← lunau.xyz
Protocol M Stocks
NDX-100
+S&P 500
+ETFs
+Commodities
+Crypto
+Nuclear
Generated: Wednesday, September 02, 2026 at 16:00 |
Params: M1=4, M2lag=2, Top 15 |
Next rebalance: October 01, 2026 |
Universe: 537 instruments (NDX-100 + S&P 500 + ETFs) |
Data: Fiscal.ai + FMP
✓ DEPLOY QQQ Regime Filter (10-Month SMA)
Strategy is in deployment mode — QQQ trending above long-term average.
Would-Be Allocation
AD HOC
What the strategy would hold if rebalanced on the latest data
(as of 2026-09-02 close —
trailing 30D bars , so signals
recompute every daily run and names can add/drop each session).
Official above stays on calendar month-end locks for tradable consistency.
# Ticker Company Name Class M1 M2 M2/M1 (≥0.50) Score Weight Trail DD Stop 12M Trend 1 MRNA Moderna, Inc. NASDAQ +222.86% +171.00% 0.77 ✓ 30.0% -13.5% ✓ OK 2 BR BROADRIDGE FINANCIAL SOLUTIONS, INC. SP500 +209.62% +113.77% 0.54 ✓ 30.0% +nan% ✓ OK 3 TEAM Atlassian Corp NASDAQ +101.88% +101.62% 1.00 ✓ 25.0% +nan% ✓ OK 4 VEEV VEEVA SYSTEMS INC SP500 +63.98% +65.39% 1.02 ✓ 2.7% -1.7% ✓ OK 5 WDAY Workday, Inc. NASDAQ +55.86% +66.22% 1.19 ✓ 2.4% +nan% ✓ OK 6 NOW ServiceNow, Inc. SP500 +48.59% +63.09% 1.30 ✓ 1.8% +nan% ✓ OK 7 BG Bunge Global SA SP500 +64.78% +50.45% 0.78 ✓ 1.5% +0.0% ✓ OK 8 CRM Salesforce, Inc. SP500 +37.40% +55.22% 1.48 ✓ 1.1% -0.5% ✓ OK 9 DXCM DEXCOM INC NASDAQ +50.79% +46.16% 0.91 ✓ 1.0% +nan% ✓ OK 10 CTSH COGNIZANT TECHNOLOGY SOLUTIONS CORP NASDAQ +22.23% +58.86% 2.65 ✓ 0.9% +nan% ✓ OK 11 GEN Gen Digital Inc. SP500 +55.50% +37.55% 0.68 ✓ 0.8% +nan% ✓ OK 12 HPQ HP INC SP500 +51.25% +38.56% 0.75 ✓ 0.7% +nan% ✓ OK 13 CF CF Industries Holdings, Inc. SP500 +48.90% +39.13% 0.80 ✓ 0.7% +nan% ✓ OK 14 SMCI Super Micro Computer, Inc. NASDAQ +32.95% +46.01% 1.40 ✓ 0.7% +nan% ✓ OK 15 BBY BEST BUY CO INC SP500 +51.91% +34.95% 0.67 ✓ 0.6% +nan% ✓ OK
Drift vs Official
HELD = in both |
▲ NEW = would enter if rebalanced today |
▼ WOULD DROP = in official but no longer in the top 15.
Ticker Status Official Wt Would-Be Wt Δ Weight Official # Would-Be # MRNA HELD 30.0% 30.0% +0.0% 1 1 TEAM HELD 30.0% 25.0% -5.0% 2 3 BR HELD 30.0% 30.0% +0.0% 3 2 VEEV HELD 3.1% 2.7% -0.4% 4 4 NOW HELD 1.5% 1.8% +0.3% 5 6 WDAY HELD 1.1% 2.4% +1.3% 6 5 IQV ▼ WOULD DROP 0.7% — -0.7% 7 — CRM HELD 0.7% 1.1% +0.4% 8 8 DXCM HELD 0.6% 1.0% +0.4% 9 9 CRL ▼ WOULD DROP 0.5% — -0.5% 10 — GEN HELD 0.5% 0.8% +0.3% 11 11 EL ▼ WOULD DROP 0.4% — -0.4% 12 — CTSH HELD 0.4% 0.9% +0.5% 13 10 ILMN ▼ WOULD DROP 0.3% — -0.3% 14 — ZS ▼ WOULD DROP 0.3% — -0.3% 15 — BG ▲ NEW — 1.5% +1.5% — 7 HPQ ▲ NEW — 0.7% +0.7% — 12 CF ▲ NEW — 0.7% +0.7% — 13 SMCI ▲ NEW — 0.7% +0.7% — 14 BBY ▲ NEW — 0.6% +0.6% — 15
New Entrants — Detail BG
BG — profile unavailable (auto-refreshed).
