% | Monthly rebalance |
| 47 | CVX | 2026-02-09 | 177.64 | 2026-03-06 | 186.59 | LONG | +$430.92 | +5.04% | Monthly rebalance |
| 48 | DVN | 2026-02-09 | 42.95 | 2026-03-06 | 43.94 | LONG | +$192.01 | +2.30% | Monthly rebalance |
| 49 | MRNA | 2026-03-06 | 52.52 | 2026-03-11 | 57.77 | LONG | +$897.69 | +10.00% | Target hit |
| 50 | LYB | 2026-03-06 | 65.74 | 2026-03-12 | 72.31 | LONG | +$898.00 | +10.00% | Target hit |
| 51 | CF | 2026-03-06 | 114.72 | 2026-03-12 | 126.19 | LONG | +$898.03 | +10.00% | Target hit |
| 52 | VLO | 2026-03-06 | 222.71 | 2026-03-19 | 244.98 | LONG | +$898.12 | +10.00% | Target hit |
| 53 | OXY | 2026-03-06 | 53.69 | 2026-03-19 | 59.05 | LONG | +$897.28 | +9.99% | Target hit |
| 54 | MPC | 2026-03-06 | 219.84 | 2026-03-24 | 241.82 | LONG | +$898.02 | +10.00% | Target hit |
| 55 | PSX | 2026-03-06 | 163.89 | 2026-03-24 | 180.28 | LONG | +$897.85 | +10.00% | Target hit |
| 56 | COP | 2026-03-06 | 115.44 | 2026-03-24 | 126.98 | LONG | +$898.03 | +10.00% | Target hit |
| 57 | CVX | 2026-03-06 | 186.59 | 2026-03-24 | 205.25 | LONG | +$898.21 | +10.00% | Target hit |
| 58 | MRVL | 2026-03-06 | 89.50 | 2026-03-25 | 98.45 | LONG | +$897.69 | +10.00% | Target hit |
| 59 | 1320 | 2026-04-01 | 43.59 | 2026-04-05 | 47.95 | LONG | +$986.74 | +10.00% | Target hit |
| 60 | 2370 | 2026-04-01 | 24.96 | 2026-04-05 | 27.45 | LONG | +$984.97 | +9.98% | Target hit |
| 61 | 2200 | 2026-04-01 | 4.49 | 2026-04-05 | 4.93 | LONG | +$976.37 | +9.90% | Target hit |
| 62 | 4200 | 2026-04-01 | 133.40 | 2026-04-07 | 126.62 | LONG | $-516.60 | -5.08% | Stop loss |
| 63 | MRVL | 2026-04-01 | 106.63 | 2026-04-09 | 117.29 | LONG | +$986.53 | +10.00% | Target hit |
| 64 | 1321 | 2026-04-01 | 161.22 | 2026-04-13 | 177.34 | LONG | +$986.81 | +10.00% | Target hit |
| 65 | 4040 | 2026-04-01 | 11.94 | 2026-04-13 | 11.09 | LONG | $-719.60 | -7.12% | Stop loss |
| 66 | 2380 | 2026-04-01 | 10.35 | 2026-04-23 | 11.38 | LONG | +$982.02 | +9.95% | Target hit |
| 67 | 2020 | 2026-04-01 | 144.37 | 2026-04-23 | 137.10 | LONG | $-511.81 | -5.03% | Stop loss |
| 68 | INTC | 2026-04-27 | 84.99 | 2026-04-29 | 93.49 | LONG | +$1028.06 | +10.00% | Target hit |
| 69 | NVDA | 2026-04-27 | 216.36 | 2026-04-30 | 204.90 | LONG | $-560.26 | -5.30% | Stop loss |
| 70 | 4030 | 2026-04-27 | 33.79 | 2026-04-30 | 37.17 | LONG | +$1029.32 | +10.01% | Target hit |
| 71 | WOLF | 2026-04-27 | 29.67 | 2026-05-01 | 32.64 | LONG | +$1028.99 | +10.01% | Target hit |
| 72 | MU | 2026-04-27 | 524.48 | 2026-05-04 | 576.93 | LONG | +$1027.99 | +10.00% | Target hit |
| 73 | 7200 | 2026-04-27 | 176.74 | 2026-05-05 | 167.02 | LONG | $-581.37 | -5.50% | Stop loss |
| 74 | MRVL | 2026-04-27 | 158.17 | 2026-05-06 | 173.99 | LONG | +$1028.06 | +10.00% | Target hit |
| 75 | AMD | 2026-04-27 | 334.63 | 2026-05-06 | 368.09 | LONG | +$1027.84 | +10.00% | Target hit |
| 76 | 2380 | 2026-04-27 | 13.91 | 2026-05-12 | 15.30 | LONG | +$1027.19 | +9.99% | Target hit |
| 77 | AMZN | 2026-04-27 | 261.12 | 2026-05-21 | 268.46 | LONG | +$281.48 | +2.81% | Monthly rebalance |
| 78 | 4070 | 2026-05-21 | 15.08 | 2026-05-21 | 14.42 | LONG | $-493.17 | -4.38% | Stop loss |
