Updated strategy, added 100MA, stock selected from top20
Updated strategy: from top 20 market cap usa stocks, pick the top 5 stocks based on previous 9 months stock price performance, stock stasy above 100 day moving average, and buy equally weights. then rebalance every 3 months.
The new one significant outperforms TQQQ and lowered the max drawdown
Summary Performance
| Metric | Momentum Strategy | No Balance (20 Stocks) | SPY | VGT | TQQQ |
|---|---|---|---|---|---|
| Final Portfolio Value | $20.12 | $9.52 | $2.08 | $4.72 | $14.25 |
| Total Return | +1,912% | +852% | +108% | +372% | +1,325% |
| Annualized Return | ~99% | ~66% | ~16% | +37% | +85% |
| Max Drawdown | -26% (Q2 2022) | -32% (Q2 2022) | -24% | -31% | -68% (Q2 2022) |
| Volatility (Std Dev) | 24% | 22% | 15% | 21% | 52% |
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