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Volatility-Adjusted Momentum Eligibility

Explore Volatility-Adjusted Momentum Eligibility on NexusTrade: portfolio performance, risk metrics, and the creator's strategy notes.

Volatility-Adjusted Momentum. Eligibility gate on 126-day momentum divided by 63-day volatility, then the five largest eligible names by market cap, rebalanced every two weeks. Backtest 2020-01-01 to 2026-08-18 reported +1,737.98% with 60.23% max drawdown and 1.66 Sortino, the highest return in the study. Now paper trading forward from 2026-08-18 with no changes.

Open the interactive dashboard for performance, risk metrics and strategy rules.