Screens / Momentum
Momentum stock screeners, backtested
Momentum screens look for stocks already moving: trend alignment, relative strength and fresh highs. We tested 8 momentum screens on 518 S&P 500 and Nasdaq-100 stocks from 2021-10-13 to 2026-10-12: 175,142 signals in total. Ranked by 5-day hit rate; compare against SPY's average move on the same days.
Momentum screens ranked
| # | Screen | Hit rate | Avg 5d | SPY 5d | Max DD | Signals |
|---|---|---|---|---|---|---|
| 1 | Death Cross Momentum | 55.6% | +0.60% | +0.43% | -21.3% | 2,006 |
| 2 | EMA Stack Trend Momentum | 52.3% | +0.20% | +0.21% | -24.1% | 21,332 |
| 3 | 3-Month Momentum Leaders Momentum | 51.9% | +0.41% | +0.23% | -30.0% | 59,212 |
| 4 | Golden Cross Momentum | 51.9% | +0.22% | +0.23% | -29.0% | 1,932 |
| 5 | RSI(14) Overbought Momentum | 51.8% | +0.22% | +0.07% | -37.6% | 44,280 |
| 6 | Relative Strength vs SPY Momentum | 51.3% | +0.33% | +0.18% | -30.6% | 24,211 |
| 7 | MACD Bullish Cross Above Zero Momentum | 50.5% | +0.04% | +0.17% | -26.2% | 10,554 |
| 8 | Big Up Day (+5%) Momentum | 50.5% | +0.39% | +0.19% | -46.0% | 11,615 |
Other categories
Simulated daily-bar backtest; no fees or slippage; survivorship-biased universe. See methodology. Not financial advice.