Strength has a
memory.

A systematic approach to participating in persistent trends while keeping risk visible and position sizes intentional.

Paper tradingLive since January 2024
InceptionJan 2024
Total return+42.8%
Max drawdown-12.4%
vs. SPY+9.8%

Growth of $10,000

Last updated Jan 31, 2026

Past performance is simulated and does not represent actual trading results.

MonthMomentumSPY
Jan 2026+3.2%+1.4%
Dec 2025-1.1%-2.6%
Nov 2025+4.8%+3.7%
Oct 2025+2.0%+1.9%
Sep 2025-0.8%−2.4%
Aug 2025+5.1%+2.0%

Rules, not reactions.

The model evaluates a focused universe of liquid assets and allocates toward the strongest trends. Positions are reviewed and rebalanced once per month.

Rebalance
Monthly
Holdings
8–12
Benchmark
SPY

The scoring formula is intentionally unpublished. We share the inputs, cadence, and outcomes so the process can be evaluated without turning it into a recipe.

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Paper trading only. Past performance is not indicative of future results. This is not investment advice.