StrategyQuant
Q AI AssistantAlgoCloudQuantAnalyzerQuantDataManager
Free CourseCompany
BlogDocumentationForumContact us
BlogMarketplace
Log in
Create free account

Product

  • Pricing & licenses
  • Learn
  • Marketplace
  • Start free trial

Legal

  • Terms of Service
  • Privacy Policy
  • Cookies

Contact

[email protected]

Company

StrategyQuant s.r.o.

Korunní 2569/108, Vinohrady, 101 00 Praha 10, Czech Republic, EU

IČ: 04000498

DIČ: CZ04000498

Social

  • Legal Notice | PROCESSING AND PROTECTION OF PERSONAL DATA

    Past performance is no guarantee of future success. All information should be viewed as educational only

    UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results.

    CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

    NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.

    © StrategyQuant 2026

    Powered by Klaudie.ai

    Back to marketplaceDIGITAL

    Russell 1000 Breakout Leaders

    StrategyQuantStrategiesStocks
    Russell 1000 Breakout Leaders

    Breakout stock-picking strategy for Russell 1000 that joins strength after a breakout and manages the position with defined exits. Long only, designed for bull market conditions with a longer-term holding period. Part of the AlgoCloud strategy collection; the full rules are in the strategy file.

    Russell 1000 Breakout Leaders

    Breakout stock-picking strategy for Russell 1000 that joins strength after a breakout and manages the position with defined exits. Long only, designed for bull market conditions with a longer-term holding period. Part of the AlgoCloud strategy collection; the full rules are in the strategy file.


    Strategy facts

    Instrument / universe: Russell 1000 (stock universe)
    Timeframe: D1
    Engine: Stock Picker
    Direction: Long
    Style: Breakout
    Market regime: Bull Market
    Holding period: Position
    Small account friendly: yes


    Backtest summary

    Backtest period: 2000.05.19 – 2026.10.16
    Initial capital: $100 000
    Position sizing: Risk 100 % of account per position (Stockpicker risk model)
    Number of trades: 648
    Total profit: $2 838 002
    CAGR: 13.88 %
    Max open drawdown: -28.09 %
    Profit factor: 2.27
    Sharpe ratio: 1.11
    Winning trades: 60.49 %
    Return / open DD ratio: 13.88


    Important notes

    • The strategy was tested in StrategyQuant X (AlgoWizard); the figures above are backtest results. See the risk disclaimer below.
    • Before live use, retest the strategy on your own data, commissions and position sizing.
    • The strategy file stores the settings it was built with (engine Stockpicker, stock group Russell 1000, D1). When you retest it, select your own symbol, engine and costs.

    Past performance is no guarantee of future success. All information should be viewed as educational only UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results. CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.
    ELITE

    Included with membership

    Free for ELITE members

    Files

    • Strategy-Russell1000BreakoutLeaders.sqm137 KBLocked

    Download unlocks after purchase or with an active tier.

    Details
    Version1.0.0
    PublishedOctober 25, 2026
    Last updatedNovember 2, 2026
    Available in tiersELITE
    AppSQ
    TypeStrategy
    StyleBreakout
    AuthorStrategyQuant
    EngineStock Picker
    MarketRussell 1000
    DirectionLong
    TimeframeD1
    App version145.3205
    Market regimeBull Market
    Holding periodPosition