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.
- 14:00 PM ET
Close
After each session, the system scores the universe and publishes the next-session target.
- 2Overnight
Review
See every new position, keep, and exit before the next trading day begins.
- 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
Signals for Next Open
Market filter · Buys allowed| Rank | Symbol | Price | Score | Status |
|---|---|---|---|---|
| 1 | NVDA | $890.42 | 87.20 | Keep |
| 2 | AVGO | $1,480.30 | 84.50 | Keep |
| 3 | META | $620.15 | 81.90 | Keep |
| 4 | COST | $922.45 | 79.80 | Keep |
| 5 | PANW | $385.62 | 76.30 | Keep |
| 6 | NOW | $1,050.78 | 73.10 | Keep |
| 7 | CRM | $338.21 | 70.40 | Keep |
| 8 | GOOGL | $208.50 | 68.50 | Next day buy |
Current Holdings
| Symbol | Value | P&L | Status |
|---|---|---|---|
| NVDA | $16,027.56 | +45.40% | Keep |
| AVGO | $13,322.70 | +33.60% | Keep |
| META | $14,263.45 | +29.10% | Keep |
| PANW | $13,496.70 | +24.20% | Keep |
| NOW | $12,609.36 | +18.00% | Keep |
| CRM | $12,851.98 | +16.60% | Keep |
| COST | $12,914.30 | +8.50% | Keep |
| AMD | $12,903.00 | −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
Momentum leaders with disciplined position retention
- Max DD
- -24.3%
- Sharpe
- 0.89
- Turnover
- 12.4×
Stock-specific momentum beyond broad sector moves
- Max DD
- -24.2%
- Sharpe
- 0.93
- Turnover
- 12.7×
Persistent momentum with liquidity and consistency screens
- Max DD
- -21.5%
- Sharpe
- 1.09
- Turnover
- 5.9×
All 3 sleeves, equally weighted
- Max DD
- -21.2%
- Sharpe
- 1.05
- Turnover
- —
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