The library · Official strategy
Global Quality Momentum
PublicScreens for profitable, financially strong companies, weights them by momentum, and shifts to a defensive posture when the risk rule flips to off.
6 filtersRanking-BasedRisk-Off set upRebalance every 1 mo
Up to date · as of 19 Jul 202616 yrs · since 2010
Backtest
StrategyS&P 500 (benchmark)
201020132016201920222026
Drawdownmin −28.6%
Final value
$56,800
from $10,000 invested
CAGR
+11.4%
vs +9.8% benchmark
Max drawdown
−28.6%
vs −34% benchmark
Sharpe ratio
0.68
volatility 16.1% · 16 yrs
Simulation 2010-01 → 2026-07 · costs included at every rebalanceBacktests show what would have happened — not what will.
Every rule visible
The whole strategy, in the open.
A strategy is a portfolio of models. The rules at both levels are the ones the backtest above runs on.
Global Quality MomentumRebalance every 1 mo
Open in the appInstruments & Screening
Screeners re-pick the pool at every rebalance
StocksS&P 500
6 filtersFundamental · Technical
Allocation
How capital is weighted within it
Ranking-Based · Average Momentum
Risk · Position exits
Whole-strategy and per-position rules
Risk-OffS&P 500 200-day MA
Stop loss · Take profitNot set up
Make it yours.
Copy this strategy into your account and change any rule. Free to start — no credit card.
Fincanva provides no financial advice. Backtests show what would have happened — not what will.