Semiconductor Momentum Rotation
RotationHolds the top 3 semiconductor names by 20-day momentum, re-ranking weekly.
Strategy
Backtest
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+460.67%
Sharpe Ratio
1.69
Max Drawdown
54.02%
Win Rate
67.11%
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.