The Ledger · Public record
Tech Momentum Rotation
Spec frozenspec 0f22…afd1 ✓ verifiedby c7f4d8d0-ea08-41d0-8dc0-9a8f8cf71362Forward-tested 0 days1d
Execution model · Paper trading on end-of-day data: signals are evaluated on the daily close and filled per the strategy's entry price field with the same slippage assumption as backtests. The deployed spec is frozen (hash-verified); the ledger is append-only.
Original backtest (in-sample, 2016 →)
- CAGR
- 37.36%
- Total return
- +2773%
- Max drawdown
- 26.1%
- Sharpe
- 1.41
Live forward test (out-of-sample, since 2026-08-06)
- Forward return
- +0.00%
- Max drawdown
- 0.0%
- Days live
- 0
- Ledger signals
- 0
Forward paper equity
Not enough forward history to chart yet — check back after a few trading days.
Signals ledger
append-only — rows can never be edited or deleted
No signals yet — this strategy is waiting for its rules to fire on live end-of-day data. That's the ledger being honest.
Frozen strategy rules (immutable since deployment)
{
"backtest_timeframe": "1d",
"description": "Rotates into the strongest-performing tech stocks based on momentum signals.",
"entry_price_field": "open",
"entry_rule_long": "close > sma_50 & sma_50 > sma_200",
"exit_rule": "close < sma_50",
"indicators": [
{
"length": 50,
"name": "sma_50",
"source": "close",
"type": "sma"
},
{
"length": 200,
"name": "sma_200",
"source": "close",
"type": "sma"
},
{
"formula": "close / close[90]",
"name": "momentum_90",
"type": "custom"
}
],
"max_holding_days": 0,
"max_positions": 5,
"name": "Tech Momentum Rotation",
"position_size_mode": "notional_pct",
"position_size_pct": 20,
"ranking_field": "momentum_90",
"stop_loss_pct": 8,
"symbols": [
"AAPL",
"MSFT",
"NVDA",
"META",
"GOOGL",
"AMZN",
"AMD",
"TSLA",
"AVGO",
"ORCL"
],
"take_profit_pct": 0
}Forward testing has no survivorship bias — signals are recorded as they happen, on the symbols the strategy actually watches. Historical simulation for research and education. Not financial advice. Past performance does not predict future results.