thetrading.tools

The strategy lab

Systematic strategies

Rule-based, long-only equity strategies with point-in-time signals and next-session execution. Compare their published performance below, or view the blend as a portfolio of independent sleeves.

How It Works

After each market close, the system computes the next session’s signals. You can see what the model will buy, keep, or sell before the market opens.

  1. 14:00 PM ET

    Close

    After each session, the system scores the universe and publishes the next-session target.

  2. 2Overnight

    Review

    See every new position, keep, and exit before the next trading day begins.

  3. 39:30 AM ET

    Next Open

    The model changes the portfolio at T+1, using the same timing as the published record.

What you’ll see on every strategy’s Portfolio tab

SampleIllustrative data

Signals for Next Open

Market filter · Buys allowed
RankSymbolStatus
1NVDAKeep
2AVGOKeep
3METAKeep
4COSTKeep
5PANWKeep
6NOWKeep
7CRMKeep
8GOOGLNext day buy

Current Holdings

SymbolP&LStatus
NVDA+45.40%Keep
AVGO+33.60%Keep
META+29.10%Keep
PANW+24.20%Keep
NOW+18.00%Keep
CRM+16.60%Keep
COST+8.50%Keep
AMD−7.20%Exit next day

A kept stock appears in both lists. A new stock enters the target, while a departing holding stays visible until its next-open exit. Performance and Methodology are public; complete signals, holdings, and trades require Premium.

See Premium →

Side by side

net of modelled execution cost at $100,000 · through 2026-08-21

How each one picks

Momentum leaders with disciplined position retention

Jade looks for liquid stocks showing sustained market leadership, then gives established positions more room than new candidates. The aim is to stay with durable trends while limiting unnecessary turnover.

Portfolio
Concentrated
Turnover
12.4×
Avg hold
26d

Where it hurts. Momentum reversals can be fast, and recent leaders can fall together when market leadership changes.

Stock-specific momentum beyond broad sector moves

Citrine searches for strength that remains after accounting for the broad market and a stock’s sector. It is designed to favor company-specific leadership over a move shared by an entire industry.

Portfolio
Concentrated
Turnover
12.7×
Avg hold
27d

Where it hurts. Sector relationships change, so a stock can be compared with an imperfect benchmark for a time.

Persistent momentum with liquidity and consistency screens

Sunstone favors liquid stocks whose advances have been steady and persistent. It gives more weight to the path of a move than to one isolated jump.

Portfolio
Concentrated
Turnover
5.9×
Avg hold
62d

Where it hurts. A smooth trend can still end in an overnight gap that historical consistency did not anticipate.

Held together →

Run as 3 equally weighted sleeves, the set beats every single member on risk-adjusted terms, because their worst episodes fall in different years. What it cannot fix is how much they still move together: the closest pair correlates 0.79, and more inside a drawdown than outside one. The equity curve, the drawdown overlay and what the mix actually buys are on the combined page.

CAGR
+20.5%
Max DD
-21.2%
Sharpe
1.05
Volatility
19.6%

Growth of $100k, gross of cost

2017-01-032026-08-21
Research, not advice. Strategy results are hypothetical backtests, not subscriber or managed-account returns. They assume next-open fills and use modeled execution costs at the displayed account size where calibrated; actual execution can differ. Dividends and taxes are excluded, historical delisting coverage is incomplete, and every strategy can lose money. Read the full strategy disclosure.