Compendium › Momo Momentum › IWM
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
IWM
Alpaca Tradeable

Momo Momentum's Analysis

2024-01-02 00:00:00+00 to 2026-05-07 14:20:00+00 • 16 trades executed

-5.88%
2 Years Return
$9,996.63
Current Value
64%
Win Rate
$10,620.75
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-05-07 10:21:43

No strong directional signal. Monitor for regime shift.

Fear & Greed
47
Neutral
VIX
17.4
NORMAL
10Y Yield
4.45%
ELEVATED
Yield Curve
+0.49%
NORMAL
HY Spread
2.77
CALM
🌍 Kp Index
🟢 0.5
Quiet
⛈️ 4 storm days in 7d
RSI(14)
41.2 neutral
20d Trend
-2.2%
5d Trend
-1.3%
EMA20 Dist
-1.9%
ATR%
1.8%
Range Pos
63%
Bounce Ratio
0.9×
Green/Red 10d
5/5

Strategy Score Scored May 4, 2026

8
Lifetime
Confidence: 47%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
10.8/15
Profit Factor
0.0/15
Consistency
6.7/10
Raw Quality 17.5/100
× Confidence 0.47 = 8.3

30-Day Momentum

Insufficient Recent Data
Fewer than 3 trades in the last 30 days. Momentum scores require recent trading activity.
How Scoring Works: Score = Quality × Confidence. Quality (0-100) rates absolute performance across 5 dimensions: Return-to-Risk (35pts), Total Return (25pts), Win Rate (15pts), Profit Factor (15pts), Consistency (10pts). Confidence (47%) adjusts for trade count and freshness — more trades + recent activity = higher confidence. Momentum uses the same model recalibrated for a 30-day trailing window. PRO status requires both Lifetime Score ≥ 70 and Momentum ≥ 40.

Data Transparency

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles Used
86,135
Timeframe
5-Minute Bars
Date Range
2024-05-07 → 2026-05-07
Trading Days
536 days
Data Gaps
None (21 market holidays)

Market Closed (21 days)

2024-05-27 — Memorial Day, 2024-06-19 — Juneteenth, 2024-07-04 — Independence Day, 2024-09-02 — Labor Day, 2024-11-28 — Thanksgiving, 2024-12-25 — Christmas Day, 2025-01-01 — New Year's Day, 2025-01-09 — National Day of Mourning (Carter), 2025-01-20 — MLK Jr. Day, 2025-02-17 — Presidents' Day, 2025-04-18 — Good Friday, 2025-05-26 — Memorial Day, 2025-06-19 — Juneteenth, 2025-07-04 — Independence Day, 2025-09-01 — Labor Day, 2025-11-27 — Thanksgiving, 2025-12-25 — Christmas Day, 2026-01-01 — New Year's Day, 2026-01-19 — MLK Jr. Day, 2026-02-16 — Presidents' Day ... and 1 more
Brokerage: Alpaca Markets

✓ Tradeable on Alpaca
Stocks: Commission-free • Market hours: 9:30 AM - 4:00 PM ET

To execute these strategies, you'll need an Alpaca brokerage account.

Performance Summary

Starting Capital
$10,620.75
Current Value
$9,996.63
Total P&L
$-624.11
Max Drawdown
-12.8%
Sharpe Ratio
-0.10

Trade Statistics

Total Trades
14
Winners / Losers
9 / 5
Best Trade
+3.40%
Worst Trade
-8.18%
Avg Trade Return
-0.36%
Avg Hold Time
20.4d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$274,064.75
Estimated Fees
$0.00
Gross P&L
$-624.11
Net P&L (after fees)
$-624.11
Gross Return
-5.88%
Net Return (after fees)
-5.88%

✅ Stocks: Alpaca offers commission-free stock trading. No fees on this symbol!
Actual fees may vary based on your volume tier. See Alpaca pricing.

Equity Curve — Your Money Over Time

Each dot is a completed trade. ● Green = profitable trade, ● Red = losing trade. Hover for details.

The dashed blue line shows your starting $10,000. Points above = profit, points below = loss.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset

Price Action + Equity Overlay

📈 IWM Price (left axis) vs 📊 Your Equity (right axis). See how the stock price moved while you held positions.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset
📊 Price data: 536 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Complete Trade History

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Momo Momentum had $10,620.75 at period start. When he sees a buy signal, he uses all available cash to buy shares. He holds until hitting his +5% target, -10% stop loss, or 30-day limit. After selling, the profit/loss is added to his balance, and the next trade uses that new balance.

