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Institutional Alpha

Tech Compounder

by Ordertune · part of Institutional Alpha

  • Momentum, long only
  • Risk medium

Tech Compounder is a medium- to long-term momentum model that holds the strongest, most stable quality leaders while their uptrends last. It assumes durable leaders keep leading, so its returns come from staying in winners for months rather than trading around them.

Universe
Nasdaq100
Holding period
about 60 trading days on average
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.

6 Nov 2023 to 3 Nov 2026 · 753 trading days

Strategy level

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

Annual return (CAGR)
+41.5%
per year; +182.7% over the window
Volatility
26.9%
annualized
Max drawdown
−19.0%
peak to trough
Sharpe ratio
1.42
risk-free 0%, annualized
Sortino ratio
4.31
downside deviation only
MAR ratio
9.62
return ÷ max drawdown

Equity curve

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

BacktestLive since 6 Jan 2000

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
2026+3.9%+11.8%−0.1%−0.1%+14.8%+13.5%+9.6%−0.8%−1.7%−5.7%0.0%*no data+52.4%*
2025+0.3%+3.6%−8.2%−11.1%0.0%+0.7%−1.4%+2.1%+0.2%+8.3%+2.9%+6.9%+2.6%
2024+0.6%+1.6%+0.3%−1.3%+1.2%+2.8%+20.2%+25.5%+0.2%+5.3%+7.2%+1.6%+82.7%
2023no datano datano datano datano datano datano datano datano datano data−2.1%*+1.1%−1.1%*

Trade level

Closed trades with an exit inside the range.

Win rate
48.5%
79 of 163 closed trades
Avg win
+24.7%
per winning trade
Avg loss
−8.3%
per losing trade
Profit factor
2.82
gross wins ÷ gross losses
Avg holding
68d
entry to exit, calendar days
Trades
163
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
ABNB4 Sep 20266 Oct 202632d−11.84%
AMGN4 Sep 20266 Oct 202632d−7.92%
DASH4 Sep 20266 Oct 202632d−8.55%
DXCM4 Sep 20266 Oct 202632d−5.13%
REGN4 Sep 20266 Oct 202632d−10.75%
VRTX4 Sep 20266 Oct 202632d−8.02%
WDAY4 Sep 20266 Oct 202632d−4.72%
ASML6 Aug 20264 Sep 202629d+0.62%
AXON6 Aug 20264 Sep 202629d−1.30%
CRWD4 Jun 20264 Sep 202692d+18.54%
CSCO4 Jun 20264 Sep 202692d−15.69%
CSX7 Jul 20264 Sep 202659d+2.13%
DDOG7 Jul 20264 Sep 202659d−17.09%
PANW7 Jul 20264 Sep 202659d−1.12%
ROST6 Aug 20264 Sep 202629d−9.29%
WBD6 Aug 20264 Sep 202629d+7.01%
ADI7 Jul 20266 Aug 202630d−0.45%
GOOG7 Jul 20266 Aug 202630d−1.93%
GOOGL7 Jul 20266 Aug 202630d−2.53%
MNST7 Jul 20266 Aug 202630d−2.85%

Daily return series 4 Feb 2000 to 3 Nov 2026, supplied by the provider. Data before 6 Jan 2000 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.