Vol Runup
STACKED ML · MULTI-HORIZON ENSEMBLE + WINNER CLASSIFIER · 10% TRAIL + 90D MAX▶About this strategy — what it is, what it looks for, how it operates
A long-only low-volatility book. It runs a multi-horizon momentum model in reverse — going long the names it scores LOWEST for a big up-move, which are the steady, low-volatility stocks. It harvests the low-volatility premium: calmer names that have historically delivered better risk-adjusted returns.
- Looks forthe stocks a 4-horizon, 20-model momentum ensemble ranks least likely to spike — i.e. the lowest-volatility, steadiest names in the universe
- Universe~500-700-name stock universe (leveraged/inverse ETFs excluded)
- Operateslongs the 20 lowest-scored names each day; long-only; 7-day per-ticker reentry cap
- Exit10% trailing stop with a 90-day maximum hold
Backtest — 5-fold walk-forward, honest true-daily marks (2024-01 → 2026-05)
Sharpe
1.51
Win rate
55%
CAGR
+15.6%
Max DD
-13.6%
Backtest numbers, not live results — measured on honest true-daily marks across a 5-fold walk-forward with 10bps costs. Past performance does not guarantee future returns.
TOTAL P&L
+$99
+2.94% on $3,380 deployed
REGIME PAUSED
VIX 16.6
PERFORMANCE
RETURN
+2.94%
+$99 on capital deployed
SHARPE
1.92
annualized
WIN RATE
22.59%
117W / 401L
MAX DD
-4.55%
worst drawdown
REALIZED P&L
-$92
518 closed trades
UNREALIZED P&L
+$191
133 open positions
LONG EXPOSURE
$877
net +$877
SHORT EXPOSURE
$0
gross $877
Last scan: 7/2/2026, 10:12:50 AM
Next scan: in 3h 10m (22:00 UTC weekday)
Open Positions133 held · live MTM
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Recent Closed Tradeslast 100 closed · most recent first
| SIDE | TICKER | ENTRY | EXIT | PROFIT | |
|---|---|---|---|---|---|
| LONG | PONY | $6.92 | $7.62 | +$1 +10.16% | |
| LONG | UNH | $378.42 | $392.72 | +$0 +3.78% | |
| LONG | NKE | $41.40 | $40.11 | $-0 -3.11% | |
| LONG | PDD | $76.65 | $83.70 | +$0 +9.20% | |
| LONG | JD | $25.53 | $30.12 | +$1 +17.99% | |
| LONG | EBAY | $111.02 | $105.70 | $-0 -4.80% | |
| LONG | SIRI | $30.09 | $29.33 | $-0 -2.52% | |
| LONG | FISV | $47.81 | $50.20 | +$0 +5.00% | |
| LONG | CF | $104.76 | $114.61 | +$0 +9.41% | |
| LONG | BBY | $79.00 | $81.15 | +$0 +2.73% | |
| LONG | KHC | $22.55 | $24.86 | +$1 +10.24% | |
| LONG | FSLY | $17.74 | $23.43 | +$2 +32.06% | |
| LONG | CVS | $90.99 | $99.54 | +$0 +9.40% | |
| LONG | GME | $21.14 | $20.54 | $-0 -2.85% | |
| LONG | LLY | $1142.97 | $1112.00 | $-0 -2.71% | |
| LONG | MO | $74.00 | $67.43 | $-0 -8.88% | |
| LONG | AAPL | $286.86 | $306.07 | +$0 +6.70% | |
| LONG | NVO | $45.48 | $46.45 | +$0 +2.13% | |
| LONG | SGHC | $12.80 | $14.03 | +$0 +9.62% | |
| LONG | HUM | $364.34 | $368.48 | +$0 +1.14% | |
| LONG | NVDA | $197.15 | $191.25 | $-0 -2.99% | |
| LONG | MS | $197.81 | $205.70 | +$0 +3.99% | |
| LONG | ADI | $391.78 | $356.08 | $-0 -9.11% | |
| LONG | AMZN | $247.70 | $229.46 | $-0 -7.36% | |
| LONG | HAL | $34.88 | $31.88 | $-0 -8.61% | |
| LONG | QQQ | $705.32 | $671.54 | $-0 -4.79% | |
| LONG | UPS | $102.89 | $105.95 | +$0 +2.97% | |
| LONG | XBI | $133.62 | $147.85 | +$1 +10.65% | |
| LONG | FTNT | $141.00 | $150.15 | +$0 +6.49% | |
| LONG | USO | $112.47 | $125.54 | +$1 +11.62% | |
| LONG | GS | $986.42 | $1036.86 | +$0 +5.11% | |
| LONG | AXP | $308.55 | $325.41 | +$0 +5.47% | |
