Part 3 of 3
Comparing the two strategies.
Here are the top 10 stocks of the two strategies.
RUS1000 Nas100
---- ------
SNDK SNDK
GSAT GSAT
MU RVMD
RVMD MU
WBD WBD
LITE LITE
MRNA VLO
TECH ROIV
WDC MRNA
ARWR ARWR

Notice that many stocks appear in both strategies.
Of the top 5 stocks, they are in both. Even if you delete GSAT (because it is being bought out), the top 5 are still in both.
Of the top 10 stocks, 8 are in both. Deleting GSAT, 7 are in both.



Compare to other recently discussed momentum strategies.
Top 10 of PHL-52 (Nasdaq 100):
1 MU
2 LITE
3 SNDK
4 CRWD
5 AMD
6 STX
7 ASML
8 NBIS
9 PANW
10 AMGN

Top 10 of RS-52 (Nasdaq 100)
1 SNDK
2 MU
3 LITE
4 WDC
5 STX
6 INTC
7 NBIS
8 MRVL
9 LRCX
10 TER


For comparison, GTR1 backtest vs. algo claimed (GTR1 stops at 12/1/2025)
PHL-52 top5/12
1/2/2020 - 12/1/2025 CAGR 21.5%
1/2/1990 - 12/1/2025 CAGR 28.9%

RS-52 top 10
1/2/2020 - 12/1/2025 CAGR 19.4% MaxDD: -49%
1/2/1990 - 12/1/2025 CAGR 24.1% MaxDD: -73%

ndx-sortino-momentum
2020-01-01 to present -- CAGR: 24.8% Max DD: -29%
1990-01-02 to 2026-06-25 CAGR: 22.9% Max DD: -55%

r1k-riskadj-momentum
2020-01-01 to present -- CAGR: 25.4% Max DD: -33%
1990-01-02 to 2026-06-25 CAGR: 17.5% Max DD: -59%