Strategies / S18
Momentum 90
Absolute momentum: long while the last three months are positive.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1d | -9.1% | +602% | 0.22 | -79.6% | 25.6% | 1,053 |
| Stocks, 1d | +2,224% | +28K% | 0.91 | -36.7% | 37.1% | 1,269 |
| Forex, 1d | +8.9% | +3.1% | 0.10 | -17.5% | 39.6% | 873 |
| Commodities, 1d | +395% | +1,833% | 0.49 | -43.2% | 37.4% | 763 |
| Indices, 1d | +317% | +878% | 0.62 | -23.4% | 37.3% | 708 |
The exact rule
- Go long when 90-bar rate of change crosses above 0.
- Exit the long when 90-bar rate of change crosses below 0.
- Declared timeframe: 1d.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
This runs the same engine in your browser on the latest candles, with your own costs. Press Replay to watch every entry and exit arrive bar by bar.
Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
OBV TrendLong while On-Balance Volume is above its own average.Momentum 10Long while price is above where it was ten bars ago.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.