The table below shows the performance for the Quantopolis S&P 500 Momentum strategy as traded with the micro E-Mini contract, the MES. Since backtesting was done up to the end of 2019, the numbers below constitute the out of sample performance and show how the portfolio has performed thus far.
The strategies can also be traded using the regular E-Mini contracts. When trading the E-Mini contracts, all dollar amounts below are to be multiplied by 10.
You can invest in this portfolio by opening an account with one of the brokers listed on the Investment Strategies page. Before considering any of the strategies for your investment please make sure you read fully and understand our Legal Disclaimer.
| 2020 | 2021 | 2022 | 2023 | |
| January | $136 | $31 | ||
| February | $(289) | |||
| March | $4,942 | |||
| April | ||||
| May | ||||
| June | ||||
| July | ||||
| August | ||||
| September | $6,369 | |||
| October | ($640) | |||
| November | ||||
| December | $1,395 | |||
| Total | $11,913 | |||
| ROC |
173.92% |