Weekly Statistical Rebalance portfolio

This is another idea for a portfolio to test on the wallstreetgame.live application. Essentially is a much more refined idea of the weekly winner which we discussed before - works on the momentum of stocks - but this time we pick 100 stocks rather than 10 .... and we make sure that not only one sector is covered (e.g. tech stocks) now we will pick a bit of tech a bit of commodities etc

also few similar points to what we made for the weekly winners:

It must have at least 61 daily price observations
Trade at $5 or more
Have averaged at least $20 million of dollar trading volume a day over the last 20 sessions.

The eligible shares are then scored against one another. The score combines recent returns over five, 20 and 60 trading sessions. The 20-day measure carries the greatest weight, with the shorter and longer periods adding context. A share also receives a small positive adjustment when its price is above both its 20-day and 50-day moving averages.

Now I expect this to perform a little less well than the weekly winners - but be a bit more resilient in the long term.

Ultimately even if this its a more sophisticated version of the weekly winners they both are at heart based on momentum - and there is lots of talk now in the forum that the long streak of shares performing super well with the momentum is coming to an end. Interestintly I have been running both strategies since July and my weekly winners is up 13M$ and the Weekly Statistical Rebalancing only 4.3M$.

A very rough collection of commodities shares picked around the same time - just ten stocks - make an impressive 10M$, these were picked by hand - nothing fancy.

So in my mind the jury is still out on this one. Lets see what will happen over the course of the next few months

Originally published on Substack on 01 September 2026.