Wolf of Options

MOMENTUM BACKTESTER

// YIELD-MOMENTUM RANKING STRATEGY

Ranking Universe (top # slots held)

MIN YIELD %

Anchor Positions (always held)

%

Total: 0%

Momentum Parameters

Lookback

# Positions Held

Skip Last Month

Score Type

Total Return Price Only

Exit Type

Hard (immediate) Gradual (1 period)

Portfolio

Start ($)

Monthly (+$)

Contrib Day

Benchmark

Start Date

End Date

Rebalance Every

Div Distribution

CONFIGURE & RUN TO SEE RESULTS