Algo "ndx-sortino(ish)" screen

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Investment Strategies / Mechanical Investing

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No. of Recommendations: 8

I made a paper portfolio of the Algo "ndx-sortino(ish)" screen.
Top 10, equal weight.

Returns from 9/9/26 to 11/2/26

SNDK	-39.24%
RVMD	-9.56%
MU	-19.57%
WBD	-92.24%
LITE	-23.75%
VLO	0.60%
ROIV	-10.23%
ARWR	-29.27%
ATI	-15.99%
DELL	-24.63%

In contrast:
QQQ	-5.52%
SPY	-2.21%

Down -25%. Ugh.
OTOH, two of the other momentum screens were down more.

Live by the sword, die by the sword.
Momentum cuts both ways.

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