Dashboard
Search ticker, signalтАж
тЪб Next signals drop in:
U
Back to Strategies
DarkpoolActive
Dark Pool Momentum
Buy stocks with increasing dark pool activity (>2x average). Unusual institutional buying often precedes price moves.
Total Return
+145.20%
Since inception
CAGR
+15.80%
Compound annual growth
Sharpe Ratio
1.65
Risk-adjusted return
Max Drawdown
-18.50%
Largest peak-to-trough
Sortino
0.00
Beta
0.82
Alpha
+7.40%
Win Rate
55%
Profit Factor
1.42
Total Trades
892
Equity Curve
Strategy performance vs S&P 500 benchmark
Monthly Returns
Performance breakdown by month
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.1% | - | - | - | - | - | - | - | - | - | - | - | -1.1% |
| 2025 | +2.9% | -3.3% | -2.2% | +1.0% | +6.5% | -0.7% | -4.2% | +0.5% | +0.6% | -3.0% | +2.3% | +4.8% | +4.7% |
| 2024 | +0.4% | -2.2% | +0.6% | -4.1% | +6.8% | -3.3% | +2.3% | +5.7% | -2.4% | -3.2% | +5.8% | +6.6% | +12.7% |
Legend:
>10%
2тАУ10%
0тАУ2%
0 to -2%
-2 to -10%
<-10%
Strategy Logic
How this strategy works
Entry Rules
- тАв Dark pool volume >2x 20-day average
- тАв Dark pool % of total volume >40%
- тАв Stock price above 50-day moving average
Exit Rules
- тАв Exit after 5 trading days
- тАв Exit on dark pool activity normalization
- тАв Stop loss at -5%
Position Sizing
Small positions, max 30 stocks
Disclaimer: Past performance is not indicative of future results. This strategy is backtested using historical data and may not reflect actual trading results. All information is for educational purposes only and should not be considered financial advice. Trading involves risk of loss.