Introduction

I'm embarrassed by the cruft and misplaced items in my code, but unfortunately, I need to share my promising model. 

Inception

This is my post meme trade notion. If a stock manages to be a top mover for any period it will likely be priced higher after a multiple of that period. It's stupid momentum.

Execution: 

  • Hold top 2 three-day gainers 30 days if profitable, else hold until finally profitable
  • Capital allocation 10% per trading window

 

Early results were promising 168%

Comparing this momentum model equity curve to spy, it appeared to have some forward indicating, so…

A Hedge

  • I Use it for signaling bull, bear, and dove markets to trade sector and triple leveraged ETFs using leverage

 

This backtested at:

  • $20 million @ 1700%
  • $1 million @ 2143% 
  • $50k @ 1500%
  • $10k @ 950%
  • $5k @ 620% 

The Twist

It stopped working out of the blue.  I cannot create these backtest results anymore! Why not? Can you? I was so excited by this model, and frankly didn't want to share it, but I don't know what to do!