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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%
2–10%
0–2%
0 to -2%
-2 to -10%
<-10%
Strategy Logic
How this strategy works
Entry Rules
- • Dark pool volume >2x 20-day average
- • Dark pool % of total volume >40%
- • Stock price above 50-day moving average
Exit Rules
- • Exit after 5 trading days
- • Exit on dark pool activity normalization
- • 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.