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How each model's hypothetical backtest would have grown vs SPY.
How this works
Pick a start date and an amount to see how each model's backtest would have grown versus SPY. Results are hypothetical, after 10 bps trading costs.
Momentum: how many stocks?
| Stocks | Out-of-sample / yr | OOS max DD | Full period / yr | Sharpe |
|---|---|---|---|---|
| Top 10 | +30.6% | -25.1% | +17.9% | 0.70 |
| Top 15 (live) | +26.6% | -24.4% | +17.0% | 0.73 |
| Top 20 | +22.9% | -25.2% | +15.9% | 0.72 |
| Top 30 | +22.0% | -18.5% | +16.8% | 0.80 |
Backtests are hypothetical and don't predict future results. Companies later acquired or delisted are missing from every backtest (survivorship bias), most of all for the $1B+ models, which use stocks listed today.
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Systematic research · Not investment advice · Hypothetical unless marked Live · Data: Yahoo Finance (15-min delayed), SEC EDGAR, House Clerk · Important disclosures · Contact desk@coteau.app
Coteau 0.9 · Oct 21, 2026