// STUDY RESULT · 1990-01 TO 2026-07
Minervini Trend Template (SEPA)
NO EDGESuperperformance stocks are in confirmed stage-2 uptrends before their biggest gains; an eight-point template filters for them.
| THE STRATEGY | $SPX BUY & HOLD | |
|---|---|---|
| Growth a year (CAGR) | 5.7% | 9.0% |
| Return per unit of risk (Sharpe) | 0.34 | 0.66 |
| Worst fall (max drawdown) | -72.9% | -52.6% |
// GROWTH OF $1, LOG SCALE
AMBER: THE STRATEGY · GREY: $SPX BUY & HOLD
Tested on years it never saw (from the split): 9.9% a year against 12.4% for the benchmark; Sharpe 0.27 in the training years, 0.46 after.
After 25 bps of trading costs: 2.8% a year. BELOW RANDOM
// DECADE BY DECADE
| ERA | STRATEGY | BENCHMARK |
|---|---|---|
| 1990s | 11.3% | 15.5% |
| 2000s | -8.8% | -2.6% |
| 2010s | 10.1% | 11.6% |
| 2020s | 14.8% | 14.1% |
// THE IDEA, AS PUBLISHED
Mark Minervini, 'Trade Like a Stock Market Wizard' (2013) · 2013
- Price above the 150d and 200d MA; 150d above 200d
- 200d MA rising for at least 1 month (preferably 4-5)
- 50d above 150d and 200d; price above 50d
- Price 30%+ above 52-week low and within 25% of 52-week high
- RS ranking 70+ (prefer 80-90+)
A real computation on the QuantGPT warehouse, survivorship-free, walk-forward. Gross returns, no costs except where stated. Past performance is not a promise. Findings, not advice. COMPUTED 2026-09-24 19:42 ON THE QUANTGPT WAREHOUSE: EVERY DELISTED NAME KEPT, FUNDAMENTALS AS FILED. NOT INVESTMENT ADVICE.