The library · Official strategy
US Momentum Rotation
PublicRotates into the strongest S&P 500 names, re-ranked every month by average momentum. Momentum in its purest form.
S&P 500Ranking-BasedMax positions 10Rebalance every 1 mo
Up to date · as of 19 Jul 202616 yrs · since 2010
Backtest
StrategyS&P 500 (benchmark)
201020132016201920222026
Drawdownmin −31.2%
Final value
$66,400
from $10,000 invested
CAGR
+12.8%
vs +9.8% benchmark
Max drawdown
−31.2%
vs −34% benchmark
Sharpe ratio
0.66
volatility 18.4% · 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.
US Momentum RotationRebalance every 1 mo
Open in the appInstruments & Screening
Screeners re-pick the pool at every rebalance
StocksS&P 500
Avg % Chg 1-3-6-12Highest 20
Allocation
How capital is weighted within it
Ranking-Based · Average Momentum
Position exits
Auto-close rules on each position
Max positions10
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.