Jade
Momentum leaders with disciplined position retentionJade 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.
Signal from the 2026-08-21 close, filled at the next session’s open.
- Starting capital
- $100,000
- 2017-01-03
- Current value
- $515,926
- 2026-08-21
- Total return
- +415.9%
- Annualized return
- +18.6%
- SPY +13.6%
- Max drawdown
- -24.3%
- 2021-11-09 → 2023-05-24
- Profit factor
- 1.48
- avg win +18.3%, avg loss -7.4%
Equity curve
Jade — after costsSPY buy & hold
Drawdown
Both charts include estimated execution costs for a $100,000 account. The estimate scales each fill with order size, liquidity, and volatility; actual slippage can differ.
Returns by year
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | 3.3 | 1.9 | -0.7 | 0.1 | 1.6 | -0.7 | 4.4 | 0.1 | 2.4 | 4.2 | 3.8 | 1.0 | +23.4% |
| 2018 | 5.4 | -4.5 | -1.7 | -0.2 | 9.3 | 2.2 | 1.0 | 10.8 | -0.3 | -13.8 | 0.1 | -5.6 | +0.2% |
| 2019 | 4.3 | 3.2 | 3.4 | -0.3 | -2.5 | 5.0 | 0.7 | 1.5 | -7.6 | 1.2 | 3.3 | 2.2 | +14.8% |
| 2020 | 3.2 | -6.7 | -4.3 | 1.6 | 7.1 | 9.8 | 14.6 | 0.8 | 0.8 | -4.2 | 17.6 | 8.8 | +57.1% |
| 2021 | 12.3 | 6.1 | -6.8 | 4.2 | 1.7 | -1.5 | -0.6 | 2.8 | -3.1 | 8.3 | -2.4 | 0.1 | +21.5% |
| 2022 | -7.3 | 2.0 | 2.8 | 0.3 | 2.9 | -2.9 | 0.2 | 0.3 | -0.5 | 0.2 | -0.8 | -4.0 | -7.1% |
| 2023 | 0.0 | -1.6 | -0.7 | -5.7 | 1.9 | 8.4 | 1.2 | -1.0 | -1.9 | -2.6 | 10.1 | 1.2 | +8.5% |
| 2024 | 2.8 | 20.4 | 1.5 | -6.7 | 6.9 | -1.7 | -1.1 | 3.6 | 0.9 | 1.2 | 15.2 | -6.9 | +38.4% |
| 2025 | 5.3 | -0.7 | -9.0 | -0.4 | 5.2 | 7.3 | 4.2 | 4.5 | 10.4 | 5.9 | 4.0 | -1.1 | +40.0% |
| 2026 | 8.3 | 8.5 | -9.2 | 6.8 | -0.6 | -6.5 | -10.2 | 2.5 | · | · | · | · | -2.5% |
Monthly figures in percent, after execution costs. 63.8% of months were positive; best year +57.1%, worst -7.1%. The final year is partial.
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.