Back to MemLabs Trading Competition #1
Simple Momentum Model
by memlabs · submitted Aug 28, 2026
Public
Average Trade Return
+0.0019
Win Rate
50.7%
Volatility
0.0337
Ann. Sharpe
1.09
Max Drawdown
-0.3129
Avg Active Return
+0.00193
Best Trade
+0.1499
Worst Trade
-0.1163
Model Code