Super Micro Gap Momentum
MomentumBuys a 1.5% opening gap and runs a wide 10% target against a tight 2% stop.
Evidence
Full backtest
SMCI
0.010% fee
0.020% slippage
Total Return (2y 11mo)
+133.60%
Sharpe Ratio
0.87
Max Drawdown
33.98%
Win Rate
23.6%
Profit Factor
1.28
Market replay
Price, trades & P&L
Entries and exits stay aligned with the equity curve for the full run.
Condition Status
Entry0/1 met
regime: gap% > 1.5-0.017062 vs 1.50
Past performance does not guarantee future results. Hypothetical.