# Action Date & Time Price/Share Shares Total Value Balance After Result Exit Reason
1 🟢 BUY May 15, 2024 9:35am ET $209.07 50 $10,453.50 — — —
🔴 SELL Jun 4, 2024 9:35am ET $203.03 50 $10,151.50 $10,318.75 $-302.00
(-2.9%) 		⏰ 30 Day Max
20d held
2 🟢 BUY Jul 15, 2024 9:30am ET $214.50 48 $10,296.00 — — —
🔴 SELL Aug 5, 2024 9:30am ET $196.96 48 $9,454.08 $9,476.83 $-841.92
(-8.2%) 		🛑 -10% Stop
21d held
3 🟢 BUY Sep 3, 2024 9:35am ET $218.47 43 $9,394.21 — — —
🔴 SELL Sep 23, 2024 9:35am ET $222.29 43 $9,558.47 $9,641.09 +$164.26
(+1.8%) 		⏰ 30 Day Max
20d held
4 🟢 BUY Oct 7, 2024 9:30am ET $218.03 44 $9,593.32 — — —
🔴 SELL Oct 28, 2024 9:30am ET $221.40 44 $9,741.78 $9,789.54 +$148.46
(+1.6%) 		⏰ 30 Day Max
21d held
5 🟢 BUY Nov 7, 2024 9:30am ET $236.65 41 $9,702.65 — — —
🔴 SELL Nov 27, 2024 9:30am ET $243.35 41 $9,977.35 $10,064.24 +$274.70
(+2.8%) 		⏰ 30 Day Max
20d held
6 🟢 BUY Nov 29, 2024 9:35am ET $242.48 41 $9,941.68 — — —
🔴 SELL Dec 18, 2024 3:25pm ET $223.02 41 $9,143.82 $9,266.38 $-797.86
(-8.0%) 		🛑 -10% Stop
19.2d held
7 🟢 BUY May 5, 2025 9:35am ET $198.92 46 $9,150.32 — — —
🔴 SELL May 27, 2025 9:30am ET $204.55 46 $9,409.30 $9,525.36 +$258.98
(+2.8%) 		⏰ 30 Day Max
22d held
8 🟢 BUY May 28, 2025 9:35am ET $207.52 45 $9,338.40 — — —
🔴 SELL Jun 17, 2025 9:35am ET $209.53 45 $9,428.85 $9,615.81 +$90.45
(+1.0%) 		⏰ 30 Day Max
20d held
9 🟢 BUY Jun 30, 2025 9:30am ET $216.13 44 $9,509.72 — — —
🔴 SELL Jul 21, 2025 9:30am ET $223.47 44 $9,832.68 $9,938.77 +$322.96
(+3.4%) 		⏰ 30 Day Max
21d held
10 🟢 BUY Jul 24, 2025 9:30am ET $225.46 44 $9,920.24 — — —
🔴 SELL Aug 13, 2025 9:30am ET $228.30 44 $10,045.20 $10,063.73 +$124.96
(+1.3%) 		⏰ 30 Day Max
20d held
11 🟢 BUY Aug 27, 2025 9:45am ET $235.53 42 $9,892.26 — — —
🔴 SELL Sep 16, 2025 9:45am ET $238.07 42 $9,998.94 $10,170.41 +$106.68
(+1.1%) 		⏰ 30 Day Max
20d held
12 🟢 BUY Sep 17, 2025 10:00am ET $240.14 42 $10,085.88 — — —
🔴 SELL Oct 7, 2025 10:00am ET $246.46 42 $10,351.32 $10,435.85 +$265.44
(+2.6%) 		⏰ 30 Day Max
20d held
13 🟢 BUY Dec 12, 2025 9:30am ET $257.60 40 $10,303.80 — — —
🔴 SELL Jan 2, 2026 9:30am ET $246.67 40 $9,866.80 $9,998.85 $-437.00
(-4.2%) 		⏰ 30 Day Max
21d held
14 🟢 BUY Jan 15, 2026 9:40am ET $263.85 37 $9,762.45 — — —
🔴 SELL Feb 4, 2026 9:40am ET $263.79 37 $9,760.23 $9,996.63 $-2.22
(-0.0%) 		⏰ 30 Day Max
20d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,996.63
Net Profit/Loss: $-3.37
Total Return: -0.03%
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