About EquiAlgo

A quantitative momentum strategy with free research tools for serious traders and investors. Follow our algorithm or use our tools to do your own research.

Primary Feature

Momentum Portfolio Strategy

A systematic, rules-based approach to stock selection delivering exceptional risk-adjusted returns through quantitative momentum scoring and portfolio optimization.

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Total Return
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Annualized
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Sharpe Ratio
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Max Drawdown

Strategy Overview

Universe
85 high-growth stocks across tech, fintech, crypto, and emerging sectors
Portfolio Size
10 stocks, equal capital allocation
Rebalancing
Daily momentum ranking, trades executed at next-day open
Market Filter
QQQ above 13-day moving average (trend confirmation)
Entry Threshold
Minimum momentum score of 60/100
Backtest Period
Jan 2023 - Nov 2025

How It Works

1

Daily Scoring

Every trading day, all 85 stocks are evaluated using a 7-factor momentum scoring system. Only stocks scoring above 60 are considered for entry.

2

Market Filter

Signals are only generated when QQQ is above its 13-day moving average, ensuring we trade with the overall market trend.

3

Portfolio Construction

The top 10 ranked stocks form the portfolio with equal capital allocation. Positions are rebalanced daily based on momentum rankings.

7-Factor Momentum Scoring

Each stock receives a composite score (0-100) based on seven factors. Weights are optimized for maximum risk-adjusted returns.

Price Performance21.1%
3-month return strength
Volume Strength20.4%
Institutional interest
MA Alignment16.9%
10/20/50-day position
Bullish Candles16.3%
Buying pressure
Volatility11.9%
Sustainable trends
Trend Consistency10.5%
R² trend quality
Relative Strength3.0%
vs SPY benchmark
Calmar Ratio...
Return / Drawdown
Free Research Tools

Do Your Own Research

Use our free tools to discover opportunities, analyze stocks, and build your own investment thesis.

Important Disclaimer

EquiAlgo is for informational and educational purposes only. The information, charts, and analysis tools do not constitute investment advice. All backtested results are hypothetical and do not reflect actual trading. Past performance is not indicative of future results. You should conduct your own research and consult with qualified financial advisors before making any investment decisions. Trading stocks carries risk, including the potential loss of principal.