52wk Low $122.86 52wk High $123.09
Unknown · Unknown
12-Month Price
HPQ
HPQ — profile unavailable (auto-refreshed).
52wk Low $31.99 52wk High $31.99
Unknown · Unknown
12-Month Price
CF
CF — profile unavailable (auto-refreshed).
52wk Low $139.27 52wk High $139.27
Unknown · Unknown
12-Month Price
SMCI
SMCI — profile unavailable (auto-refreshed).
52wk Low $37.00 52wk High $38.46
Unknown · Unknown
12-Month Price
BBY
BBY — profile unavailable (auto-refreshed).
52wk Low $87.00 52wk High $87.00
Unknown · Unknown
12-Month Price
Official Allocation — September 2026
🔒 LOCKED
Set from the 2026-08-31 close (last trading day of the prior month) —
the same rebalance timing the backtest uses. Locked 2026-09-01;
mid-month reruns never change this allocation. Top 15 by composite momentum score (M1 + 2×M2),
after eliminating decelerating names (M2 > 0 ) and stale accelerations
(M2/M1 ≥ 0.50 ) — the same filters used in the backtest.
Score-weighted with per-position and class caps.
Class allocation: NASDAQ : 62.7% | SP500 : 37.4%
MRNA TEAM BR VEEV NOW WDAY IQV CRM DXCM CRL GEN EL CTSH ILMN ZS
✓ No trailing stops triggered — all positions within limits.
# Ticker Company Name Class M1 M2 M2/M1 (≥0.50) Score Weight Trail DD Stop 12M Trend 1 MRNA Moderna, Inc. NASDAQ +205.49% +174.76% 0.85 ✓ 30.0% -13.5% ✓ OK 2 TEAM Atlassian Corp NASDAQ +183.09% +179.55% 0.98 ✓ 30.0% +nan% ✓ OK 3 BR BROADRIDGE FINANCIAL SOLUTIONS, INC. SP500 +203.21% +112.52% 0.55 ✓ 30.0% +nan% ✓ OK 4 VEEV VEEVA SYSTEMS INC SP500 +83.17% +85.66% 1.03 ✓ 3.1% -1.7% ✓ OK 5 NOW ServiceNow, Inc. SP500 +67.58% +75.66% 1.12 ✓ 1.5% +nan% ✓ OK 6 WDAY Workday, Inc. NASDAQ +61.32% +69.79% 1.14 ✓ 1.1% +nan% ✓ OK 7 IQV IQVIA HOLDINGS INC. SP500 +64.92% +56.87% 0.88 ✓ 0.7% +nan% ✓ OK 8 CRM Salesforce, Inc. SP500 +45.89% +65.47% 1.43 ✓ 0.7% -0.5% ✓ OK 9 DXCM DEXCOM INC NASDAQ +52.91% +61.19% 1.16 ✓ 0.6% +nan% ✓ OK 10 CRL CHARLES RIVER LABORATORIES INTERNATIO… SP500 +72.63% +45.57% 0.63 ✓ 0.5% +nan% ✓ OK 11 GEN Gen Digital Inc. SP500 +60.71% +50.43% 0.83 ✓ 0.5% +nan% ✓ OK 12 EL ESTEE LAUDER COMPANIES INC SP500 +33.36% +61.24% 1.84 ✓ 0.4% +nan% ✓ OK 13 CTSH COGNIZANT TECHNOLOGY SOLUTIONS CORP NASDAQ +22.08% +61.97% 2.81 ✓ 0.4% +nan% ✓ OK 14 ILMN ILLUMINA, INC. NASDAQ +68.56% +37.79% 0.55 ✓ 0.3% +nan% ✓ OK 15 ZS Zscaler, Inc. NASDAQ +44.16% +48.13% 1.09 ✓ 0.3% +nan% ✓ OK
Moderna, Inc.
Moderna is a biotechnology company pioneering messenger RNA (mRNA) therapeutics and vaccines, including its COVID-19 vaccine.
52wk Low $150.81 52wk High $174.38
NEXT EARNINGS
Q2 2026 est.
