A no-AI portfolio checkup for momentum investors.
Compare your holdings against transparent US and Germany momentum strategies, updated from real market data.
What would your money have done?
Pick an amount, pick a starting month, pick a strategy. This is the actual backtest curve, drawdowns included.
Steady: Risk-Adjusted Momentum (6-month rebalance) · Backtested from Jan 2023. Hypothetical backtest, not investment advice. Past performance does not guarantee future results.
No AI. No black box. Just arithmetic you can check.
SignalSays doesn't predict, chat, or hallucinate. Four fixed rules, applied the same way every month, to the same public price data. You could run the whole strategy with a spreadsheet and a calculator. SignalSays just saves you the Saturday afternoon.
See what the monthly checkup focuses on
A small preview of the current signal. Add your holdings to see the full list, overlap, and what sits outside the strategy.
How you use SignalSays
Three steps. Once a month. That's the whole workflow.
Rakesh Kumar put 10.000 € of his own money on the rule
SignalSays' designer didn't just backtest the strategy. He runs it live. 20 stocks, 500 € each, split between Germany and the US, entered Jul 7, 2025. No discretionary picking, no gut feel, no AI. The four questions decide everything.
US positions averaged +46.2%, German positions +29.4%.
The four questions every stock must pass
His first monthly review: 4 basket changes out of 20
The rule moved these names outside the basket and brought new names in. He followed the published basket change, including positions that were up, because they no longer ranked.
Live since July 2025. One year in, including a -9.8% drawdown in Feb 2026, the rule is still ahead. One year is still one sample. The backtests below cover longer periods.
The numbers, without the marketing
Out-of-sample validation and test results, including the mediocre training Sharpe most products would hide.
| Strategy | Win rate | Alpha vs S&P 500 | Train Sharpe | Validation Sharpe | Test Sharpe | Calmar |
|---|---|---|---|---|---|---|
| Academic Momentum (monthly, top 10) | 58.6% | +32.4% | 0.58 | 1.96 | 1.81 | 1.54 |
| Risk-Adjusted Momentum (6-month, top 20) | 57% | +13.3% | 0.43 | 1.29 | 1.62 | 1.13 |
Hypothetical backtests on historical data. Sharpe measures return per unit of risk; Calmar measures return relative to worst drawdown. Past performance does not guarantee future results.
What's inside the app
A small entry point into your portfolio checkup and current strategy data.
Upload holdings, see what is aligned, outside strategy, or not covered.
Optional market context for both countries, kept behind the core workflow.
CAGR, drawdown, benchmark context, and the current momentum baskets.
Check your portfolio against the rule.
Join the waitlist for early access, or open the app and explore the model right now.