Momentum & Trend

Momentum strategies bet that strong stocks keep winning. New-high, breakout, relative-strength and trend-following research for Taiwan and US markets, each with full backtests and drawdown.

New High Strategy: Building a 48% Annual Return Momentum System with AI

Buy at all-time highs

Annual return 48.1% Sharpe 1.55 TW

Three Positive Cash Flows = Hot Stocks? Data Reveals the Truth

All positive = worst performer

Annual return 25.5% Sharpe 0.80 TW

AI Quantitativ

AI Quantitative Research: 5 Prompts to Build a 48% Annual Return System

Annual return 48.2% Sharpe 1.69

Turn Ideas into Strategies