Semiconductor Momentum Rotation
RotationHolds the top 3 semiconductor names by 20-day momentum, re-ranking weekly.
Evidence
Full backtest
0.010% fee
0.020% slippage
Total Return (2y 11mo)
+460.67%
Sharpe Ratio
1.69
Max Drawdown
54.02%
Win Rate
67.1%
Profit Factor
—
Market replay
Price, trades & P&L
Entries and exits stay aligned with the equity curve for the full run.
Past performance does not guarantee future results. Hypothetical.