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For your consideration SharpeQuant Strategy Rank on Leaderboard #3 Hypothetical

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Momentum Stocks IDT

By q3-trader

Equity · Stocks · Started Sep 2026

hypothetical · Cumul. Return
-5.3%
Max Drawdown
7.4%
Trades
379
Win Trades
25.3%
Profit Factor
0.90
Win Months
0.0%
Subscribe $150/mo

About this strategy

**Momentum Stocks IDT — Intraday Trend**

Momentum Stocks IDT is a systematic intraday long/short stock strategy designed to identify and participate in significant short-term price trends in highly liquid stocks.

The strategy uses a disciplined, rules-based process for stock selection, entries, position management, and exits. Both long and short positions may be taken depending on market opportunities and the direction of the individual stock's intraday trend.

Positions may be added to as favorable trends develop and predefined strategy conditions are met. The objective is to capitalize on strong intraday price movement while maintaining a structured approach to position sizing and risk management.

The model is designed around a **$50,000 cash account** and may utilize **up to 2:1 intraday margin**. All positions are intended to be closed during the same trading session, eliminating overnight market exposure.

Momentum Stocks IDT is systematic in nature and is designed to execute consistently without discretionary changes based on short-term opinions or market predictions.

As with all trading strategies, past performance does not guarantee future results. Trading stocks, including short selling and the use of margin, involves substantial risk of loss.

Trend-following Momentum

Hypothetical Monthly Returns (includes fees/commissions)

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2026-2.1-3.3-5.3

Statistics

Overview

Strategy began9/3/2026
Suggested Minimum Capital$35,000
Age54 days
C2 Rank943
Rank at C2 %Top 5.7%
Rank ##244
What it tradesStocks
# Trades379
# Profitable96
% Profitable25.3%
Avg trade duration51.4 minutes
Max peak-to-valley drawdown7.4%
drawdown periodOct 05, 2026 - Oct 27, 2026
Cumul. Return-5.3%
Avg win$133
Avg loss$50

Ratios

W:L ratio0.90
Sharpe Ratio-1.90
Sortino Ratio-2.63
Calmar Ratio-2.25

Verified

C2Star1

CORRELATION STATISTICS

Correlation to SP5000.24
Return Percent SP500 (cumu) during strategy life-0.9%
Return of Strat Pcnt - Return of SP500 Pcnt (cumu)-4.9%

Return Statistics

Ann Return (w trading costs)-29.3%
Return Pcnt (Compound or Annual, age-based, NFA compliant)-0.1%
Return Pcnt Since TOS Status0.0%
Ann Return (Compnd, No Fees)-18.1%

Slump

Current Slump as Pcnt Equity8.0%
Current Slump, time of slump as pcnt of strategy life0.4%

Instruments

Percent Trades Forex0.0%
Percent Trades Futures0.0%
Percent Trades Options0.0%
Short Options - Percent Covered100.0%
Percent Trades Stocks1.0%

Risk of Ruin (Monte-Carlo)

Chance of 10% account loss0.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 40% account loss0.0%
Chance of 50% account loss0.0%
Chance of 60% account loss (Monte Carlo)0.0%
Chance of 70% account loss (Monte Carlo)0.0%
Chance of 80% account loss (Monte Carlo)0.0%
Chance of 90% account loss (Monte Carlo)0.0%

Automation

Percentage Signals Automated99.9%

Popularity

Popularity (Today)674
Popularity (Last 6 weeks)911
C2 Score943
Popularity (7 days, Percentile 1000 scale)780

Trading Style

Any stock shorts? 0/11

Trades-Own-System Certification

Trades Own System?0
TOS percent0.0%

Win / Loss

Avg Loss$50
Avg Win$133
# Winners96
Sum Trade PL (losers)$14,268
Sum Trade PL (winners)$12,786
Num Months Winners0
# Losers283
% Winners25.3%

Dividends

Dividends Received in Model Acct0

Age

Num Months filled monthly returns table2

Frequency

Avg Position Time (mins)51.38
Avg Position Time (hrs)0.86
Avg Trade Length0
Last Trade Ago0

Leverage

Daily leverage (average)1
Daily leverage (max)2.28

Regression

Alpha-0.07
Beta0.30
Treynor Index-0.26

Maximum Adverse Excursion (MAE)

MAE:Equity, average, all trades0
MAE:Equity, 95th Percentile Value for this strat0
MAE:Equity, average, losing trades0
MAE:Equity, losing trades only, 95th Percentile Value for this strat—
MAE:Equity, average, winning trades0
MAE:Equity, win trades only, 95th Percentile Value for this strat—
Avg(MAE) / Avg(PL) - All trades-4.21
MAE:PL (avg, all trades)-1.10
MAE:PL (avg, losing trades)—
MAE:PL (avg, winning trades)—
MAE:PL - worst single value for strategy—
Avg(MAE) / Avg(PL) - Winning trades0.20
Avg(MAE) / Avg(PL) - Losing trades-1.16
Hold-and-Hope Ratio-0.24

RATIO STATISTICS

a (intercept, estimate of alpha)-0.13
VAR (95 Confidence Intrvl)0.01

DRAW DOWN STATISTICS

Strat Max DD how much worse than SP500 max DD during strat life?-1299393408
Max Equity Drawdown (num days)22
Last 4 Months - Pcnt Negative0.5%

Trading record

SymbolSideQtyOpenedClosedP/L
MRNA long16Oct 27, 2026Oct 27, 2026$56
HSBC long37Oct 27, 2026Oct 27, 2026($1)
CLS long11Oct 27, 2026Oct 27, 2026($24)
RCL short10Oct 27, 2026Oct 27, 2026($17)
HLT short9Oct 27, 2026Oct 27, 2026($16)
XYL long32Oct 27, 2026Oct 27, 2026($39)
JCI long20Oct 27, 2026Oct 27, 2026($25)
XYL short163Oct 27, 2026Oct 27, 2026($69)
INIO short989Oct 27, 2026Oct 27, 2026($379)
MRNA short17Oct 27, 2026Oct 27, 2026($52)
HSBC short37Oct 27, 2026Oct 27, 2026($2)
HLT long9Oct 27, 2026Oct 27, 2026($64)
RCL long10Oct 27, 2026Oct 27, 2026($43)
JCI short20Oct 27, 2026Oct 27, 2026($16)
MRNA long16Oct 27, 2026Oct 27, 2026($36)
HSBC long37Oct 27, 2026Oct 27, 2026($24)
PBR short148Oct 26, 2026Oct 26, 2026$13
EQT long298Oct 26, 2026Oct 26, 2026($84)
RRC long304Oct 26, 2026Oct 26, 2026($62)
MRNA long14Oct 26, 2026Oct 26, 2026($25)
PBR long117Oct 26, 2026Oct 26, 2026($68)
MRNA short14Oct 26, 2026Oct 26, 2026($158)
SKHY long23Oct 23, 2026Oct 23, 2026$3
TMUS long20Oct 23, 2026Oct 23, 2026($10)
T long147Oct 23, 2026Oct 23, 2026($34)
SBAC long16Oct 23, 2026Oct 23, 2026($25)
TMUS long20Oct 23, 2026Oct 23, 2026($18)
T short149Oct 23, 2026Oct 23, 2026($22)
T long147Oct 23, 2026Oct 23, 2026($35)
TMUS long20Oct 23, 2026Oct 23, 2026($23)

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.