Mega-Cap Signal-Proportional Book
RotationWeights six mega-cap tech names in proportion to their momentum, rebalancing weekly.
Strategy
Backtest
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+77.63%
Sharpe Ratio
0.95
Max Drawdown
25.22%
Win Rate
56.80%
Profit Factor
-
Recent Trades
| DIRECTION | ENTRY | EXIT | QTY | PNL | PNL % | FEES | ORDER | EXIT REASON | DURATION | BARS HELD | MAE % | MFE % | ENTRY REASON | OVERLAY |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| No trades recorded yet. | ||||||||||||||
Past performance does not guarantee future results. Hypothetical.