SYSTEMATIC MOMENTUM NASDAQ 100
Risk On · Stage 2Jul 16, 2026

25/20 BIL · SYSTEMATIC TREND & MOMENTUM

Systematic Momentum
Nasdaq 100

A rules-based top-10 portfolio during Stage 2. Capital moves to BIL when the risk regime turns off.

PORTFOLIO VALUE$444,744Initial capital $100,000
SHARPE RATIO2.1820% risk-free rate
TOTAL RETURN+344.7%Latest day -5.7% · QQQ total +29.2%

SINCE LATEST STAGE 2 · Apr 10, 2026

Strategy vs. QQQ

First Risk On trade Apr 13, 2026
25/20 BIL+41.0%$315,364 → $444,744
QQQ+9.5%$117,904 → $129,158
EXCESS RETURN+31.5%97 calendar days
25/20 BIL+41.0%
QQQ+9.5%

DAILY MARK-TO-MARKET

Portfolio performance

$593,549$454,412$315,275$176,138$37,001
Jan 2, 2025Jul 16, 2026
CAGR+164.7%Annualized return
MAX DRAWDOWN-34.1%QQQ -18.8%
VOLATILITY51.1%Annualized daily standard deviation
SORTINO RATIO3.275Return per unit of downside risk
CALMAR RATIO4.828CAGR divided by max drawdown
POSITIVE DAYS62.9%383 daily observations
BETA VS. QQQ1.239Correlation 0.431
TIME IN MARKET87.5%Average equity exposure
CURRENT MONITORING

Daily valuation and latest weekly signal

CLOSE JUL 16, 2026Daily change
STRATEGY-5.7%-$26,688
QQQ-1.6%Daily comparison
TRANSACTIONS0Weekly execution
STATUSMark-to-marketNo intraday or midweek trades
SINCE JUL 10, 2026Weekly changes
STRATEGY-10.3%QQQ -1.7%
TRADES0No rebalancing
LARGEST RANK MOVESNDK#7 → #5
REGIMEUnchangedRisk On · Stage 2

MARKET REGIME

Risk On · Stage 2

LIVE
MARKET REGIMERisk On · Stage 2SPX 7,575.39
STAGE 2
100% EQUITIES
Stage 2 since
Apr 10, 2026
Trend week
13
Exit streak
0 / 2
Equity exposure
100%

SYSTEM DIAGNOSTICS

Risk & efficiency

Information ratio
2.011
Tracking error
46.3%
Downside deviation
34.0%
Best week
+14.4%
Worst week
-13.3%
Annual turnover
9.7×
Trades
168

CALENDAR YEAR

Returns vs. QQQ

2025
25/20 BIL+89.9%
QQQ+18.0%
ALPHA+71.9%
2026 YTD
25/20 BIL+134.1%
QQQ+9.4%
ALPHA+124.7%
IMPORTANT INFORMATION

Research model—not investment advice.

This website presents a hypothetical, rules-based simulation for educational and research purposes. It does not provide personalized advice, a trading recommendation, or an offer to buy or sell securities.

Past and simulated performance does not guarantee future results. The model excludes fees and transaction costs. Actual results may be affected by taxes, commissions, bid-ask spreads, liquidity, execution, and data revisions. Daily adjusted closing prices are reconciled with validated weekly checkpoints. The model uses a current-universe proxy and is subject to survivorship bias.