StratLab lets you backtest the MomentumPro momentum investing strategy with 25+ years of real historical stock data. Run simulations, screen for growth stocks, and refine your approach with confidence.
Test the MomentumPro strategy in three simple steps
Set your momentum parameters: select symbols, define time periods, and customize growth thresholds. Test single stocks or entire portfolios.
Execute simulations using real historical data spanning 25+ years. See exactly how your strategy would have performed in actual market conditions.
Review detailed metrics, charts, and insights. Save successful simulations, compare variations, and continuously improve your approach.
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Everything you need to test the MomentumPro strategy
Access comprehensive historical stock data dating back to 1998. Test strategies across multiple market cycles, crashes, and recoveries.
Run complex backtests in seconds, not hours. Our optimized engine processes years of data instantly, so you can iterate quickly.
Automatically screen for stocks showing consistent momentum patterns. Find growth opportunities based on your custom criteria.
Build a library of backtests. Compare different parameter combinations side-by-side to identify the most effective strategies.
Run backtests and view results on any device. Fully responsive design works seamlessly on desktop, tablet, and mobile.
Your data stays private. No brokerage connection required. We never see your trading activity or personal financial information.
Momentum investing is a stock market strategy that capitalizes on the continuation of existing market trends. The core principle is simple: stocks that have performed well recently are more likely to continue performing well in the near term, while poorly performing stocks tend to continue declining.
MomentumPro implements a systematic momentum investing approach focused on identifying stocks with consistent growth patterns over defined time periods. Unlike traditional buy-and-hold strategies, momentum investing requires active monitoring and regular rebalancing to capture trends while avoiding reversals.
Backtesting allows you to validate your investment strategy using historical data before risking real capital. By running simulations across different market conditions—bull markets, bear markets, recessions, and recoveries—you gain confidence in your approach and understand its limitations.
Our backtests use data from stocks that exist today. This means companies that went bankrupt, were delisted, or failed are not included in historical results. This creates a positive bias—real-world performance would likely have been lower than backtest results suggest due to these unaccounted losses. Always factor in this limitation when evaluating backtest results.
With StratLab, you can test various momentum parameters including:
Our momentum screening tool automatically identifies stocks that meet your defined criteria. Instead of manually analyzing hundreds of stocks, let StratLab filter the market daily to surface opportunities showing consistent growth momentum. Screen results are calculated after market close and delivered directly to you.
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