About EquiAlgo
A quantitative momentum equity portfolio strategy for systematic stock selection. Transparent methodology, daily rankings, and complete backtest results.
Momentum Portfolio Strategy
A systematic, rules-based approach to stock selection delivering exceptional risk-adjusted returns through quantitative momentum scoring and portfolio optimization.
Strategy Overview
How It Works
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.
Market Filter
Signals are only generated when QQQ is above its 13-day moving average, ensuring we trade with the overall market trend.
Portfolio Construction
The top 10 ranked stocks form the portfolio with equal capital allocation. Positions are rebalanced daily based on momentum rankings.
Trade Tracking
Every trade is logged with full transparency. View round-trip P&L calculations, individual sub-trades, and complete trade history in the Trades page.
7-Factor Momentum Scoring
Each stock receives a composite score (0-100) based on seven factors. Weights are optimized for maximum risk-adjusted returns.
Built by Yuriy Matso
Software engineer and quantitative trading enthusiast with a passion for building data-driven tools.
Expertise & Interests
Software Development
20+ years building startups, games, web apps, and mobile apps. Experienced Product Lead managing development teams across diverse projects.
AI / LLMs
Started building ML models 5 years ago. Now focused on AI agents, complex RAG systems, and agentic workflows for real-world applications.
Social Media & Advertising
Built products at Channel Factory and Nomology on top of Google Ads and YouTube to streamline media buying and ad management.
Financial Markets
Quantitative trading strategies and market analysis. Read more about my trading journey on FutAlgo.
Connect & Other Projects
Follow me on social media.
Other Projects
Other tools and platforms I've built for traders and businesses.
Important Disclaimer
EquiAlgo is for informational and educational purposes only. The information, charts, and analysis 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.