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 Sep 5, 2026 – Oct 5, 2026 | 70 | +13.9% | 57.1% | +3.9% | -1.8% | 3.93 |
Trailing 90 days Jul 7, 2026 – Oct 5, 2026 | 350 | -0.8% | 43.4% | -1.3% | -16.1% | -0.06 |
Trailing 365 days Oct 5, 2025 – Oct 5, 2026 | 1,990 | +41.1% | 47.1% | +0.9% | -27.2% | 0.87 |
This year 2026 (YTD) Jan 1, 2026 – Oct 5, 2026 | 1,363 | +40.7% | 48.2% | +1.3% | -27.2% | 1.15 |
Full sample Jan 1, 2025 – Oct 5, 2026 | 3,970 | +221.4% | 49.5% | +3.6% | -27.2% | 2.31 |
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 Sep 5, 2026 – Oct 5, 2026 | 38 | +2.5% | 42.1% | +2.3% | -7.7% | 0.62 |
Trailing 90 days Jul 7, 2026 – Oct 5, 2026 | 172 | +3.4% | 41.9% | -0.4% | -12.5% | 0.23 |
Trailing 365 days Oct 5, 2025 – Oct 5, 2026 | 1,494 | +75.9% | 48.9% | +1.8% | -15.1% | 1.38 |
This year 2026 (YTD) Jan 1, 2026 – Oct 5, 2026 | 864 | +60.7% | 49.8% | +1.8% | -15.1% | 1.37 |
Full sample Jan 1, 2025 – Oct 5, 2026 | 3,474 | +181.5% | 49.1% | +2.9% | -19.9% | 1.85 |
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 Oct 5, 2026).
- Data prepared Oct 17, 2026, 5:27 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.