Daily Momentum (20 positions)

Performance report · daily rebalance · simulated View research →

Total Return

-0.35%

Equity

$4,982.74
from $5,000

Max Drawdown

-2.44%

Sharpe

0.14

Rebalances

76
71 trades · 0.9/run

Equity History

DateEquity
2026-10-15$4,982.74
2026-10-14$4,982.74
2026-10-13$4,982.74
2026-10-12$4,982.74
2026-10-09$4,963.99
2026-10-08$4,963.99
2026-10-07$4,963.99
2026-10-06$4,963.99
2026-10-05$4,963.99
2026-10-02$4,944.91
2026-10-01$4,944.91
2026-09-30$4,944.91
2026-09-29$4,944.91
2026-09-28$4,944.91
2026-09-25$5,004.47
2026-09-24$5,004.47
2026-09-23$5,004.47
2026-09-22$5,004.47
2026-09-21$5,004.47
2026-09-18$4,948.32
2026-09-17$4,948.32
2026-09-16$4,948.32
2026-09-15$4,948.32
2026-09-14$4,948.32
2026-09-11$4,974.65
2026-09-10$4,974.65
2026-09-09$4,974.65
2026-09-08$5,028.06
2026-09-07$5,028.06
2026-09-04$4,995.23
2026-09-03$4,995.23
2026-09-02$4,995.23
2026-09-01$4,995.23
2026-08-31$4,995.23
2026-08-28$5,010.37
2026-08-27$5,010.37
2026-08-26$5,010.37
2026-08-25$5,010.37
2026-08-24$5,010.37
2026-08-21$5,068.57
2026-08-20$5,068.57
2026-08-19$5,068.57
2026-08-18$5,068.57
2026-08-17$5,068.57
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
2026-10-15T14:30:06 $4,982.74 0 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLK, SMH, VUG, QQQ, EEM, VLUE, QU…
2026-10-14T14:30:05 $4,982.74 0 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLK, SMH, VUG, QQQ, EEM, VLUE, QU…
2026-10-13T14:30:07 $4,982.74 0 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLK, SMH, VUG, QQQ, EEM, VLUE, QU…
2026-10-12T14:30:12 $4,982.74 18 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLK, SMH, VUG, QQQ, EEM, VLUE, QU…
2026-10-09T14:30:05 $4,963.99 0 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLV, VUG, XLK, SCHD, XLC, QUAL, G…
2026-10-08T14:30:06 $4,963.99 0 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLV, VUG, XLK, SCHD, XLC, QUAL, G…
2026-10-07T14:30:06 $4,963.99 0 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLV, VUG, XLK, SCHD, XLC, QUAL, G…
2026-10-06T14:30:05 $4,963.99 0 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLV, VUG, XLK, SCHD, XLC, QUAL, G…
2026-10-05T14:30:10 $4,963.99 16 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLV, VUG, XLK, SCHD, XLC, QUAL, G…
2026-10-02T14:30:06 $4,944.91 0 Core 0% in SPY. Tilt leaders: BITO, ARKK, XLE, XLV, XLC, VUG, SCHD, USMV, XLF, G…
2026-10-01T14:30:07 $4,944.91 0 Core 0% in SPY. Tilt leaders: BITO, ARKK, XLE, XLV, XLC, VUG, SCHD, USMV, XLF, G…
2026-09-30T14:30:06 $4,944.91 0 Core 0% in SPY. Tilt leaders: BITO, ARKK, XLE, XLV, XLC, VUG, SCHD, USMV, XLF, G…
2026-09-29T14:30:06 $4,944.91 0 Core 0% in SPY. Tilt leaders: BITO, ARKK, XLE, XLV, XLC, VUG, SCHD, USMV, XLF, G…
2026-09-28T14:30:14 $4,944.91 16 Core 0% in SPY. Tilt leaders: BITO, ARKK, XLE, XLV, XLC, VUG, SCHD, USMV, XLF, G…
2026-09-25T14:30:08 $5,004.47 0 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLV, XLF, SCHD, USMV, XLC, VUG, V…
2026-09-24T14:30:05 $5,004.47 0 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLV, XLF, SCHD, USMV, XLC, VUG, V…
2026-09-23T14:30:06 $5,004.47 0 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLV, XLF, SCHD, USMV, XLC, VUG, V…
2026-09-22T14:30:07 $5,004.47 0 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLV, XLF, SCHD, USMV, XLC, VUG, V…
2026-09-21T14:30:12 $5,004.47 21 Core 0% in SPY. Tilt leaders: BITO, XLE, ARKK, XLV, XLF, SCHD, USMV, XLC, VUG, V…
2026-09-18T14:30:05 $4,948.32 0 Core 0% in SPY. Tilt leaders: BITO, ARKK, XLV, XLF, XLE, SCHD, EFA, VLUE, EEM, V…