Preset
6-1 Month TSMOM
Shorter 126-day lookback with the same one-month skip. Reacts faster to regime change, takes more whipsaws.
Family: Time-Series Momentum
Parameters
- Lookback (trading days)
- 126
- 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.
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