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Institutional Alpha

Selective Compounder

by Ordertune · part of Institutional Alpha

  • Swing momentum, long only
  • Risk medium

Selective Compounder is a short-term momentum model that stays selective by design. It only becomes active once the market has already priced in elevated risk. When sentiment turns fearful, it buys strong stocks whose uptrends are still intact and aims to capture the recovery that follows, usually over about two weeks.

Universe
Nasdaq100
Holding period
about 2 to 3 weeks
Order types
market, limit

€479

Institutional Alpha bundle · 25 strategies · per month, net

Subscribe to Institutional Alpha

Orders go to your own Alpaca account. You set the position size and approve each order until you switch to automatic.

4 Aug 2026 to 3 Nov 2026 · 65 trading days

Strategy level

What to expect from the strategy as a whole, measured on the daily return series.

Return
+2.8%
compounded over the range
Volatility
33.2%
annualized
Max drawdown
−7.9%
peak to trough
Sharpe ratio
0.48
risk-free 0%, annualized
Sortino ratio
0.94
downside deviation only
MAR ratio
0.36
return ÷ max drawdown

Equity curve

Compounded from daily returns, net of costs, rebased to 0% at the start of the selected range.

BacktestLive since 2 Sep 2026

Drawdown

How far the value stood below its previous high on each day. Deep or long dips are what an investor has to sit through.

Monthly returns

Compounded from daily returns, net of costs. Year compounds the months shown; an empty cell lies outside the range. *Partial month.

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2026no datano datano datano datano datano datano data+1.3%*−3.5%+5.2%0.0%*no data+2.8%*

Trade level

Closed trades with an exit inside the range.

Win rate
53.3%
8 of 15 closed trades
Avg win
+11.3%
per winning trade
Avg loss
−10.3%
per losing trade
Profit factor
1.25
gross wins ÷ gross losses
Avg holding
19d
entry to exit, calendar days
Trades
15
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
CRWD15 Oct 202622 Oct 20267d−2.71%
FTNT15 Oct 202622 Oct 20267d−4.91%
MRNA15 Oct 202622 Oct 20267d−14.32%
MU15 Oct 202622 Oct 20267d−8.03%
SNDK15 Oct 202622 Oct 20267d−9.60%
AMD20 Aug 20268 Oct 202649d+32.21%
INTC20 Aug 20268 Oct 202649d+16.23%
MU20 Aug 20268 Oct 202649d+6.31%
PANW20 Aug 20268 Oct 202649d+14.00%
MRVL20 Aug 20262 Sep 202613d−17.74%
CSCO30 Jul 20266 Aug 20267d+6.45%
DDOG30 Jul 20266 Aug 20267d−14.62%
FTNT30 Jul 20266 Aug 20267d+3.80%
PANW30 Jul 20266 Aug 20267d+10.38%
ROST30 Jul 20266 Aug 20267d+0.69%

Daily return series 13 Jan 2000 to 3 Nov 2026, supplied by the provider. Data before 2 Sep 2026 is a backtest: simulated results are a hypothesis, not a promise. Past performance does not predict future returns. Your own results depend on your position sizes, fills and costs.