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
+$44
+1.30% on $3,380 deployed
REGIME PAUSED
VIX 16.6
PERFORMANCE
RETURN
+1.30%
+$44 on capital deployed
SHARPE
1.69
annualized
WIN RATE
26.58%
147W / 406L
MAX DD
-4.55%
worst drawdown
REALIZED P&L
-$69
553 closed trades
UNREALIZED P&L
+$113
98 open positions
LONG EXPOSURE
$619
net +$619
SHORT EXPOSURE
$0
gross $619
Last scan: 7/2/2026, 10:12:50 AM
Next scan: in 50h 58m (22:00 UTC weekday)
Open Positions98 held · live MTM
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Recent Closed Tradeslast 100 closed · most recent first
| SIDE | TICKER | ENTRY | EXIT | PROFIT | |
|---|---|---|---|---|---|
| LONG | XLU | $44.66 | $41.66 | $-0 -6.72% | |
| LONG | NU | $11.80 | $14.11 | +$1 +19.59% | |
| LONG | COF | $187.47 | $204.61 | +$0 +9.14% | |
| LONG | NLY | $21.54 | $21.37 | $-0 -0.81% | |
| LONG | SBUX | $94.33 | $97.70 | +$0 +3.57% | |
| LONG | CEG | $238.00 | $269.14 | +$1 +13.09% | |
| LONG | COPX | $76.89 | $86.80 | +$1 +12.90% | |
| LONG | SLB | $48.40 | $54.09 | +$1 +11.76% | |
| LONG | RVMD | $145.25 | $199.03 | +$2 +37.03% | |
| LONG | RIG | $4.87 | $5.60 | +$1 +14.95% | |
| LONG | CAG | $13.40 | $15.00 | +$1 +11.96% | |
| LONG | AGNC | $10.30 | $10.29 | $-0 -0.11% | |
| LONG | APO | $121.48 | $129.22 | +$0 +6.37% | |
| LONG | ABT | $88.60 | $105.00 | +$1 +18.51% | |
| LONG | KKR | $93.10 | $103.77 | +$1 +11.46% | |
| LONG | LYV | $166.00 | $169.61 | +$0 +2.18% | |
| LONG | ABNB | $131.36 | $171.45 | +$2 +30.52% | |
| LONG | GIS | $33.26 | $37.39 | +$1 +12.43% | |
| LONG | BX | $114.88 | $134.39 | +$1 +16.98% | |
| LONG | BKNG | $170.29 | $192.98 | +$1 +13.32% | |
| LONG | DOW | $27.25 | $29.61 | +$0 +8.66% | |
| LONG | MCD | $283.40 | $259.14 | $-0 -8.56% | |
| LONG | CPB | $21.34 | $21.74 | +$0 +1.89% | |
| LONG | TOST | $24.28 | $33.27 | +$2 +37.04% | |
| LONG | RTX | $178.49 | $202.94 | +$1 +13.70% | |
| LONG | CSX | $45.94 | $47.91 | +$0 +4.28% | |
| LONG | KGC | $23.67 | $30.13 | +$1 +27.30% | |
| LONG | HD | $314.75 | $322.11 | +$0 +2.34% | |
| LONG | NEE | $87.53 | $80.81 | $-0 -7.68% | |
| LONG | PCG | $16.50 | $16.52 | +$0 +0.15% | |
| LONG | PYPL | $43.60 | $56.07 | +$1 +28.62% | |
| LONG | BSX | $44.63 | $46.81 | +$0 +4.88% | |
| LONG | INTU | $270.14 | $332.93 | +$1 +23.24% | |
| LONG | ZS | $122.60 | $169.36 | +$2 +38.14% | |
| LONG | BABA | $96.89 | $119.09 | +$1 +22.91% | |
| LONG | PONY | $6.92 | $7.62 | +$1 +10.16% | |
| LONG | NKE | $41.40 | $40.11 | $-0 -3.11% | |
| LONG | UNH | $378.42 | $392.72 | +$0 +3.78% | |
