Sunstone
Persistent momentum with liquidity and consistency screensSunstone 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.
Signal from the 2026-08-21 close, filled at the next session’s open.
- Starting capital
- $100,000
- 2017-01-03
- Current value
- $811,617
- 2026-08-21
- Total return
- +711.6%
- Annualized return
- +24.3%
- SPY +13.6%
- Max drawdown
- -21.5%
- 2020-02-20 → 2020-03-23
- Profit factor
- 2.32
- avg win +23.7%, avg loss -8.7%
Equity curve
Sunstone — 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 | -1.7 | 5.4 | -3.0 | 1.5 | 5.7 | -3.9 | 4.1 | 0.6 | 0.4 | 4.4 | 2.7 | 3.2 | +20.2% |
| 2018 | 3.2 | -5.4 | -2.0 | 0.5 | 5.6 | -1.2 | -0.0 | 8.9 | 0.1 | -9.1 | 0.9 | -4.2 | -3.9% |
| 2019 | -0.1 | 1.8 | 3.7 | -0.3 | -0.9 | 4.6 | 4.1 | 3.8 | -2.5 | 2.5 | -2.3 | 0.5 | +15.5% |
| 2020 | 2.0 | -5.3 | -7.2 | 4.7 | 6.2 | 23.1 | 8.4 | 3.3 | 2.0 | -8.6 | 25.9 | 6.8 | +72.5% |
| 2021 | 8.7 | 10.8 | -2.0 | 2.6 | 2.0 | -3.1 | 1.4 | 1.7 | -8.3 | 9.0 | 2.0 | 0.1 | +26.0% |
| 2022 | -12.9 | 2.0 | 3.6 | -1.3 | 1.9 | -7.5 | 2.1 | 0.3 | 0.0 | 0.0 | 0.0 | -3.0 | -14.9% |
| 2023 | 3.3 | -2.3 | 3.9 | 3.3 | -0.4 | 9.9 | 3.2 | -2.8 | -5.9 | -6.2 | 15.1 | 8.2 | +30.9% |
| 2024 | 0.2 | 6.4 | 8.4 | -0.8 | 6.2 | -0.7 | 0.3 | 1.7 | -0.7 | -0.4 | 6.3 | -5.7 | +22.1% |
| 2025 | 8.0 | -1.1 | -10.1 | 2.8 | 8.9 | 6.6 | 6.5 | -1.3 | 10.6 | 7.4 | 1.0 | 2.8 | +48.9% |
| 2026 | 12.1 | 24.3 | -4.1 | 10.9 | -4.8 | 12.1 | -12.8 | 0.2 | · | · | · | · | +38.2% |
Monthly figures in percent, after execution costs. 63.8% of months were positive; best year +72.5%, worst -14.9%. 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.