28 - Monthly Nasdaq Top 10 Trading - PKD Modified
Today’s Change (Mar 17, 2026)
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About
A daily rule-based system that selects the top 2 Nasdaq/large-cap stocks with strongest momentum, using RSI and moving-average signals, and holds cash-like Treasuries when signals are weak; rebalances daily.
- The universe: a set of large U.S. stocks (e.g., AAPL, MSFT, GOOGL, TSLA, META, NVDA, AMZN, COST, PEP) plus market proxies.
- For each stock, compute momentum and trend signals using RSI (a momentum gauge) and moving averages (price vs trend lines).
- A stock is considered only if it clears several gates (RSI not in extreme overbought territory and price is comfortably above a moving average, indicating an uptrend).
- Among all stocks that pass, rank them by cumulative return over the last 20 trading days and pick the top 2.
- Allocate equal weight to those two stocks.
- If no stock passes the gates, shift to cash-like safety via SHV, IEI, and BIL in equal measure.
- Rebalance normally on a daily basis.
- The approach is a modified version (PKD Modified) of a Nasdaq-top-name strategy, with nested checks and a cash reserve to manage drawdown in weaker markets.
Out-of-sample edge: daily top-two momentum picks deliver ~56% annualized return vs SPY ~18%, Sharpe ~2.08 vs ~1.01, and max drawdown ~9.8% vs ~18.8%, with cash-hedged safety when signals weaken.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.28 | 0.61 | 0.17 | 0.42 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 501.07% | 14.19% | -1.77% | 0.2% | 0.88 | |
| 9,964.65% | 40.65% | -0.76% | -1.37% | 1.51 |
Initial Investment
$10,000.00
Final Value
$1,006,464.74Regulatory Fees
$3,455.59
Total Slippage
$22,598.46
Invest in this strategy
OOS Start Date
Jul 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Equities, momentum, trend-following, nasdaq tilt, daily rebalancing
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COST
Costco Wholesale Corp
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
PEP
PepsiCo, Inc.
Stocks