Backtest Results
Sector Momentum · PORTFOLIO · 2025-03-17 to 2026-05-14
Performance Summary
-54.6%
Total Return
43.1%
Win Rate (31/72)
0.85
Sharpe Ratio
-100.0%
Max Drawdown
-49.4%
Annualized Return
99.00
Sortino Ratio
-0.49
Calmar Ratio
1.05
Profit Factor
+10.00%
Avg Win
-6.79%
Avg Loss
$100000
Initial Capital
$45399
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 | 2025-05-18 | — ongoing | -100.0% | 2 | — | 308 |
Per-Stock Breakdown 40 stocks traded
| Ticker | Trades | Total P&L | Avg P&L % |
|---|---|---|---|
| CFLT | 1 | +$3293.98 | +10.00% |
| MU | 5 | +$849.78 | +3.11% |
| ADI | 3 | +$766.93 | +4.84% |
| TXN | 3 | +$743.71 | +4.70% |
| LRCX | 3 | +$727.13 | +4.16% |
| CNC | 3 | +$659.98 | +3.79% |
| 2380 | 3 | +$645.52 | +3.94% |
| UNH | 1 | +$624.42 | +10.00% |
| INTC | 3 | +$551.42 | +3.43% |
| GOOGL | 4 | +$517.15 | +2.81% |
| FANG | 1 | +$501.81 | +10.00% |
| 1321 | 1 | +$482.17 | +10.00% |
| 2370 | 1 | +$481.82 | +9.99% |
| 1320 | 1 | +$481.77 | +9.99% |
| 2200 | 1 | +$480.57 | +9.97% |
| 8311 | 1 | +$480.01 | +9.96% |
| ON | 2 | +$124.09 | +1.03% |
| MRVL | 4 | $-69.97 | +0.77% |
| QCOM | 3 | $-201.21 | -0.50% |
| CSCO | 1 | $-250.64 | -4.57% |
| SBUX | 1 | $-282.40 | -5.47% |
| NUE | 1 | $-289.20 | -5.29% |
| NVDA | 1 | $-294.48 | -4.26% |
| RKLB | 2 | $-297.38 | -1.26% |
| 7200 | 1 | $-323.86 | -5.68% |
| STLD | 1 | $-339.25 | -6.22% |
| ORCL | 1 | $-344.97 | -5.01% |
| AMZN | 1 | $-351.62 | -5.81% |
| MDB | 1 | $-372.97 | -6.55% |
| 2001 | 1 | $-379.75 | -7.39% |
| NXPI | 1 | $-411.81 | -7.57% |
| BIDU | 1 | $-427.34 | -6.67% |
| SNPS | 1 | $-440.83 | -6.43% |
| AMD | 3 | $-474.14 | -1.82% |
| CRWD | 1 | $-499.78 | -9.76% |
| HUM | 1 | $-513.85 | -7.51% |
| FTNT | 2 | $-723.98 | -6.84% |
| AVGO | 2 | $-795.85 | -6.91% |
| DDOG | 2 | $-947.27 | -8.34% |
| EXAS | 2 | $-2419.31 | -3.45% |
Trade Log 72 trades · 31 wins · 41 losses
| # | Ticker | Entry Date | Entry | Exit Date | Exit | Side | P&L | P&L % | Reason |
|---|---|---|---|---|---|---|---|---|---|
| 1 | EXAS | 2025-05-15 | 56.17 | 2025-06-10 | 56.18 | LONG | $-82.16 | +0.02% | Monthly rebalance |
| 2 | EXAS | 2025-06-10 | 56.18 | 2025-06-17 | 52.29 | LONG | $-2337.15 | -6.92% | Stop loss |
| 3 | CFLT | 2025-06-10 | 24.10 | 2025-07-03 | 26.51 | LONG | +$3293.98 | +10.00% | Target hit |
| 4 | HUM | 2025-07-30 | 258.36 | 2025-07-30 | 238.95 | LONG | $-513.85 | -7.51% | Stop loss |
| 5 | DDOG | 2025-07-30 | 148.88 | 2025-07-31 | 140.95 | LONG | $-366.29 | -5.33% | Stop loss |
| 6 | NVDA | 2025-07-30 | 179.24 | 2025-08-01 | 171.60 | LONG | $-294.48 | -4.26% | Stop loss |
| 7 | GOOGL | 2025-07-30 | 196.09 | 2025-08-01 | 187.88 | LONG | $-289.31 | -4.19% | Stop loss |
| 8 | AVGO | 2025-07-30 | 300.89 | 2025-08-01 | 285.84 | LONG | $-344.47 | -5.00% | Stop loss |
| 9 | AMD | 2025-07-30 | 179.51 | 2025-08-01 | 167.69 | LONG | $-451.22 | -6.58% | Stop loss |
| 10 | MRVL | 2025-07-30 | 81.59 | 2025-08-01 | 75.25 | LONG | $-530.99 | -7.77% | Stop loss |