Healthcare · Biotechnology
12-Month Price
Recent News
▲ Moderna advances flu + COVID combo vaccine2026-06-18
▲ New mRNA oncology pipeline update2026-05-20
TEAM
TEAM — profile unavailable (auto-refreshed).
52wk Low $186.44 52wk High $194.17
Unknown · Unknown
12-Month Price
BR
BR — profile unavailable (auto-refreshed).
52wk Low $178.06 52wk High $185.45
NEXT EARNINGS
Aug 2026 est.
Unknown · Unknown
12-Month Price
Recent News
▲ Broadridge Joins Anthropic's Project Glasswing for AI cybersecurity2026-06-17
▲ Recurring Revenues & Buyouts Aid Broadridge Amid High Rivalry2026-06-23
▲ Broadridge Names Mark Nichols Co-President of Digital Assets2026-06-23
VEEV
VEEV — profile unavailable (auto-refreshed).
52wk Low $280.72 52wk High $285.69
Unknown · Unknown
12-Month Price
NOW
NOW — profile unavailable (auto-refreshed).
52wk Low $136.72 52wk High $147.99
Unknown · Unknown
12-Month Price
WDAY
WDAY — profile unavailable (auto-refreshed).
52wk Low $200.87 52wk High $206.45
Unknown · Unknown
12-Month Price
IQV
IQV — profile unavailable (auto-refreshed).
52wk Low $263.84 52wk High $263.84
Unknown · Unknown
12-Month Price
CRM
CRM — profile unavailable (auto-refreshed).
52wk Low $256.93 52wk High $258.11
Unknown · Unknown
12-Month Price
DXCM
DXCM — profile unavailable (auto-refreshed).
52wk Low $89.69 52wk High $91.06
Unknown · Unknown
12-Month Price
CRL
CRL — profile unavailable (auto-refreshed).
52wk Low $291.76 52wk High $298.58
Unknown · Unknown
12-Month Price
GEN
GEN — profile unavailable (auto-refreshed).
52wk Low $30.65 52wk High $31.02
Unknown · Unknown
12-Month Price
EL
EL — profile unavailable (auto-refreshed).
52wk Low $101.15 52wk High $106.21
Unknown · Unknown
12-Month Price
CTSH
CTSH — profile unavailable (auto-refreshed).
52wk Low $63.40 52wk High $64.58
Unknown · Unknown
12-Month Price
ILMN
ILMN — profile unavailable (auto-refreshed).
52wk Low $213.25 52wk High $227.69
Unknown · Unknown
12-Month Price
ZS
ZS — profile unavailable (auto-refreshed).
52wk Low $172.73 52wk High $188.18
Unknown · Unknown
12-Month Price
Backtest Performance vs QQQ
Primary benchmark: QQQ (Invesco Nasdaq-100 ETF). This is what most investors compare against.
Annualised Return
+85.2%
QQQ: +25.1%
Annualised Vol
44.4%
QQQ: 19.5%
Sharpe Ratio
1.92
QQQ: 1.29
Max Drawdown
-14.8%
QQQ: -15.2%
Calmar Ratio
5.76
QQQ: 1.65
Total Return
+1271.5%
QQQ: +159.3%
Best Month
+40.9%
QQQ: +15.7%
Metric Strategy QQQ EW NDX-100 Total Return +1271.5% +159.3% +132.4% Ann. Return +85.2% +25.1% +22.0% Ann. Volatility 44.4% 19.5% 17.5% Sharpe Ratio 1.92 1.29 1.25 Calmar Ratio 5.76 1.65 1.87 Max Drawdown -14.8% -15.2% -11.7% Win Rate 68.6% 62.7% 62.7% Best Month +40.9% +15.7% +12.4% Worst Month -14.8% -10.5% -8.9% Months 51 51 51
Walk-Forward Out-of-Sample Validation
Parameters optimised on rolling 24-month training windows, tested on unseen 6-month windows.
Walk-Forward OOS Summary Out-of-sample on unseen data — avoids look-ahead bias.
