About This Project

The Philosophy

This project applies quantitative strategies to the US Stock Market to remove emotion from investing. It currently runs two distinct strategy engines:

1. Momentum Engine

Focuses on MegaCap, S&P 500, and MidCap 400 cohorts.

• Ranking: Stocks are ranked by 12-month volatility-adjusted returns.
• Selection: Top 5 tickers in each cohort.
• Exit: Rank-based. Assets are sold immediately when they drop out of the Top 5.

2. Munger Engine (Mean Reversion)

Focuses on high-quality Top 50 Market Cap stocks trading at a discount.

• Signal: Price dips below the 200-day Moving Average (last 10 days) but recovers above the 10-day MA.
• Selection: Opportunistic (all valid signals).
• Exit: Time-based. Assets are held for a minimum of 1 year to allow for mean reversion.

The Technology

Built with Python, using Polygon.io for data, SQLite for caching, and GitHub Actions for automation.