StockVane Momentum — track record

Growth of $1, full history. The blue line is the strategy (following every daily A/B/C/D/E call across all names); the grey and gold lines are buy-and-hold of the two indexes, dividends included. The record here starts on 3 Jan 2022, the model’s first real trade — 2021 doesn’t appear because the momentum ranking needs a full year of price history to work, so the model held 100% cash and wasn’t actually trading (see “Read this honestly” below). Use the buttons above to zoom into a shorter window (shown as % return from the start of that window) or switch to a daily/weekly candlestick view of the strategy’s own net asset value — since only one NAV point is recorded per day, a daily candle’s open is simply the prior day’s close (no intraday range); the weekly candle’s high/low are the real max/min of the five daily closes in that week.

Year by year

“vs S&P” is the strategy’s return that year minus the S&P 500’s (simple percentage-point gap, i.e. alpha). “Max drawdown” is the worst peak-to-trough decline in the strategy’s own NAV within that calendar year. “Avg. cash” is how much of the portfolio sat in cash on the average day that year (fully in cash whenever the S&P 500 is below its own 200-day average).

Recent signal changes

Buy/sell price is the close on that trade’s own date. A closed position (bought, then later sold) shows its realized return. A BUY with no sell yet is still open — its return is unrealized, marked with † and marked-to-market against the latest available close.

The stock and buy price for the 5 most recent rows are for Premium members; the next 5 need a free account.

Show all 920 trades since inception

How it works

• Every trading day, each of the 3,753 US stocks this strategy trades is ranked by its trailing 12-month price return and checked against its own 200-day average. (This is the quant model's own trading universe, not the full count of stocks StockVane has quote pages for.)
• Per stock you get one call: A Strong Buy, B Buy, C Hold, D Sell, E Strong Sell.
• The model portfolio holds the ~12 strongest “A” names, inverse-volatility weighted, scaled to an ~18% volatility target, and moves fully to cash whenever the S&P 500 is below its own 40-week (200-day) average.
• Reconstituted weekly; a holding is dropped straight away if it loses its 200-day average.
• Full rules: Data & Methodology.