| 11 | ORCL | 2025-07-30 | 248.64 | 2025-08-19 | 236.18 | LONG | $-344.97 | -5.01% | Stop loss |
| 12 | SNPS | 2025-07-30 | 645.35 | 2025-08-20 | 603.85 | LONG | $-440.83 | -6.43% | Stop loss |
| 13 | RKLB | 2025-07-30 | 46.44 | 2025-08-20 | 40.62 | LONG | $-852.70 | -12.53% | Stop loss |
| 14 | INTC | 2025-09-17 | 24.90 | 2025-09-18 | 27.39 | LONG | +$624.45 | +10.00% | Target hit |
| 15 | BIDU | 2025-09-17 | 137.83 | 2025-09-23 | 128.63 | LONG | $-427.34 | -6.67% | Stop loss |
| 16 | CNC | 2025-09-17 | 32.02 | 2025-09-26 | 35.22 | LONG | +$624.06 | +9.99% | Target hit |
| 17 | LRCX | 2025-09-17 | 121.31 | 2025-09-30 | 133.45 | LONG | +$624.66 | +10.00% | Target hit |
| 18 | MU | 2025-09-17 | 159.76 | 2025-10-01 | 175.73 | LONG | +$624.30 | +10.00% | Target hit |
| 19 | UNH | 2025-09-17 | 336.71 | 2025-10-09 | 370.38 | LONG | +$624.42 | +10.00% | Target hit |
| 20 | GOOGL | 2025-09-17 | 249.19 | 2025-10-10 | 237.86 | LONG | $-293.14 | -4.55% | Stop loss |
| 21 | QCOM | 2025-09-17 | 163.37 | 2025-10-10 | 156.57 | LONG | $-268.89 | -4.16% | Stop loss |
| 22 | 2380 | 2025-10-12 | 7.80 | 2025-10-14 | 8.58 | LONG | +$583.10 | +10.00% | Target hit |
| 23 | AMD | 2025-11-05 | 256.33 | 2025-11-07 | 233.59 | LONG | $-533.64 | -8.87% | Stop loss |
| 24 | CNC | 2025-11-05 | 36.84 | 2025-11-10 | 33.66 | LONG | $-519.39 | -8.63% | Stop loss |
| 25 | LRCX | 2025-11-05 | 164.58 | 2025-11-13 | 152.22 | LONG | $-452.71 | -7.51% | Stop loss |
| 26 | INTC | 2025-11-05 | 38.38 | 2025-11-14 | 34.65 | LONG | $-584.03 | -9.72% | Stop loss |
| 27 | MRVL | 2025-11-05 | 92.79 | 2025-11-14 | 84.28 | LONG | $-551.29 | -9.17% | Stop loss |
| 28 | AMZN | 2025-11-05 | 250.20 | 2025-11-14 | 235.66 | LONG | $-351.62 | -5.81% | Stop loss |
| 29 | QCOM | 2025-11-05 | 177.67 | 2025-11-17 | 164.61 | LONG | $-443.05 | -7.35% | Stop loss |
| 30 | MU | 2025-11-05 | 237.30 | 2025-11-20 | 215.19 | LONG | $-560.26 | -9.32% | Stop loss |
| 31 | GOOGL | 2025-11-05 | 283.92 | 2025-11-24 | 312.32 | LONG | +$588.93 | +10.00% | Target hit |
| 32 | 7200 | 2025-12-24 | 171.43 | 2025-12-24 | 161.70 | LONG | $-323.86 | -5.68% | Stop loss |
| 33 | MU | 2025-12-24 | 286.44 | 2026-01-02 | 315.09 | LONG | +$555.20 | +10.00% | Target hit |
| 34 | MDB | 2025-12-24 | 435.51 | 2026-01-02 | 406.98 | LONG | $-372.97 | -6.55% | Stop loss |
| 35 | CNC | 2025-12-24 | 39.89 | 2026-01-05 | 43.88 | LONG | +$555.31 | +10.00% | Target hit |
| 36 | LRCX | 2025-12-24 | 177.12 | 2026-01-05 | 194.83 | LONG | +$555.18 | +10.00% | Target hit |
| 37 | RKLB | 2025-12-24 | 77.18 | 2026-01-06 | 84.90 | LONG | +$555.32 | +10.00% | Target hit |
| 38 | ON | 2025-12-24 | 55.08 | 2026-01-06 | 60.59 | LONG | +$555.37 | +10.00% | Target hit |
| 39 | TXN | 2025-12-24 | 175.09 | 2026-01-15 | 192.60 | LONG | +$555.14 | +10.00% | Target hit |
| 40 | ADI | 2025-12-24 | 276.69 | 2026-01-15 | 304.36 | LONG | +$555.11 | +10.00% | Target hit |
| 41 | CSCO | 2026-02-11 | 85.08 | 2026-02-12 | 81.19 | LONG | $-250.64 | -4.57% | Stop loss |
