Momentum Stocks IDT
- hypothetical · Cumul. Return
- -2.5%
- Max Drawdown
- 4.7%
- Trades
- 336
- Win Trades
- 26.2%
- Profit Factor
- 1
- Win Months
- 0.0%
About this strategy
**Momentum Stocks IDT — Intraday Trend**
Momentum Stocks IDT is a systematic intraday long/short stock strategy designed to identify and participate in significant short-term price trends in highly liquid stocks.
The strategy uses a disciplined, rules-based process for stock selection, entries, position management, and exits. Both long and short positions may be taken depending on market opportunities and the direction of the individual stock's intraday trend.
Positions may be added to as favorable trends develop and predefined strategy conditions are met. The objective is to capitalize on strong intraday price movement while maintaining a structured approach to position sizing and risk management.
The model is designed around a **$50,000 cash account** and may utilize **up to 2:1 intraday margin**. All positions are intended to be closed during the same trading session, eliminating overnight market exposure.
Momentum Stocks IDT is systematic in nature and is designed to execute consistently without discretionary changes based on short-term opinions or market predictions.
As with all trading strategies, past performance does not guarantee future results. Trading stocks, including short selling and the use of margin, involves substantial risk of loss.
Momentum Stocks IDT is a systematic intraday long/short stock strategy designed to identify and participate in significant short-term price trends in highly liquid stocks.
The strategy uses a disciplined, rules-based process for stock selection, entries, position management, and exits. Both long and short positions may be taken depending on market opportunities and the direction of the individual stock's intraday trend.
Positions may be added to as favorable trends develop and predefined strategy conditions are met. The objective is to capitalize on strong intraday price movement while maintaining a structured approach to position sizing and risk management.
The model is designed around a **$50,000 cash account** and may utilize **up to 2:1 intraday margin**. All positions are intended to be closed during the same trading session, eliminating overnight market exposure.
Momentum Stocks IDT is systematic in nature and is designed to execute consistently without discretionary changes based on short-term opinions or market predictions.
As with all trading strategies, past performance does not guarantee future results. Trading stocks, including short selling and the use of margin, involves substantial risk of loss.
Trend-following Momentum
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.1 | -0.4 | -2.5 |
Statistics
Overview
| Strategy began | 9/3/2026 |
|---|---|
| Suggested Minimum Capital | $35,000 |
| Age | 48 days |
| C2 Rank | 940 |
| Rank at C2 % | Top 6.0% |
| Rank # | #253 |
| What it trades | Stocks |
| # Trades | 336 |
| # Profitable | 88 |
| % Profitable | 26.2% |
| Avg trade duration | 53.0 minutes |
| Max peak-to-valley drawdown | 4.7% |
| drawdown period | Oct 05, 2026 - Oct 21, 2026 |
| Cumul. Return | -2.5% |
| Avg win | $138 |
| Avg loss | $50 |
Ratios
| W:L ratio | 0.99 |
|---|---|
| Sharpe Ratio | -0.97 |
| Sortino Ratio | -1.39 |
| Calmar Ratio | 0.17 |
Verified
| C2Star | 1 |
|---|
CORRELATION STATISTICS
| Correlation to SP500 | 0.27 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 0.1% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -2.5% |
Return Statistics
| Ann Return (w trading costs) | -16.5% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | -0.0% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | -2.2% |
