RealTest Strategies / RealTeast NASDAQ Momentum Rotation

RealTeast NASDAQ Momentum Rotation

A monthly momentum rotation strategy for NASDAQ 100 stocks, coded in RealTest. Unlike basic momentum approaches, it combines dual-timeframe momentum scoring with an anchored VWAP filter. Backtested since 2000 with Norgate survivorship-free data and walk-forward validation.

Beating SPY
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Live Market Performing
Performs in live market conditions since 2026-02-02
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Strategy Overview

NASDAQ 100 Momentum Universe

NASDAQ 100 constituents trend more consistently than the broad market during risk-on periods, which makes them a stronger universe for momentum strategies than SPX. The strategy rotates into the top-ranked names at the end of each month and holds until they drop out of the ranking. Monthly rebalancing keeps execution simple and time commitment low.

Composite Momentum Scoring

Standard momentum rotation ranks stocks by a single return period. This strategy ranks by a composite score that combines two timeframes, which produces a meaningfully different set of winners than single-period ranking. In practice, this avoids rotating into stocks that are already extended and selects for names that have shown consistent directional strength across both measurement windows.

Entry Filter and Risk Profile

Before any position is opened, each top-ranked stock passes an additional entry filter. Stocks that fail are skipped at that rotation regardless of rank. This filter is the primary difference between this strategy and publicly available implementations of the same concept, and it accounts for most of the difference in drawdown profile. Position size scales down automatically when short-term index conditions deteriorate. Backtested from January 2000 with Norgate survivorship-free data and Interactive Brokers commissions. 

What You Get

RealTest by MHP Trading logo
RealTest Strategy Code (.rts)
Complete RealTest (.rts) strategy code. Import, backtest, and modify.
Trading strategy rules plain text document
Plain Text Rules
Full strategy logic in plain text. Clear rules for implementation on any trading platform.

Advanced Backtest Insights

Statistical Edge Verification

Science, governed by mathematics

RealTest trading software logo

Quick start guide

From download to first backtest in 1 minutes

OrderClerk automated trading execution interface

Daily Live Trading

For RealTest automated execution

Total daily time: ~5 minutes

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Strategy Details

Model assumptions

Included in Backtest

Commission$0.005 / Share
Slippage10 bps per side

SPY Buy & Hold Benchmark

Does not include any transaction fees, slippage, or management costs.

Portfolio Builder & Simulator

Visualize your diversification edge

Instantly simulate how this strategy improves your existing portfolio. Check correlations, optimize allocations, and verify the smoothed equity curve before you deploy.

Generate Correlation Matrix
Optimize Capital Allocation
Simulate Combined Metrics
Visual Performance Comparison
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Strategy Code Preview

RealTest full source code included in download

RealTeast NASDAQ Momentum Rotation RealTest code structure

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Demo Strategy

$ 0 one-time

Free RealTest demo mean reversion strategy.

  • RealTest .rts file
  • Robustness Verified
  • Does not include RealTeast NASDAQ Momentum Rotation
RealTest Users' Favorite

RealTeast NASDAQ Momentum Rotation

$ 990 one-time

Full strategy code and rules.

  • ...% Portfolio Growth
  • In-Sample / Out-of-Sample Validated
  • Survivor-Bias Free
  • Outperforms SPY Benchmark
  • Fully Customizable Source Code
  • Download Once, Use Forever

Multi-Strategies Bundle

$ 2,700 one-time

Instant diversification. You own our complete suite of uncorrelated, robust strategies.

Easy To Use

Download strategy, open RealTest, click "import" and "test".

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Common Questions

A monthly momentum rotation strategy for NASDAQ 100 stocks, coded in RealTest. Unlike basic momentum approaches, it combines dual-timeframe momentum scoring with an anchored VWAP filter. Backtested since 2000 with Norgate survivorship-free data and walk-forward validation.
RealTest by Martin Parker (MHP Trading). Strategies are delivered as .rts files for direct import. For live execution: OrderClerk + Interactive Brokers.
Survivorship-bias-free data from Norgate (January 2000 to present). Walk Forward Analysis for out-of-sample validation. 1000+ Monte Carlo simulations for statistical robustness. No cherry-picked parameters.
Interactive Brokers tiered commission structure is modeled. Slippage: 10 bps per side.
2026-02-02. The equity curve shows both backtest (from 2000) and real performance afterward.
RealTest .rts file (complete source). Plain-text trading rules. Full documentation with parameter explanations.
The equity curve above plots RealTeast NASDAQ Momentum Rotation against SPY (S&P 500 ETF) from 2000. Key metrics: CAGR, Maximum Drawdown, Sharpe, Sortino.
Complete source code, perpetual license. Modify parameters, adjust position sizing, combine with other systems, or use as a starting point for your own research. No restrictions.
Norgate Data (recommended) for survivorship-bias-free US equities. Yahoo Finance works for basic testing but lacks delisted stocks. The backtest results shown here use Norgate Platinum.
RealTest to OrderClerk to Interactive Brokers. Generate signals daily in RealTest, execute automatically via OrderClerk to IBKR. Free setup course available.