Backtested momentum research
Find a momentum strategy you can actually evaluate
We tested 2,430 strategy combinations across momentum curves, rebalance periods, portfolio sizes, and investability filters. The examples below are not every result and are not selected by highest return alone. They are representative strategies chosen from practical configurations using a blend of return, drawdown, and risk-adjusted performance.
Selected strategy snapshot
Persistent Momentum
2,430
Combinations screened
Ranking
Weighted trend
Rebalance
Monthly
Portfolio
Top 10
Universe
All eligible stocks