S&P 100 Momentum Strategy: Simple Rules, Strong Results

Most traders overcomplicate momentum trading.

More indicators. More filters. More rules.

But what if a strategy built from just a few simple ideas could outperform the benchmark while spending less time in the market?

In this video, I build a momentum strategy step by step inside StrategyQuant X and test it on the S&P 100 and S&P 500. The logic is straightforward:

• Trade only when the long-term trend is bullish
• Buy short-term pullbacks instead of chasing highs
• Rank stocks by momentum and pick the strongest ones
• Add market filters and risk management to reduce drawdowns

The results are surprisingly strong. After adding a simple market trend filter and RSI pullback condition, the strategy reaches double-digit annual returns with significantly lower drawdowns than the original version.

But the most interesting part is not the final equity curve.

It’s seeing how a few simple rules can be transformed into a complete portfolio strategy and tested across decades of market data in just a few minutes.

Watch the full video on YouTube to see the complete build, backtests, benchmark comparison, and how to recreate the strategy yourself in StrategyQuant X.