Built with Claude · by StillQuant
Claude Momentum returned +1,733% in its backtest since January 2023.
A proprietary momentum trading algo on liquid US large caps, built with Claude and sized by volatility – every period and every drawdown on the record.
- Backtest – hypothetical
- Deepest drawdown −20.8%
- Up to 2× exposure
Every period, the drawdown included.
Rebased to $10,000 at the start of the period you pick, against SPY buy & hold.
- Annual return · since Jan 2023
- +117.8%
- SPY +20.6%
- Deepest drawdown
- −20.8%
- SPY −20.0%
- $10,000 became
- $183,303
- SPY $20,152
| Year | Claude Momentum | SPY buy & hold |
|---|---|---|
| 2023 | +28.1% | +25.2% |
| 2024 | +222.5% | +23.8% |
| 2025 | +117.9% | +16.5% |
| 2026to 29 Sept 2026 | +103.7% | +11.6% |
Per year since Jan 2023117.8%SPY 20.6% · deepest drawdown −20.8%
- Claude MomentumMax −20.8%
- SPY buy & holdMax −20.0%
Show as table
| Month end | Claude Momentum | SPY buy & hold |
|---|---|---|
| −2.3% | −0.6% | |
| −5.9% | −4.2% | |
| −2.8% | −2.5% | |
| −13.8% | −1.0% | |
| −9.9% | −0.9% | |
| −4.6% | −0.3% | |
| 0.0% | −0.3% | |
| 0.0% | −1.6% | |
| −5.9% | −6.0% | |
| −6.1% | −9.3% | |
| −4.0% | −0.8% | |
| −1.3% | −0.1% | |
| −2.0% | −0.4% | |
| −1.4% | −0.2% | |
| −8.3% | 0.0% | |
| −2.8% | −2.9% | |
| 0.0% | −1.7% | |
| −3.8% | −0.4% | |
| −4.2% | −2.5% | |
| −15.3% | −0.4% | |
| −2.4% | −0.7% | |
| −3.9% | −1.8% | |
| 0.0% | −0.2% | |
| −4.9% | −2.9% | |
| −8.2% | −0.4% | |
| −3.5% | −4.2% | |
| −5.6% | −10.1% | |
| −6.4% | −10.5% | |
| −5.6% | −3.7% | |
| 0.0% | 0.0% | |
| 0.0% | 0.0% | |
| −4.7% | 0.0% | |
| 0.0% | −0.6% | |
| 0.0% | −0.5% | |
| −4.9% | −1.1% | |
| −2.5% | −0.5% | |
| 0.0% | −0.7% | |
| −5.3% | −2.0% | |
| −10.6% | −8.4% | |
| −3.6% | 0.0% | |
| 0.0% | 0.0% | |
| −2.0% | −2.2% | |
| −4.1% | −1.8% | |
| −4.8% | −1.5% | |
| −1.7% | −1.5% |
The record.
Results, risk and costs in full. The rules themselves are proprietary.
- Tested
- 3 Jan 2023 – 29 Sept 2026
- Trades
- 2,787
- Sharpe ratio
- 2.33
- Average exposure
- 1.24×
- Market
- Liquid US large-cap stocks
- Signals
- Proprietary momentum model, built with Claude
- Sizing
- Volatility-targeted, up to 2× exposure
- Fills
- Realistic: the spread is paid on entry
- Financing
- Margin interest at 6.75% a year deducted
- Commissions
- None modelled – see the cost table
| Cost per side | Annual return | $10,000 became | Deepest drawdown |
|---|---|---|---|
| 0 bpas tested | 117.8% | $183,303 | −20.8% |
| 1 bp | 104.7% | $145,378 | −22.5% |
| 2 bp | 92.4% | $115,291 | −24.2% |
| 5 bp | 59.7% | $57,477 | −29.0% |
Simulated results on past data. They are not live trading, include leverage, and are not a reliable indicator of future results. You can lose more than the backtest's worst drawdown.
How it works.
- 01
Explore the algo
Every period, every drawdown and the cost table – on this page and in the full report.
- 02
Test it in Claude
Add StillQuant to Claude and stress-test the rules yourself: other costs, other periods, a stop.
- 03
Run it on demo
With Deploy, the algo runs on your own broker account – demo first, live only when you decide.
Follow it calmly.
Join early access and hear first when Claude Momentum is available on demo.