Test and Analyze
Systematic Momentum
A powerful research environment for simulating relative, absolute, and dual momentum strategies using historical market data. Strictly for educational and analytical purposes.
The Logic of Momentum
Momentum investing is grounded in the observation that assets which have performed well recently tend to continue performing well in the near term, while those that have performed poorly tend to continue performing poorly.
Relative Momentum
Ranks securities against their peers. By selecting the top performers over a defined lookback period, this cross-sectional approach aims to capture relative strength within a market universe.
Absolute Momentum
Focuses on the trend of the asset itself, independent of peers. Often called time-series momentum, it filters out assets with negative returns over the lookback to protect capital during severe downtrends.
Dual Momentum
Combines both metrics. It first requires positive absolute momentum to enter the market, then selects the strongest assets based on relative momentum, striving for both growth and downside protection.
Institutional-Grade Analytics
Our backtest engine computes comprehensive metrics to evaluate strategy robustness beyond simple returns.
Important Disclaimers
Research Use Only: This platform is intended strictly for educational and research purposes. It does not provide investment advice, financial advice, trading signals, or recommendations to buy or sell securities.
Hypothetical Results: All simulations are hypothetical backtests using historical data and assumptions. Hypothetical results have inherent limitations and do not represent actual trading. Past performance does not guarantee future results.
Data Limitations: Market data used in simulations is sourced from free public sources. These sources may contain inaccuracies, survivorship bias, missing data, or delays.