High Volume Momentum
Combines price momentum with volume confirmation. Filters for stocks trading above their 20-day average volume (institutional interest), then picks the top 15 by market cap. Weekly rebalancing.
About this strategy
Combines price momentum with volume confirmation. Filters for stocks trading above their 20-day average volume (institutional interest), then picks the top 15 by market cap. Weekly rebalancing.
Strategy Rules
This strategy uses the default universe without additional filters.
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Bargain Reversal
A contrarian mean-reversion strategy that hunts beaten-down large caps showing the first sign of a turn. Requires the close to be within 30% of its all-time low (deeply out of favour) yet back above its 20-day average (turning up), then holds the 15 largest such names. Monthly rebalancing. Grounded in the long-horizon overreaction effect — past losers outperform past winners (De Bondt & Thaler, 1985).
View detailsIntraday Strength
Buys names that close above where they opened (net buying through the session) with above-average volume confirming the move, then holds the top 20 by market cap. Weekly rebalancing. Uses live open/close/volume fields — close-above-open plus a volume confirmation is a classic intraday demand signal.
View detailsRange Compression Breakout
Targets trending stocks whose daily range has compressed — a quiet, tight tape that often precedes an expansion move. Requires the close above its 50-day average (established uptrend) and a daily high-low range under 3% of price (low volatility), then holds the 20 largest such names. Weekly rebalancing. Uses live high/low/close fields; volatility compression preceding expansion is the basis of the Bollinger squeeze.
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