Momentum research at end-of-day cadence
A calm, rules-based lab for testing how a momentum-stock strategy would have compared with market benchmarks. No live signals, no accounts, no advice — just prepared data and reproducible backtests.
Every night the lab scans NYSE and Nasdaq common stocks, scores them on momentum, trend, and relative strength, and publishes a ranked dataset. You adjust the strategy with sliders and run a backtest against SPY, QQQ, RSP, or IWM. Results are yours to export.
Screener
The latest prepared ranking. Perray Rank orders the universe; grades are percentile measures across eligible names. This is research context, not a recommendation to act.
Eligible universe
Backtest
Set the rules, then run a simulated model against a benchmark buy-and-hold over the same window. Simulated model events only — this does not represent actual trades.
No backtest yet
Adjust the sliders on the left and press Run Backtest to compare a rules-based model against your chosen benchmark.
Exports
Export the current screener or your latest backtest. Share-safe images hide tickers and candidate lists so you can post results without revealing holdings.
Settings
Theme persists in your browser. Saved strategies and profiles are a Self-Hosted feature — web access stays intentionally lightweight.
Self-Hosted Momentum Lab
Run the same lab on your own machine: unlimited local backtests, saved JSON settings, downloaded Perray datasets, and optional local scans you schedule for any market-closed time.
Admin
Accounts, tiers, and aggregate usage. No holdings, positions, or trade data exists in this system — the admin surface covers users and run activity only.