A daily momentum strategy in commodity-linked stocks. It picks the 7 names with the strongest 30‑day performance from a small list of gold, energy, and agriculture companies and splits the money evenly across them.

Start with a fixed list of 11 stocks tied to commodities (gold miners AEM/AGI/WPM/FNV; energy AR/RRC/GPOR, midstream TRGP/ET; agriculture PPC; seeds CTVA). Each day, measure each stock’s total return over the last 30 days. Buy the 7 with the best returns, split money evenly; sell the rest. Repeat daily.

Out-of-sample momentum in commodity-linked equities targets 15.5% annualized returns with an 11.3% max drawdown and Calmar 1.37, plus a low beta (~0.40) and Sharpe ~0.69—offering better downside control than the S&P 500.