Fractiz
Preset
3-1 Month TSMOM
Fastest standard variant: 63-day lookback with a 21-day skip. Closer to a short-term trend filter than a classic momentum signal.
Family: Time-Series Momentum
Parameters
- Lookback (trading days)
- 63
- Skip recent (trading days)
- 21
- Rebalance every (trading days)
- 21
- Side
- Both sides
- 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 →