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DIY momentum backtest

Set the basic filters below, or open “Strategy mechanics” to dial in the same weighting / stop / volatility-target / regime-filter rules StockVane Momentum itself runs on - leave it untouched for the original equal-weight, daily-rebalanced version.

Updated 4 minutes ago

Filters

Sector (optional, pick any)
Strategy mechanics (optional)

How this works

Set your filters above and click Run backtest. We take every stock StockVane covers that matches your market cap, P/E and sector criteria today, rank them by trailing 126-day price return, and simulate holding the top 10 equal-weighted with daily rebalancing over your chosen date range — the same mechanics as StockVane Momentum, just on a stock list and time window you pick.

Reference only, not investment advice. A backtest is not a real fund and ignores trading costs, slippage and taxes. Data & Methodology: quant strategy rules.