Momentum

It selects a basket of large-cap US stocks with a trend-following rule and wraps it in layered risk machinery: diversification-aware weighting, conservative position sizing, a volatility target that de-risks in turbulent markets, and a hard drawdown stop. We publish the outputs — every order, every day, every verdict — not the recipe; the exact rule and parameters stay private. Momentum — favoring stocks with recent relative strength — is one of the most-studied effects in quantitative finance; whether this implementation carries real edge is exactly the question this public paper trading record exists to answer. The honest caveat, from our own testing: the edge is marginal and not yet proven — the headline backtest sits at the lucky end of its start-date variants, and the statistical bar for 'this is real' has not been cleared. That is precisely what this record and the December gate exist to settle.