| 79 | WOLF | 2026-05-21 | 69.50 | 2026-05-22 | 76.45 | LONG | +$1090.61 | +10.00% | Target hit |
| 80 | MRVL | 2026-05-21 | 190.64 | 2026-05-26 | 209.71 | LONG | +$1090.77 | +10.00% | Target hit |
| 81 | MU | 2026-05-21 | 761.98 | 2026-05-26 | 838.18 | LONG | +$1090.60 | +10.00% | Target hit |
| 82 | OKTA | 2026-05-21 | 89.44 | 2026-05-29 | 98.38 | LONG | +$1090.12 | +10.00% | Target hit |
| 83 | CRWD | 2026-05-21 | 162.06 | 2026-05-29 | 178.26 | LONG | +$1090.39 | +10.00% | Target hit |
| 84 | 2380 | 2026-05-21 | 15.97 | 2026-05-31 | 14.71 | LONG | $-880.19 | -7.89% | Stop loss |
| 85 | 4280 | 2026-05-21 | 12.28 | 2026-06-01 | 13.51 | LONG | +$1093.59 | +10.03% | Target hit |
| 86 | INTC | 2026-05-21 | 118.50 | 2026-06-05 | 101.99 | LONG | $-1545.87 | -13.93% | Stop loss |
| 87 | 2083 | 2026-05-21 | 39.38 | 2026-06-15 | 38.44 | LONG | $-273.98 | -2.39% | Monthly rebalance |
| 88 | MRNA | 2026-06-15 | 52.13 | 2026-06-16 | 57.34 | LONG | +$1123.12 | +9.99% | Target hit |
| 89 | 8190 | 2026-06-15 | 3.45 | 2026-06-18 | 3.24 | LONG | $-702.30 | -6.09% | Stop loss |
| 90 | 8170 | 2026-06-15 | 6.66 | 2026-06-21 | 6.25 | LONG | $-710.16 | -6.16% | Stop loss |
| 91 | 7200 | 2026-06-15 | 197.26 | 2026-06-22 | 216.99 | LONG | +$1123.86 | +10.00% | Target hit |
| 92 | 8150 | 2026-06-15 | 6.81 | 2026-06-24 | 6.34 | LONG | $-794.78 | -6.90% | Stop loss |
| 93 | 8240 | 2026-06-15 | 20.56 | 2026-06-24 | 19.24 | LONG | $-740.14 | -6.42% | Stop loss |
| 94 | MRVL | 2026-06-15 | 308.80 | 2026-06-29 | 255.47 | LONG | $-1971.85 | -17.27% | Stop loss |
| 95 | LRCX | 2026-06-15 | 388.65 | 2026-06-30 | 427.51 | LONG | +$1123.75 | +10.00% | Target hit |
| 96 | 4070 | 2026-06-15 | 16.73 | 2026-07-05 | 18.40 | LONG | +$1121.74 | +9.98% | Target hit |
| 97 | 8030 | 2026-06-15 | 16.28 | 2026-07-12 | 15.90 | LONG | $-276.31 | -2.33% | Monthly rebalance |
| 98 | 4310 | 2026-07-12 | 12.70 | 2026-07-15 | 12.12 | LONG | $-526.48 | -4.57% | Stop loss |
| 99 | 8150 | 2026-07-12 | 7.44 | 2026-07-23 | 6.76 | LONG | $-1042.35 | -9.14% | Stop loss |
| 100 | 8120 | 2026-07-12 | 14.41 | 2026-07-27 | 13.66 | LONG | $-598.43 | -5.20% | Stop loss |
| 101 | 7200 | 2026-07-12 | 232.43 | 2026-08-03 | 255.67 | LONG | +$1116.63 | +10.00% | Target hit |
| 102 | TEAM | 2026-08-05 | 113.32 | 2026-08-07 | 124.65 | LONG | +$1106.23 | +10.00% | Target hit |
| 103 | PLTR | 2026-08-05 | 158.43 | 2026-08-10 | 174.27 | LONG | +$1106.22 | +10.00% | Target hit |
| 104 | ESTC | 2026-08-05 | 69.72 | 2026-08-10 | 76.69 | LONG | +$1106.11 | +10.00% | Target hit |
| 105 | VEEV | 2026-08-05 | 213.51 | 2026-08-10 | 234.86 | LONG | +$1106.37 | +10.00% | Target hit |
| 106 | GTLB | 2026-08-05 | 36.16 | 2026-08-10 | 39.78 | LONG | +$1107.66 | +10.01% | Target hit |
| 107 | NEM | 2026-08-05 | 104.07 | 2026-08-10 | 114.48 | LONG | +$1106.35 | +10.00% | Target hit |
| 108 | 7200 | 2026-08-05 | 280.20 | 2026-08-13 | 308.22 | LONG | +$1106.43 | +10.00% | Target hit |
| 109 | 4310 | 2026-08-05 | 15.94 | 2026-08-17 | 17.53 | LONG | +$1103.62 | +9.97% | Target hit |
| 110 | 4310 | 2026-08-30 | 19.35 | 2026-09-08 | 20.42 | LONG | +$533.46 | +5.53% | End of backtest |
| 111 | 4240 | 2026-08-30 | 17.09 | 2026-09-08 | 17.41 | LONG | +$174.14 | +1.87% | End of backtest |