Ann. Return +129.1% Sharpe 2.45 Max DD -14.8% Win Rate 70%
Configuration Universe 95 NDX + 415 S&P500 stocks + 27 ETFs M1 Lookback 4 months M2 Lag 2 month(s) Holdings Top 15 Sizing Score-weighted (softmax) Position Cap 30% max per ticker ETF Cap 80% total ETFs Commodity Cap 30% total commodities Crypto Cap 20% total crypto Trailing Stop 25% from peak Benchmark QQQ (Nasdaq-100 ETF)
Fold Train End Test End Best M1 Best M2 Best N OOS Sharpe OOS Ann Ret OOS MaxDD #1 2023-12 2024-06 4 2 5 1.72 +108.4% -8.4% #2 2024-06 2024-12 4 2 7 1.23 +80.1% -12.7% #3 2024-12 2025-06 4 2 7 2.01 +86.6% -9.7% #4 2025-06 2025-12 4 2 7 3.94 +238.8% -14.8% #5 2025-12 2026-06 4 2 7 3.73 +166.0% -10.4%
Rolling 12-Month Return vs QQQ
Trailing 12-month return each month — smooths single-month noise and shows whether alpha is growing or compressing.
Monthly Return Heatmap
Each cell = strategy return for that month. Green = positive, red = negative. Full-year column on right.
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Full Yr 2022 — — — — — — +6.0% -2.9% -10.6% +10.1% +5.8% -2.9% +4.0% 2023 +9.8% -0.4% +11.4% -4.5% +18.8% +6.3% +40.0% +0.0% -7.5% -2.8% +3.4% +4.3% +99.4% 2024 -9.4% +29.7% +12.4% -8.3% +17.1% +2.9% -1.5% +0.8% +3.4% +7.1% +40.9% -13.1% +96.5% 2025 +26.8% -7.0% -5.3% +1.3% +2.3% +13.9% +13.7% -14.8% +22.3% +28.1% +7.7% +3.0% +121.9% 2026 +12.0% +9.9% -9.0% +1.8% +26.7% +11.9% -6.8% +0.6% +0.1% — — — +51.6%
Parameter Optimisation — All Combinations
M1 M2lag TopN Sharpe Ann Return Ann Vol MaxDD Calmar Win% 4 2 7 1.83 +67.4% 36.8% -14.1% 4.79 59% 5 1 7 1.77 +57.1% 32.2% -14.0% 4.07 66% 5 1 5 1.75 +65.0% 37.1% -18.9% 3.43 64% 4 2 5 1.73 +71.9% 41.5% -14.2% 5.06 61% 4 2 10 1.71 +55.6% 32.6% -13.8% 4.04 61% 5 1 10 1.60 +44.1% 27.6% -12.8% 3.45 64% 5 2 5 1.51 +64.0% 42.4% -21.0% 3.06 62% 4 1 5 1.45 +53.8% 37.1% -21.2% 2.54 61% 2 2 7 1.42 +54.3% 38.2% -29.0% 1.87 59% 2 2 5 1.40 +61.0% 43.7% -31.4% 1.94 60% 4 1 10 1.39 +38.7% 27.9% -20.7% 1.87 63% 3 2 7 1.38 +52.5% 38.0% -21.4% 2.45 63% 5 2 10 1.35 +43.5% 32.2% -23.3% 1.87 55% 3 2 5 1.35 +61.7% 45.6% -22.4% 2.76 60% 3 1 10 1.35 +43.6% 32.3% -21.9% 1.99 62% 5 2 7 1.33 +48.5% 36.5% -22.3% 2.17 56% 4 1 7 1.31 +43.2% 32.9% -20.2% 2.14 60% 3 1 5 1.29 +56.0% 43.4% -26.6% 2.11 64% 2 2 10 1.22 +38.3% 31.4% -27.8% 1.38 57% 2 1 5 1.20 +45.5% 37.8% -25.6% 1.77 58% 2 1 7 1.19 +41.8% 35.2% -23.6% 1.77 58% 3 1 7 1.18 +44.0% 37.2% -24.3% 1.81 62% 3 2 10 1.10 +35.0% 31.9% -21.5% 1.63 58% 2 1 10 1.05 +33.5% 31.9% -22.7% 1.48 54%
Monthly Holdings History (last 3 years)
