The Strategy
Systematic Cross-Sectional Equity Momentum.
A rigorously documented, 20-year backtested systematic strategy built on one of the most extensively validated return premia in financial economics — accessible to serious private investors for the first time.
Backtest Results — 2006 to 2025
- CAGR
- 16.4%
- Sharpe Ratio
- 0.95
- Max Drawdown
- 26.6%
- CAPM Alpha (Ann.)
- 11.5%
Backtested results. Not a guarantee of future returns.
What It Is
Cross-Sectional Equity Momentum
The strategy systematically ranks large-cap U.S. equities by relative performance, going long the strongest performers and reducing exposure to the weakest. This cross-sectional momentum effect — first formally documented by Jegadeesh and Titman (1993) — is one of the most extensively validated return premia in financial economics, replicated across decades, geographies, and asset classes.
- Large-cap U.S. equity universe — liquid, investable, institutional-grade
- Survivorship-bias-free 20-year backtest (2006–2025)
- Rules-based portfolio construction — no discretion, no emotion
- Volatility-aware position sizing — risk normalised across holdings
- Exposure management overlay — reduces participation in adverse regimes
- Transaction cost modelling applied throughout — realistic assumptions
Strategy vs S&P 500 — 20 Years
- CAGR
- 16.4%
- 10.9%
- Sharpe Ratio
- 0.95
- 0.63
- Max Drawdown
- 26.6%
- 55.2%
- Calmar Ratio
- 0.614
- 0.197
- CAPM Alpha
- 11.5% p.a.
- —
All figures are backtested simulation results (2006–2025) and are not a guarantee or prediction of future returns. INSIGHT LLC provides research, analysis, strategy signals and software — not investment advice or portfolio management. All investment decisions remain solely with you.
Your Protection
The Kill Protocol. Never decide under pressure again.
When a strategy enters a drawdown, the natural human instinct is to panic and exit — usually at exactly the wrong moment. INSIGHT solves this in advance. Before you deploy a single dollar, we document the exact statistical conditions under which the strategy should be paused, reviewed, or permanently retired. The decision is made when you are calm, not when markets are falling.
CONTINUE
Performance within normal range. Strategy runs as intended.
PAUSE
Drawdown exceeds defined threshold. Stop. Review. No emotional decisions.
RETIRE
Evidence of structural failure. Capital protected. Strategy closed.
Your INSIGHT Portal
● Logged In — Dashboard Active- Strategy Signals
- Updated · Rebalance ready
- Kill Protocol
- Continue
- Access
- Browser · No installation
How It Works
Your Secure Portal. Your Broker.
INSIGHT does not hold your capital. You access the strategy signals and reporting through your secure INSIGHT web portal, then execute trades through your own existing brokerage account. Complete independence. Complete transparency.
- Subscribe and access your portal immediately
- Read the full strategy white paper before deploying capital
- Review monthly signals via your dashboard
- Execute through any major brokerage or prime broker
- Monitor performance and kill protocol status monthly
- INSIGHT has no access to your accounts or capital — ever
Ready to see the full strategy documentation?
Request a briefing. We'll walk you through the white paper, the statistical evidence, and the kill protocol — no commitment required.