u/IndexEdge

Wanted to share a project I've been working on: a fully rules-based momentum strategy for US tech equities. No discretionary stock picking - everything is ranked and selected by a defined funnel (momentum filters, 52-week high proximity, MA stack), rebalanced monthly.

Backtest results since 2016:

• CAGR: 42.1% (trailing 10Y)
• 1Y return: +145.4%
• 3Y return: +403.8%
• Max drawdown: -40.8%

Happy to go into the funnel logic or backtest construction if anyone's curious - especially interested in feedback on drawdown management since -40.8% is still rough.