Fractiz
Preset
12-1 Month Long Only
Same 12-1 window, but only takes long signals. Sits flat when the past-year return is negative.
Family: Time-Series Momentum
Parameters
- Lookback (trading days)
- 252
- Skip recent (trading days)
- 21
- Rebalance every (trading days)
- 21
- Side
- Long only
- Contracts per trade
- 1
These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.
Run this backtest →