Observed arrival · 2026-11-14
Labo Momentum puts its backtests on trial
A French-language blog examines momentum strategies on U.S. stocks, alongside a backtesting tool that is not yet open to users.
○Open
⊠Login
$Paid
†Ads
✦Pretty
●Pro
◎Niche
◉Human
⚑Risk
ƒJS
- For
- French-speaking investors studying momentum backtests
- Worth noticing
- An article reports 3.8% annual returns for Russell 2000 ranks 1–10 versus 23% for ranks 11–20 since 2019, with GameStop affecting the result.
Field notes
The project separates its proposed backtesting interface from the analysis currently available on the blog. The described controls include lookback periods, MA200 and RSI filters, ranking offsets, and a refuge asset; the promised results include Sharpe ratio, drawdown, and holdings at each rebalance. Its articles also call attention to missing historical prices for companies that disappeared, a limitation the homepage says can affect backtests.
Observed signals
Read the marks
Editorial observations of this landing page, not a rating.
○OpenPublic substance visible
✦PrettyNotable craft visible
◎NicheUnusually specific use
One card from the complete issue