Momentum Alpha
Momentum Alpha is an advanced trend-following strategy that combines traditional momentum indicators with machine learning optimization. The system identifies strong price trends early and uses adaptive algorithms to optimize entry and exit points based on current market volatility and liquidity conditions. Position sizing dynamically adjusts based on conviction level and risk parameters.
Strategy Overview
Strategy Parameters
Historical data window for momentum calculation
Standard deviation threshold for signal generation
Dynamic based on momentum strength and volatility
Adaptive stop loss using Average True Range
Entry Signals
Advantages
- Captures large trending moves
- Adaptive to changing market conditions
- Clear risk-defined entries
- Works across multiple timeframes
Risks to Consider
- Whipsaw losses during ranging markets
- Late entries in extended trends
- Gap risk during news events
Related Strategies
Important Risk Information
Past performance does not guarantee future results. All trading strategies involve risk, and you may lose some or all of your invested capital. The win rates and Sharpe ratios shown are based on backtesting from 2015-2024 and may not reflect future performance. Always use proper position sizing and risk management.