Quant Momentum Stack

Multi-layer momentum that requires confirmation across five indicators (EMA, SMA, RSI, MACD, VOLUME_SMA).

By STLab · Published 2026-06-11 · CC-BY-SA-4.0

Reliability

Likely unreliable — from 8 trades, fewer than the 30 a result needs to mean much.

Backtest result

Run on AAPL 1h · 6m · 853 bars · data from yahoo. Frozen at publish time, captured 2026-07-15.

Strategy rules

{
  "exit": {
    "logic": "AND",
    "conditions": [
      {
        "value": 0,
        "params": {
          "fast": 12,
          "slow": 26,
          "signal": 9
        },
        "operator": "<",
        "indicator": "MACD"
      }
    ]
  },
  "name": "Quant Momentum Stack",
  "risk": {
    "stopLoss": 4,
    "takeProfit": 15,
    "positionSize": 100
  },
  "entry": {
    "side": "long",
    "logic": "AND",
    "conditions": [
      {
        "value": 0,
        "params": {
          "period": 20
        },
        "operator": ">",
        "indicator": "EMA",
        "compareParams": {
          "period": 50
        },
        "compareIndicator": "EMA"
      },
      {
        "value": 0,
        "params": {},
        "operator": ">",
        "indicator": "PRICE",
        "compareParams": {
          "period": 100
        },
        "compareIndicator": "SMA"
      },
      {
        "value": 55,
        "params": {
          "period": 14
        },
        "operator": ">",
        "indicator": "RSI"
      },
      {
        "value": 0,
        "params": {
          "fast": 12,
          "slow": 26,
          "signal": 9
        },
        "operator": ">",
        "indicator": "MACD"
      },
      {
        "value": 0,
        "params": {
          "period": 1
        },
        "operator": ">",
        "indicator": "VOLUME_SMA",
        "compareParams": {
          "period": 20
        },
        "compareIndicator": "VOLUME_SMA"
      }
    ]
  },
  "source": "preset",
  "version": "1.0"
}

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