What is QuantMyStocks?

QuantMyStocks is a momentum investing platform that ranks stocks from major U.S. indices (S&P 500, 400, 600, and NASDAQ 100) based on our proprietary algorithm. We provide daily rankings, backtesting tools, and automated trading capabilities to help you implement momentum strategies without writing code.

How does the momentum algorithm work?

Our algorithm calculates a composite momentum score based on multiple timeframes (3-month, 6-month, and 12-month returns) with volatility adjustments. Stocks are filtered for liquidity and then ranked by their momentum score. This approach is backed by decades of academic research on factor investing.

Do I need coding experience?

No coding experience is required. Our platform is designed with a no-code interface, making it accessible to traders of all technical backgrounds. For advanced users, we also offer API access and GitHub Actions integration for custom automation.

How does automated trading work?

We integrate with Alpaca brokerage through GitHub Actions. You set up a workflow that runs on a schedule (e.g., daily at market open). The workflow fetches the latest rankings, calculates your target positions based on your settings, and executes trades automatically. You maintain full control and can disable it anytime.

What is the minimum investment required?

There is no minimum investment for using our platform. However, for automated trading with Alpaca, they have no account minimum for paper trading and a small minimum for live trading. We recommend starting with paper trading to test strategies before committing real capital.

How accurate is backtesting?

Our backtests use adjusted close prices to account for dividends and splits. While backtests cannot guarantee future performance, they help you understand how a strategy would have performed historically. We include important metrics like maximum drawdown, Sharpe ratio, and comparison to benchmarks.

Rocket Lab joins NASDAQ-100; Kennedy-Wilson cut from S&P 600

Rocket Lab's NASDAQ-100 addition is the headline move — and index funds tracking that benchmark will be forced buyers when it takes effect June 22, 2026.

NASDAQ-100

Two additions, no removals:

Insmed (INSM) — effective December 22, 2025
Rocket Lab USA (RKLB) — effective June 22, 2026

Insmed's date has already passed; Rocket Lab's is the live event to watch. Both stocks get absorbed into one of the most-tracked indexes in the world, meaning passive funds must purchase shares to match the benchmark.

S&P 600 (Small Cap)

One swap, both effective June 16, 2026:

First Advantage Corporation (FA) — added
Kennedy-Wilson Holdings (KW) — removed

Kennedy-Wilson gets the harder end of this: small-cap index funds tracking the S&P 600 will be sellers on the way out.

Index recompositions create predictable, mechanical price pressure. Funds benchmarked to these indexes don't have discretion — they have to buy what's added and sell what's removed, typically around the effective date. That forced flow is why momentum traders pay close attention to inclusion announcements well before the change actually hits.