Mega-Cap Equal-Weight Trend Basket

Rotation

Equal-weights six mega-caps, each sleeve trading its own EMA-200 trend.

Strategy

AAPL, MSFT, AMZN, GOOGL, META, NVDA · 1h

Strategy Logic

Buy when close > EMA(200). Exit: close < EMA(200)

entry

close > EMA(200)

exit

close < EMA(200)

Execution costs: 0.010% fee · 0.020% slippage

Total Return(2y 11mo)

+25.11%

Sharpe Ratio

0.95

Max Drawdown

8.16%

Win Rate

24.75%

Profit Factor

DIRECTION	ENTRY	EXIT	QTY	PNL	PNL %	FEES	ORDER	EXIT REASON	DURATION	BARS HELD	MAE %	MFE %	ENTRY REASON	OVERLAY
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Past performance does not guarantee future results. Hypothetical.