| 42 | NUE | 2026-02-11 | 193.76 | 2026-02-13 | 183.51 | LONG | $-289.20 | -5.29% | Stop loss |
| 43 | STLD | 2026-02-11 | 205.15 | 2026-02-13 | 192.38 | LONG | $-339.25 | -6.22% | Stop loss |
| 44 | FTNT | 2026-02-11 | 87.82 | 2026-02-17 | 82.02 | LONG | $-359.74 | -6.60% | Stop loss |
| 45 | NXPI | 2026-02-11 | 248.46 | 2026-02-19 | 229.64 | LONG | $-411.81 | -7.57% | Stop loss |
| 46 | TXN | 2026-02-11 | 225.41 | 2026-02-24 | 212.11 | LONG | $-322.07 | -5.90% | Stop loss |
| 47 | ON | 2026-02-11 | 71.18 | 2026-03-02 | 65.53 | LONG | $-431.28 | -7.94% | Stop loss |
| 48 | ADI | 2026-02-11 | 335.95 | 2026-03-06 | 317.57 | LONG | $-298.90 | -5.47% | Stop loss |
| 49 | MU | 2026-02-11 | 410.17 | 2026-03-09 | 389.16 | LONG | $-280.23 | -5.12% | Monthly rebalance |
| 50 | 2380 | 2026-03-09 | 9.41 | 2026-03-11 | 8.64 | LONG | $-419.75 | -8.18% | Stop loss |
| 51 | 2001 | 2026-03-09 | 7.98 | 2026-03-11 | 7.39 | LONG | $-379.75 | -7.39% | Stop loss |
| 52 | SBUX | 2026-03-09 | 99.77 | 2026-03-18 | 94.31 | LONG | $-282.40 | -5.47% | Stop loss |
| 53 | AVGO | 2026-03-09 | 345.03 | 2026-03-19 | 314.64 | LONG | $-451.38 | -8.81% | Stop loss |
| 54 | CRWD | 2026-03-09 | 434.13 | 2026-03-24 | 391.75 | LONG | $-499.78 | -9.76% | Stop loss |
| 55 | FANG | 2026-03-09 | 182.86 | 2026-03-26 | 201.15 | LONG | +$501.81 | +10.00% | Target hit |
| 56 | DDOG | 2026-03-09 | 128.56 | 2026-03-27 | 113.95 | LONG | $-580.98 | -11.36% | Stop loss |
| 57 | FTNT | 2026-03-09 | 83.81 | 2026-03-27 | 77.87 | LONG | $-364.24 | -7.09% | Stop loss |
| 58 | MRVL | 2026-03-09 | 92.60 | 2026-04-01 | 101.86 | LONG | +$501.48 | +10.00% | Target hit |
| 59 | 1321 | 2026-04-05 | 165.60 | 2026-04-13 | 182.16 | LONG | +$482.17 | +10.00% | Target hit |
| 60 | 2370 | 2026-04-05 | 28.02 | 2026-04-14 | 30.82 | LONG | +$481.82 | +9.99% | Target hit |
| 61 | 1320 | 2026-04-05 | 48.94 | 2026-04-14 | 53.83 | LONG | +$481.77 | +9.99% | Target hit |
| 62 | 2200 | 2026-04-05 | 6.12 | 2026-04-15 | 6.73 | LONG | +$480.57 | +9.97% | Target hit |
| 63 | 2380 | 2026-04-05 | 10.90 | 2026-04-26 | 11.99 | LONG | +$482.17 | +10.00% | Target hit |
| 64 | 8311 | 2026-04-05 | 9.04 | 2026-04-26 | 9.94 | LONG | +$480.01 | +9.96% | Target hit |
| 65 | GOOGL | 2026-04-29 | 349.94 | 2026-04-30 | 384.93 | LONG | +$510.67 | +10.00% | Target hit |
| 66 | QCOM | 2026-04-29 | 156.00 | 2026-04-30 | 171.60 | LONG | +$510.73 | +10.00% | Target hit |
| 67 | MU | 2026-04-29 | 518.46 | 2026-05-04 | 570.31 | LONG | +$510.77 | +10.00% | Target hit |
| 68 | INTC | 2026-04-29 | 94.75 | 2026-05-05 | 104.23 | LONG | +$511.00 | +10.01% | Target hit |
| 69 | MRVL | 2026-04-29 | 156.57 | 2026-05-05 | 172.23 | LONG | +$510.83 | +10.00% | Target hit |
| 70 | AMD | 2026-04-29 | 337.11 | 2026-05-06 | 370.82 | LONG | +$510.72 | +10.00% | Target hit |
| 71 | TXN | 2026-04-29 | 267.86 | 2026-05-11 | 294.64 | LONG | +$510.64 | +10.00% | Target hit |
| 72 | ADI | 2026-04-29 | 389.31 | 2026-05-13 | 428.24 | LONG | +$510.72 | +10.00% | Target hit |