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| # | Ticker | Price | 12-mo mom. | 3-mo mom. | Trend | Score |
|---|---|---|---|---|---|---|
| 1 | AMD | $642.98 | +113.8% | +20.3% | 50d 200d | 0.97 |
| 2 | MU | $1,072.69 | +397.8% | +14.5% | 50d 200d | 0.94 |
| 3 | FCX | $72.01 | +68.0% | +20.4% | 50d 200d | 0.94 |
| 4 | PANW | $407.80 | +55.4% | +23.5% | 50d 200d | 0.93 |
| 5 | COP | $133.13 | +50.8% | +18.8% | 50d 200d | 0.90 |
| 6 | INTC | $111.07 | +168.0% | +7.7% | 50d 200d | 0.89 |
| 7 | XOM | $167.65 | +49.1% | +16.8% | 50d 200d | 0.89 |
| 8 | CVX | $210.66 | +43.8% | +16.6% | 50d 200d | 0.85 |
| 9 | LRCX | $330.12 | +109.8% | +0.2% | 50d 200d | 0.80 |
| 10 | OXY | $59.65 | +38.5% | +9.3% | 50d 200d | 0.78 |
Screened Oct 08, 2026. "12-mo mom." is the classic 12-1 momentum signal (past year's return, skipping the last month). A high rank means "fits the historical momentum pattern" — not "will go up."
Log scale — equal vertical steps are equal percentage moves. Backtest run 2026-07-27, 469 weekly trades. Hover for values. Curves show market value along the way; the tiles above show the final take-home after taxes.
| Year end | Strategy | SPY |
|---|---|---|
| 2017 | $304 | $276 |
| 2018 | $298 | $266 |
| 2019 | $648 | $346 |
| 2020 | $2,705 | $409 |
| 2021 | $1,263 | $527 |
| 2022 | $963 | $431 |
| 2023 | $1,305 | $544 |
| 2024 | $3,398 | $686 |
| 2025 | $3,367 | $801 |
| 2026 | $8,315 | $869 |
Survivorship bias is doing the heavy lifting. The pick was NVDA (122 wks), TSLA (77 wks), OXY (55 wks) in 54% of all weeks. The stock universe is today's winners — the backtest effectively knew in advance to keep them on the list, and never owned anything that cratered or delisted. A bias-free version would look far worse.
The drawdown was -68%. Would you really keep betting the system after losing two-thirds of the bankroll? Almost everyone quits at the bottom — which turns a paper win into a real loss.
Single worst weeks hit −22%. Whole bankroll, one stock, no exits. A 56% win rate with that variance is how winning records still go broke.
The vig. Every short-term trade pays spread + slippage both ways, and winning years are taxed at ordinary-income rates (~24%+) instead of the 15% long-term rate. Weekly trading pays the vig 52 times a year; the boring baseline pays it once, years from now.
Who the fish are. In the short-term game, retail traders are the small fish — market makers and quant funds are the house, profiting from retail order flow itself. Only low-single-digit percentages of retail day traders stay profitable long-term.
The retail edge is patience. Fund managers get fired for one bad year, so they can't sit through drawdowns. The small fish's structural advantage is time horizon — which is why "boring and long" beats "clever and fast" for almost everyone.
The experiment: 8–12 weeks of paper trades, zero real dollars. If the picks can't beat the baseline with fake money, real money would only have added losses and taxes.