Daily Momentum (20 positions)

Performance report · daily rebalance · simulated View research →

Total Return

0.11%

Equity

$5,005.64
from $5,000

Max Drawdown

-2.22%

Sharpe

0.72

Rebalances

32
40 trades · 1.2/run

Equity History

DateEquity
2026-08-14$5,005.64
2026-08-13$5,005.64
2026-08-12$5,005.64
2026-08-11$5,005.64
2026-08-10$5,005.64
2026-08-07$4,890.78
2026-08-06$4,890.78
2026-08-05$4,890.78
2026-08-04$4,890.78
2026-08-03$4,890.78
2026-07-31$4,860.73
2026-07-30$4,860.73
2026-07-29$4,860.73
2026-07-28$4,860.73
2026-07-27$4,860.73
2026-07-24$4,889.16
2026-07-23$4,889.16
2026-07-22$4,889.16
2026-07-21$4,889.16
2026-07-20$4,889.16
2026-07-17$4,966.06
2026-07-16$4,966.06
2026-07-15$4,966.06
2026-07-14$4,966.06
2026-07-13$4,966.06
2026-07-10$4,953.25
2026-07-09$4,953.25
2026-07-08$4,953.25
2026-07-07$4,953.25
2026-07-06$4,971.22
2026-07-04$4,971.22

Recent Rebalances

DateEquityTradesRationale
2026-08-14T14:30:05 $5,005.64 0 Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, XLK, DIA, VTV, QUAL, SMH, IWM, MTU…
2026-08-13T14:30:04 $5,005.64 0 Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, XLK, DIA, VTV, QUAL, SMH, IWM, MTU…
2026-08-12T14:30:04 $5,005.64 0 Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, XLK, DIA, VTV, QUAL, SMH, IWM, MTU…
2026-08-11T14:30:06 $5,005.64 0 Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, XLK, DIA, VTV, QUAL, SMH, IWM, MTU…
2026-08-10T14:30:09 $5,005.64 12 Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, XLK, DIA, VTV, QUAL, SMH, IWM, MTU…
2026-08-07T14:30:04 $4,890.78 0 Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, VTV, XLK, SMH, MTUM, SCHD, XLI, IW…
2026-08-06T14:30:04 $4,890.78 0 Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, VTV, XLK, SMH, MTUM, SCHD, XLI, IW…
2026-08-05T14:30:05 $4,890.78 0 Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, VTV, XLK, SMH, MTUM, SCHD, XLI, IW…
2026-08-04T14:30:04 $4,890.78 0 Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, VTV, XLK, SMH, MTUM, SCHD, XLI, IW…
2026-08-03T14:30:08 $4,890.78 12 Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, VTV, XLK, SMH, MTUM, SCHD, XLI, IW…
2026-07-31T14:30:04 $4,860.73 0 Core 0% in SPY. Tilt leaders: SMH, VLUE, XLK, MTUM, QQQ, XLV, XLF, IWM, VTV, SCH…
2026-07-30T14:30:05 $4,860.73 0 Core 0% in SPY. Tilt leaders: SMH, VLUE, XLK, MTUM, QQQ, XLV, XLF, IWM, VTV, SCH…
2026-07-29T14:30:05 $4,860.73 0 Core 0% in SPY. Tilt leaders: SMH, VLUE, XLK, MTUM, QQQ, XLV, XLF, IWM, VTV, SCH…
2026-07-28T14:30:05 $4,860.73 0 Core 0% in SPY. Tilt leaders: SMH, VLUE, XLK, MTUM, QQQ, XLV, XLF, IWM, VTV, SCH…
2026-07-27T14:30:10 $4,860.73 12 Core 0% in SPY. Tilt leaders: SMH, VLUE, XLK, MTUM, QQQ, XLV, XLF, IWM, VTV, SCH…
2026-07-24T14:30:04 $4,889.16 0 Core 0% in SPY. Tilt leaders: SMH, VLUE, XLK, MTUM, QQQ, ARKK, IWM, VUG, XLF, QU…
2026-07-23T14:30:04 $4,889.16 0 Core 0% in SPY. Tilt leaders: SMH, VLUE, XLK, MTUM, QQQ, ARKK, IWM, VUG, XLF, QU…
2026-07-22T14:30:04 $4,889.16 0 Core 0% in SPY. Tilt leaders: SMH, VLUE, XLK, MTUM, QQQ, ARKK, IWM, VUG, XLF, QU…
2026-07-21T14:30:05 $4,889.16 0 Core 0% in SPY. Tilt leaders: SMH, VLUE, XLK, MTUM, QQQ, ARKK, IWM, VUG, XLF, QU…
2026-07-20T14:30:11 $4,889.16 4 Core 0% in SPY. Tilt leaders: SMH, VLUE, XLK, MTUM, QQQ, ARKK, IWM, VUG, XLF, QU…