Super Micro Gap Momentum
MomentumBuys a 1.5% opening gap and runs a wide 10% target against a tight 2% stop.
What this strategy does
Super Micro Gap Momentum is a momentum strategy that trades SMCI on 1-hour bars. Buys a 1.5% opening gap and runs a wide 10% target against a tight 2% stop.
How it performed
Backtested on real SMCI market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +86.6%, or +23.1% annualized. It closed 166 trades with a 20% win rate. Risk-adjusted, that is a Sharpe ratio of 0.76, a Sortino ratio of 1.36 and a maximum drawdown of 31.9%.
| Symbol | SMCI |
|---|---|
| Bar size | 1-hour |
| Strategy type | Momentum |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +86.6% |
| Annualized return | +23.1% |
| Sharpe ratio | 0.76 |
| Sortino ratio | 1.36 |
| Max drawdown | 31.9% |
| Win rate | 20% |
| Closed trades | 166 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.