| LONG | FLG | $13.62 | $13.82 | +$0 +1.50% | |
| LONG | ONON | $37.72 | $34.69 | $-0 -8.04% | |
| LONG | XLY | $115.13 | $109.85 | $-0 -4.58% | |
| LONG | XPEV | $12.59 | $12.64 | +$0 +0.37% | |
| LONG | CGC | $0.92 | $0.90 | $-0 -2.08% | |
| LONG | LUV | $50.25 | $46.88 | $-0 -6.70% | |
| LONG | GOOGL | $353.86 | $333.83 | $-0 -5.66% | |
| LONG | PRMB | $24.71 | $22.85 | $-0 -7.52% | |
| LONG | GOOG | $351.36 | $333.19 | $-0 -5.17% | |
| LONG | ADBE | $195.88 | $213.53 | +$0 +9.01% | |
| LONG | CRM | $151.65 | $156.41 | +$0 +3.14% | |
| LONG | PLTR | $114.05 | $121.37 | +$0 +6.41% | |
| LONG | DIS | $103.30 | $93.50 | $-0 -9.49% | |
| LONG | META | $560.94 | $613.18 | +$0 +9.31% | |
| LONG | ZM | $85.28 | $83.63 | $-0 -1.94% | |
| LONG | CMCSA | $22.25 | $22.09 | $-0 -0.67% | |
| LONG | UBER | $71.15 | $68.58 | $-0 -3.61% | |
| LONG | S | $14.75 | $17.93 | +$1 +21.55% | |
| LONG | WIX | $40.21 | $48.02 | +$1 +19.43% | |
| LONG | TTD | $18.01 | $17.81 | $-0 -1.10% | |
| LONG | DDOG | $235.94 | $243.66 | +$0 +3.27% | |
| LONG | FIG | $18.65 | $21.62 | +$1 +15.91% | |
| LONG | JETS | $27.72 | $30.01 | +$0 +8.27% | |
| LONG | ADMA | $8.07 | $8.34 | +$0 +3.38% | |
| LONG | ZETA | $19.52 | $20.28 | +$0 +3.88% | |
| LONG | LMT | $502.93 | $491.32 | $-0 -2.31% | |
| LONG | NEXT | $7.53 | $7.36 | $-0 -2.23% | |
| LONG | CVNA | $66.00 | $63.59 | $-0 -3.65% | |
| LONG | CLF | $9.65 | $8.87 | $-0 -8.13% | |
| LONG | LOW | $217.00 | $204.75 | $-0 -5.65% | |
| LONG | CMG | $30.10 | $32.97 | +$0 +9.52% | |
| LONG | C | $124.65 | $131.10 | +$0 +5.18% | |
| LONG | GRAB | $3.93 | $3.55 | $-1 -9.77% | |
| LONG | TXN | $286.23 | $280.31 | $-0 -2.07% | |
| LONG | NFLX | $77.05 | $69.89 | $-0 -9.30% | |
| LONG | ARKG | $33.06 | $39.21 | +$1 +18.61% | |
| LONG | ASHR | $35.39 | $33.57 | $-0 -5.14% | |
| LONG | XLK | $177.79 | $172.93 | $-0 -2.73% | |
| LONG | DKNG | $25.58 | $24.45 | $-0 -4.42% | |
| LONG | BA | $222.52 | $211.09 | $-0 -5.14% | |
| LONG | SBET | $5.35 | $5.47 | +$0 +2.28% | |
| LONG | AKAM | $113.07 | $116.57 | +$0 +3.09% | |
| LONG | DAL | $79.52 | $84.29 | +$0 +6.00% | |
| LONG | ARKK | $78.59 | $75.25 | $-0 -4.25% | |
| LONG | FSLR | $233.14 | $209.83 | $-1 -10.00% | |
| LONG | B | $37.00 | $34.39 | $-0 -7.06% | |
| LONG | HPE | $44.00 | $44.60 | +$0 +1.37% | |
| LONG | TSM | $455.61 | $410.04 | $-1 -10.00% | |
| LONG | ON | $94.25 | $88.08 | $-0 -6.54% | |
| LONG | EEM | $65.23 | $64.09 | $-0 -1.75% | |
| LONG | OSCR | $28.32 | $28.96 | +$0 +2.29% | |
| LONG | SOUN | $6.54 | $6.26 | $-0 -4.22% | |
| LONG | URA | $43.80 | $39.49 | $-1 -9.84% | |
| LONG | GE | $316.67 | $340.81 | +$0 +7.62% | |
| LONG | CSCO | $123.57 | $111.21 | $-1 -10.00% | |
| LONG | ORCL | $144.49 | $130.04 | $-1 -10.00% | |
| LONG | LQDA | $66.65 | $73.30 | +$1 +9.98% | |
| LONG | NOK | $12.66 | $11.61 | $-0 -8.29% | |
| LONG | VKTX | $39.50 | $37.92 | $-0 -4.01% | |
| LONG | CELH | $30.01 | $29.84 | $-0 -0.55% | |
| LONG | EQT | $54.99 | $49.72 | $-0 -9.59% | |
| LONG | KOS | $2.09 | $2.06 | $-0 -1.39% | |
| LONG | FUBO | $9.36 | $9.21 | $-0 -1.63% | |
| LONG | HL | $15.55 | $14.81 | $-0 -4.73% | |
| LONG | LMND | $52.94 | $70.83 | +$2 +33.79% | |
| LONG | AG | $16.73 | $16.04 | $-0 -4.14% | |
| LONG | SILJ | $25.76 | $24.06 | $-0 -6.61% | |
| LONG | BBAI | $3.35 | $3.30 | $-0 -1.40% |