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
-$2
-0.10% on $2,451 deployed
REGIME PAUSED
VIX 16.4
PERFORMANCE
RETURN
-0.10%
-$2 on capital deployed
SHARPE
—
need 4 more days
WIN RATE
14.29%
25W / 150L
MAX DD
-0.06%
worst drawdown
REALIZED P&L
-$45
175 closed trades
UNREALIZED P&L
+$42
298 open positions
LONG EXPOSURE
$1,580
net +$1,580
SHORT EXPOSURE
$0
gross $1,580
Last scan: 6/18/2026, 10:10:51 AM
Next scan: in 51h 33m (22:00 UTC weekday)
Open Positions298 held · live MTM
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Recent Closed Tradeslast 100 closed · most recent first
| SIDE | TICKER | ENTRY | EXIT | PROFIT | |
|---|---|---|---|---|---|
| LONG | AAOI | $195.04 | $175.54 | $-1 -10.00% | |
| LONG | XLE | $60.81 | $54.73 | $-1 -10.00% | |
| LONG | HPQ | $26.61 | $23.95 | $-1 -10.00% | |
| LONG | FFAI | $0.32 | $0.29 | $-0 -9.52% | |
| LONG | SMCI | $29.23 | $27.77 | $-0 -5.00% | |
| LONG | CMCSA | $25.23 | $22.71 | $-1 -10.00% | |
| LONG | SLB | $57.05 | $52.21 | $-0 -8.49% | |
| LONG | HAL | $39.58 | $37.10 | $-0 -6.27% | |
| LONG | DKNG | $25.00 | $27.02 | +$0 +8.07% | |
| LONG | ON | $115.93 | $113.31 | $-0 -2.26% | |
| LONG | LUMN | $9.06 | $8.15 | $-1 -10.00% | |
| LONG | VIAV | $46.51 | $48.64 | +$0 +4.59% | |
| LONG | HTZ | $5.14 | $4.76 | $-0 -7.37% | |
| LONG | CVNA | $67.41 | $63.04 | $-0 -6.49% | |
| LONG | RCAT | $12.01 | $10.81 | $-1 -10.00% | |
| LONG | FUBO | $9.86 | $8.87 | $-1 -10.00% | |
| LONG | LITE | $959.00 | $863.10 | $-1 -10.00% | |
| LONG | QBTS | $25.75 | $23.18 | $-1 -10.00% | |
| LONG | AEHR | $118.32 | $106.49 | $-1 -10.00% | |
| LONG | NFLX | $87.05 | $78.34 | $-1 -10.00% | |
| LONG | PBR | $18.67 | $16.97 | $-0 -9.08% | |
| LONG | FISV | $52.72 | $48.40 | $-0 -8.19% | |
| LONG | NN | $21.64 | $20.50 | $-0 -5.26% | |
| LONG | KOS | $3.03 | $2.73 | $-1 -10.00% | |
| LONG | OXY | $57.94 | $53.68 | $-0 -7.36% | |
| LONG | SATS | $118.29 | $115.32 | $-0 -2.52% | |
| LONG | FUBO | $9.87 | $9.42 | $-0 -4.53% | |
| LONG | SPCE | $4.45 | $5.16 | +$1 +15.89% | |
| LONG | PL | $30.89 | $30.75 | $-0 -0.44% | |
| LONG | HPE | $49.83 | $44.85 | $-1 -10.00% | |
| LONG | MAGS | $69.15 | $63.78 | $-0 -7.76% | |
| LONG | EXE | $97.07 | $87.36 | $-1 -10.00% | |
| LONG | GOOG | $380.99 | $347.51 | $-0 -8.79% | |
| LONG | GOOGL | $384.51 | $351.12 | $-0 -8.68% | |
| LONG | ADBE | $249.06 | $224.15 | $-1 -10.00% | |
| LONG | JOBY | $9.74 | $8.77 | $-1 -10.00% | |
| LONG | IAU | $85.07 | $76.94 | $-0 -9.56% | |
| LONG | RGTI | $21.67 | $19.50 | $-1 -10.00% | |
| LONG | GLD | $415.17 | $375.41 | $-0 -9.58% | |
| LONG | AMD | $503.45 | $453.10 | $-1 -10.00% | |
| LONG | META | $609.60 | $571.76 | $-0 -6.21% | |
| LONG | CEG | $267.90 | $241.11 | $-1 -10.00% | |
| LONG | ASTS | $97.22 | $87.50 | $-1 -10.00% | |