Slump
| Current Slump as Pcnt Equity | 4.9% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.3% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 1.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 0.0% |
|---|---|
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| Chance of 60% account loss (Monte Carlo) | 0.0% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 99.9% |
|---|
Popularity
| Popularity (Today) | 383 |
|---|---|
| Popularity (Last 6 weeks) | 905 |
| C2 Score | 940 |
| Popularity (7 days, Percentile 1000 scale) | 829 |
Trading Style
| Any stock shorts? 0/1 | 1 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $50 |
|---|---|
| Avg Win | $138 |
| # Winners | 88 |
| Sum Trade PL (losers) | $12,332 |
| Sum Trade PL (winners) | $12,180 |
| Num Months Winners | 0 |
| # Losers | 248 |
| % Winners | 26.2% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 2 |
|---|
Frequency
| Avg Position Time (mins) | 52.97 |
|---|---|
| Avg Position Time (hrs) | 0.88 |
| Avg Trade Length | 0 |
| Last Trade Ago | 0 |
Leverage
| Daily leverage (average) | 1.04 |
|---|---|
| Daily leverage (max) | 2.28 |
Regression
| Alpha | -0.04 |
|---|---|
| Beta | 0.36 |
| Treynor Index | -0.11 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0 |
| MAE:Equity, average, losing trades | 0 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | -4.95 |
| MAE:PL (avg, all trades) | -1.20 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.19 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.17 |
| Hold-and-Hope Ratio | -0.20 |
RATIO STATISTICS
| a (intercept, estimate of alpha) | 0.00 |
|---|---|
| VAR (95 Confidence Intrvl) | 0.01 |
DRAW DOWN STATISTICS
| Strat Max DD how much worse than SP500 max DD during strat life? | -445485344 |
|---|---|
| Max Equity Drawdown (num days) | 16 |
| Last 4 Months - Pcnt Negative | 0.5% |
Trading record
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| SPCX | short | 19 | Oct 21, 2026 | Oct 21, 2026 | $19 |
| T | short | 144 | Oct 21, 2026 | Oct 21, 2026 | $14 |
| SMCI | short | 88 | Oct 21, 2026 | Oct 21, 2026 | $9 |
| NFLX | short | 245 | Oct 21, 2026 | Oct 21, 2026 | ($93) |
| ROIV | long | 86 | Oct 21, 2026 | Oct 21, 2026 | ($12) |
| SPCX | long | 19 | Oct 21, 2026 | Oct 21, 2026 | ($14) |
| NFLX | long | 240 | Oct 21, 2026 | Oct 21, 2026 | ($31) |
| ROIV | short | 85 | Oct 21, 2026 | Oct 21, 2026 | ($28) |
| T | long | 141 | Oct 21, 2026 | Oct 21, 2026 | ($54) |
| SMCI | long | 86 | Oct 21, 2026 | Oct 21, 2026 | ($76) |
| SPCX | short | 20 | Oct 21, 2026 | Oct 21, 2026 | ($79) |
| SPCX | long | 19 | Oct 21, 2026 | Oct 21, 2026 | ($55) |
| SNY | long | 77 | Oct 20, 2026 | Oct 20, 2026 | $8 |
| HAL | short | 95 | Oct 20, 2026 | Oct 20, 2026 | $7 |
| GM | long | 40 | Oct 20, 2026 | Oct 20, 2026 | $9 |
| STLD | long | 65 | Oct 20, 2026 | Oct 20, 2026 | ($47) |
| SNY | short | 78 | Oct 20, 2026 | Oct 20, 2026 | ($8) |
| STLD | long | 66 | Oct 20, 2026 | Oct 20, 2026 | ($105) |
| HAL | short | 96 | Oct 20, 2026 | Oct 20, 2026 | ($47) |
| SNY | long | 78 | Oct 20, 2026 | Oct 20, 2026 | ($15) |
| INTC | short | 34 | Oct 19, 2026 | Oct 19, 2026 | $6 |
| MRVL | long | 13 | Oct 19, 2026 | Oct 19, 2026 | $14 |
| AVGO | long | 9 | Oct 19, 2026 | Oct 19, 2026 | $2 |
| HDB | long | 138 | Oct 19, 2026 | Oct 19, 2026 | ($14) |
| INTC | short | 34 | Oct 19, 2026 | Oct 19, 2026 | ($42) |
| AVGO | short | 47 | Oct 19, 2026 | Oct 19, 2026 | ($78) |
| MRVL | short | 13 | Oct 19, 2026 | Oct 19, 2026 | ($8) |
| INTC | long | 33 | Oct 19, 2026 | Oct 19, 2026 | ($49) |
| FOXA | long | 49 | Oct 16, 2026 | Oct 16, 2026 | $8 |
| NFLX | short | 45 | Oct 16, 2026 | Oct 16, 2026 | ($3) |
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.