| 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 | BBY | $79.00 | $81.15 | +$0 +2.73% | |
| LONG | CF | $104.76 | $114.61 | +$0 +9.41% | |
| LONG | FSLY | $17.74 | $23.43 | +$2 +32.06% | |
| LONG | KHC | $22.55 | $24.86 | +$1 +10.24% | |
| LONG | FISV | $47.81 | $50.20 | +$0 +5.00% | |
| LONG | CVS | $90.99 | $99.54 | +$0 +9.40% | |
| LONG | LLY | $1142.97 | $1112.00 | $-0 -2.71% | |
| LONG | GME | $21.14 | $20.54 | $-0 -2.85% | |
| LONG | MO | $74.00 | $67.43 | $-0 -8.88% | |
| LONG | NVO | $45.48 | $46.45 | +$0 +2.13% | |
| LONG | AAPL | $286.86 | $306.07 | +$0 +6.70% | |
| LONG | SGHC | $12.80 | $14.03 | +$0 +9.62% | |
| LONG | ADI | $391.78 | $356.08 | $-0 -9.11% | |
| LONG | MS | $197.81 | $205.70 | +$0 +3.99% | |
| LONG | HUM | $364.34 | $368.48 | +$0 +1.14% | |
| LONG | NVDA | $197.15 | $191.25 | $-0 -2.99% | |
| LONG | AMZN | $247.70 | $229.46 | $-0 -7.36% | |
| LONG | QQQ | $705.32 | $671.54 | $-0 -4.79% | |
| LONG | UPS | $102.89 | $105.95 | +$0 +2.97% | |
| LONG | FTNT | $141.00 | $150.15 | +$0 +6.49% | |
| LONG | XBI | $133.62 | $147.85 | +$1 +10.65% | |
| LONG | HAL | $34.88 | $31.88 | $-0 -8.61% | |
| 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 | GOOG | $351.36 | $333.19 | $-0 -5.17% | |
| LONG | XPEV | $12.59 | $12.64 | +$0 +0.37% | |
| LONG | WIX | $40.21 | $48.02 | +$1 +19.43% | |
| LONG | PRMB | $24.71 | $22.85 | $-0 -7.52% | |
| LONG | PLTR | $114.05 | $121.37 | +$0 +6.41% | |
| LONG | UBER | $71.15 | $68.58 | $-0 -3.61% | |
| LONG | LUV | $50.25 | $46.88 | $-0 -6.70% | |
| LONG | GOOGL | $353.86 | $333.83 | $-0 -5.66% | |
| LONG | ADBE | $195.88 | $213.53 | +$0 +9.01% | |
| LONG | CMCSA | $22.25 | $22.09 | $-0 -0.67% | |
| LONG | S | $14.75 | $17.93 | +$1 +21.55% | |
| 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 | CGC | $0.92 | $0.90 | $-0 -2.08% | |
| LONG | CRM | $151.65 | $156.41 | +$0 +3.14% | |
| LONG | TTD | $18.01 | $17.81 | $-0 -1.10% | |
| LONG | FIG | $18.65 | $21.62 | +$1 +15.91% | |
| LONG | ZETA | $19.52 | $20.28 | +$0 +3.88% | |
| LONG | DDOG | $235.94 | $243.66 | +$0 +3.27% | |
| LONG | ADMA | $8.07 | $8.34 | +$0 +3.38% | |
| LONG | JETS | $27.72 | $30.01 | +$0 +8.27% | |
| LONG | NEXT | $7.53 | $7.36 | $-0 -2.23% | |
| LONG | LMT | $502.93 | $491.32 | $-0 -2.31% | |
| LONG | CVNA | $66.00 | $63.59 | $-0 -3.65% | |
| LONG | CLF | $9.65 | $8.87 | $-0 -8.13% | |
| LONG | CMG | $30.10 | $32.97 | +$0 +9.52% | |
| LONG | LOW | $217.00 | $204.75 | $-0 -5.65% | |
| LONG | DKNG | $25.58 | $24.45 | $-0 -4.42% | |
| LONG | ARKK | $78.59 | $75.25 | $-0 -4.25% |