Case Study: QuantConnect Momentum Pullback Strategy (13.8% CAGR, -20,7% DD)

Buying two-day flushes in strong large-cap uptrends returned 13.8% a year at a 20.7% drawdown against the S&P 500's 10.9% at 55.0%, and it made 4.3% through the financial crisis while the S&P 500 lost 54.1%.

The full write-up, including how it was built and what failed, is on the case study page.

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Case Study: QuantConnect Momentum Pullback Strategy (13.8% CAGR, -20,7% DD)

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