End-of-day momentum research

Test how a rules-based strategy would have held up against the market.

Perray's Momentum Lab scans end-of-day data, ranks candidates, and lets you backtest a rules-based momentum approach against benchmarks like SPY and QQQ — then export the research. A calm research cockpit, not a signal room.

Educational research and backtesting only. Not investment advice. No brokerage connection, ever.

How it works

Find candidates. Test conditions. Compare to benchmarks.

The doctrine is simple: surface momentum candidates, let you test entry and exit conditions with sliders, compare against a market benchmark over the same window, and export what you find. You make your own decisions.

STEP 01

Scan the ranked list

Each night the model ranks eligible U.S. large-cap names by Perray Rank, sorted into Explore, Watch, and Cooling zones with an Overextension Guard.

STEP 02

Run a backtest

Adjust position count, buy and sell rank thresholds, and quality filters, then run a weekly-rebalanced backtest over your chosen date range.

STEP 03

Compare & export

See model versus benchmark return, CAGR, and drawdown side by side, then export a CSV or a share-safe image of the results.

A look inside

This is what you'll be working in.

A live backtest snapshot from the research cockpit, refreshed daily. Tickers and the current ranked list are shown only inside the app to signed-in members — the preview below is a share-safe illustration of the interface.

app.momentumstockscreener.com
Daily share-safe backtest snapshot from Perray's Momentum Lab
Illustration only · share-safe · not the current ranked list · not investment advice
Plans & pricing

Start free. Upgrade when the research earns it.

Every plan is the same calm research cockpit. Paid plans lift your daily run limit; self-hosted removes it entirely and adds saved settings.

Free Test

Kick the tires with real backtests.
 
$0
  • 3 research runs, lifetime
  • Full screener & backtest view
  • CSV & image exports
  • No card required

Annual

Two months off versus monthly.
 
$270/yr
  • 5 research runs per day
  • Everything in Monthly
  • Best value for regular use
  • Billed once a year

Self-Hosted

Run it on your own machine.
 
Coming soon
  • Unlimited local backtests
  • Saved settings & strategies
  • Downloadable datasets
  • One-time purchase

Prices shown are current as of today. Founding pricing is limited to the first 100 paid members; standard pricing applies afterward. Payment, checkout, and billing are handled securely at checkout.

Important disclosures

Perray's Momentum Lab is an educational research and backtesting tool. It does not provide individualized investment advice, does not manage accounts, does not connect to brokerage accounts, does not place trades, and does not guarantee future results. All investing involves risk, including loss of principal. Users are responsible for their own research and decisions.

Backtested and hypothetical results are for educational research only. They do not represent actual trading results and do not guarantee future performance. Slippage, taxes, commissions, liquidity, execution quality, and user behavior can materially affect real-world results. Past performance does not guarantee future results.