A systematic long/short strategy combining momentum longs with weakness shorts. Dynamic capital allocation based on market regime.
Based on $100K starting capital with daily equal-weight rebalancing.
A transparent, systematic long/short approach with dynamic capital allocation.
Every day, stocks are scored using two 7-factor algorithms: momentum scoring identifies strong stocks to buy, while weakness scoring identifies declining stocks to short.
Capital is split 50/50 between longs and shorts when QQQ is above its 14-day MA. In bearish regimes, existing longs are held while shorts get 100% of new capital.
Top 10 momentum stocks and top 20 weakness stocks form the portfolio. Positions are rebalanced daily to equal-weight allocation with next-day execution at market open.
Color-coded monthly performance breakdownCompounded quarterly returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -3.8% | +28.8% | +16.4% | +14.9% | +18.1% | +4.5% | +16.3% | +27.4% | +29.1% | +8.7% | -1.9% | -0.1% | +317.2% |
| 2024 | +46.0% | -15.2% | -7.0% | -6.5% | +12.0% | +21.7% | +15.4% | +36.7% | +11.4% | +15.2% | +19.0% | +18.1% | +317.2% |
| 2025 | -2.4% | +13.1% | +16.1% | -7.0% | +32.9% | +10.6% | +5.6% | -3.8% | +25.5% | +17.5% | +8.2% | -8.4% | +160.1% |
| 2026 | +8.0% | — | — | — | — | — | — | — | — | — | — | — | +8.0% |
| Avg | +11.9% | +8.9% | +8.5% | +0.5% | +21.0% | +12.3% | +12.4% | +20.1% | +22.0% | +13.8% | +8.4% | +3.2% | +200.6% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2023 | +44.3% | +41.9% | +91.2% | +6.6% | +317.2% |
| 2024 | +15.1% | +27.4% | +75.8% | +61.8% | +317.2% |
| 2025 | +28.2% | +36.7% | +27.4% | +16.5% | +160.1% |
| 2026 | +8.0% | — | — | — | +8.0% |
| Avg | +23.9% | +35.3% | +64.8% | +28.3% | +200.6% |
View the complete backtest results, current holdings, and daily trade signals.
EquiAlgo is for informational and educational purposes only. The information and analysis do not constitute investment advice. Past performance is not indicative of future results. All backtested results are hypothetical and do not reflect actual trading. You should conduct your own research and consult with qualified financial advisors before making any investment decisions. Trading stocks carries risk, including the potential loss of principal.