| LONG | AA | $74.98 | $67.48 | $-1 -10.00% | |
| LONG | SLS | $8.00 | $7.20 | $-1 -10.00% | |
| LONG | MARA | $14.03 | $12.62 | $-1 -10.00% | |
| LONG | RDW | $17.00 | $15.30 | $-1 -10.00% | |
| LONG | MOS | $23.00 | $20.70 | $-1 -10.00% | |
| LONG | QUBT | $10.90 | $9.81 | $-1 -10.00% | |
| LONG | BABA | $132.25 | $119.03 | $-1 -10.00% | |
| LONG | TXN | $301.26 | $277.73 | $-0 -7.81% | |
| LONG | BW | $16.97 | $15.27 | $-1 -10.00% | |
| LONG | GLW | $189.38 | $170.44 | $-1 -10.00% | |
| LONG | ADI | $388.54 | $393.90 | +$0 +1.38% | |
| LONG | ZM | $108.29 | $97.46 | $-1 -10.00% | |
| LONG | B | $41.50 | $38.88 | $-0 -6.31% | |
| LONG | QCOM | $220.86 | $198.77 | $-1 -10.00% | |
| LONG | XLK | $186.18 | $178.39 | $-0 -4.18% | |
| LONG | RVMD | $153.30 | $147.31 | $-0 -3.91% | |
| LONG | ARM | $369.87 | $332.88 | $-1 -10.00% | |
| LONG | FTNT | $129.59 | $134.70 | +$0 +3.95% | |
| LONG | BTU | $30.68 | $27.61 | $-1 -10.00% | |
| LONG | MP | $59.83 | $53.85 | $-1 -10.00% | |
| LONG | MU | $944.54 | $854.35 | $-0 -9.55% | |
| LONG | LITE | $914.24 | $822.82 | $-1 -10.00% | |
| LONG | IONQ | $59.54 | $53.59 | $-1 -10.00% | |
| LONG | QBTS | $26.56 | $23.90 | $-1 -10.00% | |
| LONG | MCHP | $92.88 | $87.26 | $-0 -6.05% | |
| LONG | USAR | $25.94 | $23.35 | $-1 -10.00% | |
| LONG | BE | $280.00 | $252.00 | $-1 -10.00% | |
| LONG | LUNR | $32.69 | $29.42 | $-1 -10.00% | |
| LONG | UMAC | $28.00 | $25.20 | $-1 -10.00% | |
| LONG | VALE | $16.40 | $15.14 | $-0 -7.70% | |
| LONG | AEHR | $105.34 | $94.81 | $-1 -10.00% | |
| LONG | PYPL | $43.66 | $40.67 | $-0 -6.85% | |
| LONG | AKAM | $157.55 | $141.80 | $-1 -10.00% | |
| LONG | COHR | $381.86 | $379.71 | $-0 -0.56% | |
| LONG | MDB | $391.27 | $352.14 | $-1 -10.00% | |
| LONG | AMZN | $263.55 | $246.60 | $-0 -6.43% | |
| LONG | HPE | $37.92 | $50.54 | +$2 +33.27% | |
| LONG | DDOG | $261.50 | $235.35 | $-1 -10.00% | |
| LONG | WULF | $27.39 | $24.65 | $-1 -10.00% | |
| LONG | IGV | $92.57 | $96.93 | +$0 +4.71% | |
| LONG | KTOS | $63.84 | $57.72 | $-0 -9.59% | |
| LONG | JOBY | $11.43 | $10.77 | $-0 -5.78% | |
| LONG | ALAB | $333.98 | $327.19 | $-0 -2.03% | |
| LONG | AG | $19.45 | $18.97 | $-0 -2.46% | |
| LONG | EWY | $197.70 | $195.03 | $-0 -1.35% | |
| LONG | SMH | $595.80 | $574.11 | $-0 -3.64% | |
| LONG | BTG | $4.64 | $4.28 | $-0 -7.67% | |
| LONG | URA | $50.70 | $48.08 | $-0 -5.17% | |
| LONG | APP | $600.00 | $552.33 | $-0 -7.94% | |
| LONG | SILJ | $30.38 | $28.02 | $-0 -7.76% | |
| LONG | UEC | $13.90 | $12.51 | $-1 -10.00% | |
| LONG | CLSK | $17.94 | $16.14 | $-1 -10.00% | |
| LONG | RKT | $14.17 | $12.75 | $-1 -10.00% | |
| LONG | DOCN | $162.01 | $162.45 | +$0 +0.27% | |
| LONG | BTDR | $16.94 | $17.74 | +$0 +4.72% | |
| LONG | ZS | $144.50 | $130.05 | $-1 -10.00% | |
| LONG | F | $16.57 | $14.91 | $-1 -10.00% |