Full-sample track record.No highlight reel.
How to read these figures
Diagnostics for research review—not a brokerage statement.
Every completed ranking in the selected window is counted.
Return seven calendar days after the ranking date, when available.
Equal-weight daily averages with rolling capital rotation—not live P&L.
Research use only. No investment advice, recommendations, or guarantees. Past results do not guarantee future outcomes.
7-Day Momentum
Short-term momentum signals across all NYSE/NASDAQ stocks
Universe · All NYSE/NASDAQ
Performance windows
Full sample inside each trailing or YTD window—losers stay in the set.
| Window | Measured | Total return | Win rate | Avg / ranking | Max DD | Sharpe |
|---|---|---|---|---|---|---|
Trailing 30 days Jul 7, 2026 – Aug 6, 2026 | 143 | -6.8% | 46.9% | -1.1% | -16.1% | -1.14 |
Trailing 90 days May 8, 2026 – Aug 6, 2026 | 462 | -2.2% | 46.3% | -0.2% | -27.2% | -0.17 |
Trailing 365 days Aug 6, 2025 – Aug 6, 2026 | 2,213 | +84.3% | 50.4% | +2.5% | -27.2% | 1.72 |
This year 2026 (YTD) Jan 1, 2026 – Aug 6, 2026 | 1,156 | +34.7% | 49.5% | +1.8% | -27.2% | 1.23 |
Full sample Jan 1, 2025 – Aug 6, 2026 | 3,763 | +215.4% | 50.0% | +3.9% | -27.2% | 2.43 |
Cumulative return path
Conservative capital-rotation series (up to 365 days) for 7-Day Momentum.
Highest 7D outcomes
Full sample extremes—not a recommended list.
Lowest 7D outcomes
Losers stay visible on purpose.
7-Day ETB
High-liquidity, easy-to-borrow momentum signals
Universe · ETB Stocks Only
Performance windows
Full sample inside each trailing or YTD window—losers stay in the set.
| Window | Measured | Total return | Win rate | Avg / ranking | Max DD | Sharpe |
|---|---|---|---|---|---|---|
Trailing 30 days Jul 7, 2026 – Aug 6, 2026 | 65 | +6.4% | 49.2% | +1.0% | -8.1% | 0.91 |
Trailing 90 days May 8, 2026 – Aug 6, 2026 | 205 | +15.9% | 43.9% | -0.1% | -15.1% | 1.05 |
Trailing 365 days Aug 6, 2025 – Aug 6, 2026 | 1,817 | +111.9% | 51.6% | +2.8% | -15.1% | 2.08 |
This year 2026 (YTD) Jan 1, 2026 – Aug 6, 2026 | 757 | +63.6% | 51.5% | +2.2% | -15.1% | 1.74 |
Full sample Jan 1, 2025 – Aug 6, 2026 | 3,367 | +184.4% | 49.5% | +3.0% | -19.9% | 2.05 |
Cumulative return path
Conservative capital-rotation series (up to 365 days) for 7-Day ETB.
Highest 7D outcomes
Full sample extremes—not a recommended list.
Lowest 7D outcomes
Losers stay visible on purpose.
Methodology notes
- Rankings refresh after market close. Outcomes attach once the review horizon is complete.
- Metrics are model research diagnostics—not a simulated brokerage account, fee-inclusive P&L, or a recommendation to buy or sell any security.
- Windows are calendar-based trailing periods and year-to-date (Jan 1 through the latest measured ranking date of Aug 6, 2026).
- Data prepared Aug 16, 2026, 11:03 AM ET · page revalidates hourly.
Audit history. Then open the live shortlist.
Completed rankings stay public. Current coverage is available on a 7-day Pro trial.