Month #1 #2 #3 #4 #5 #6 #7 #8 #9 #10 #11 #12 #13 #14 #15 2023-10 HUM ALL PGR BITO EG FANG ACGL UNH CB CASY AMGN KEY WRB CMI GD 2023-11 CRWD ANET MELI CMS GDDY BITO PGR FICO IT AXON CBOE ALL SNPS WTW SBAC 2023-12 COIN XYZ BITO PODD EXPE AMD CMS GDDY NCLH EXR COF COHR DXCM RCL CRWD 2024-01 SMCI XYZ COF COHR AMD COIN TPR ASML RMD BG BLDR NFLX NVDA PODD AVGO 2024-02 SMCI CVNA NVDA COF COHR ALGN XYZ BG BLDR AMD APP HOOD TPR UBER DVA 2024-03 SMCI CVNA HOOD SMR APP ARM VST NVDA ALGN EME OKTA WSM SATS FIX CEG 2024-04 SMR SCCO ACGL FLEX FANG TPL EXE XOM USO DVN EOG VLO COPX KR TKO 2024-05 SMR FSLR SILJ SLV PDD FLEX TER NEE NEM NTAP DD AES BF-B PEG HPQ 2024-06 SMR FSLR HPE TER SATS PODD NEM SILJ NTAP TPL CHRW HUM MMM VTR HPQ 2024-07 CHTR TSLA ADBE AAPL TYL LITE FICO PANW FOX VTR AMGN UNH MTCH RVTY PODD 2024-08 GL EFX PLTR FICO ERIE MELI IRM DHI PLD CIEN CHTR CBRE MSCI HWM CHRW 2024-09 PLTR APP COF COHR AXON DASH ERIE GL FTNT ADSK LITE ORCL EXPE BMY ILMN 2024-10 APP UAL GEV DASH NCLH SOLV VST ETR VRT AXON PYPL ILMN DAL SATS BMY 2024-11 APP SMR UAL PLTR VST AXON HOOD VRT TPL CRWD IBKR BITO TPR DAL TEAM 2024-12 APP NNE PLTR HOOD TSLA TPR COIN LULU BITO TEAM WSM AVGO CRWD EQT DXCM 2025-01 OKTA LULU WSM BA AVGO DLTR GOOGL GOOG BX AMZN MCK BKR USO ARM GFS 2025-02 SMCI CVS HWM MCK VRSN FOX OKTA APTV AZN LLY HUM MMM GE AJG RSG 2025-03 PDD NEM VRSN SMCI GDX MPWR WPM ELV HII CVS KO ABBV MDLZ HCA AMT 2025-04 WPM NEM GDX CVS SILJ MELI PM MOS UBER ED VRTX AMT HII CBOE HCA 2025-05 SMR NRG CVNA PLTR CCJ ZS SMCI MELI APH STX JCI FIX GEV TT URA 2025-06 SMR CCJ COIN HOOD URA AMD LITE AXON FIX VRT PWR AVGO GEV VST URNM 2025-07 SMR COIN HOOD FIX VRT GEV WDC LITE TTD ORCL VST COF COHR ANET AMD 2025-08 SATS LITE APP TER SNDK IVZ WDC UAL NCLH DAL ANET LVS GNRC ALB APA 2025-09 SATS SNDK WBD INTC SILJ MU TER UNH ALB APA LRCX PSKY GDX NEM PDD 2025-10 SNDK CIEN WBD INTC SCCO TSLA TMO REGN UNH AAPL ASML LLY AMAT HAL STLD 2025-11 SNDK CNC ALB WAT LLY UHS BIIB CAH HCA C ALGN FICO REGN ISRG ELV 2025-12 COF COHR CNC SLV AMAT LLY LUV C CAH ALGN IT WAT MRNA JKHY COO 2026-01 MRNA FCX LUV HII JBHT SLB CCJ MCHP CRL EL ODFL DECK ON STZ DLTR 2026-02 MRNA TPL WPM FCX DECK KEYS GNRC ENPH GLW ADI TRGP LUV GEV KVUE DVA 2026-03 USO LYB APA CCI DOW OXY TPL DD GLW COP DVA DELL VLO EOG GEV 2026-04 INTC ARM STX USO MRVL VRT AMD DELL MPWR GNRC FIX ON GFS LYB PWR 2026-05 DELL ARM MRVL INTC FLEX AMD DDOG MU HPE STX NTAP ON QCOM CRWD SMCI 2026-06 MRVL CBOE DELL AMD DDOG PANW CASY MU FLEX HUM CRWD BR CMI OKTA HPE 2026-07 CBOE CASY BR CMI CINF CI CNC BAX ILMN TEAM IQV BG TECH DASH CRL 2026-08 MRNA TEAM BR VEEV NOW WDAY IQV CRM DXCM CRL GEN EL CTSH ILMN ZS 2026-09 MRNA VEEV BG REGN CRM PSX CHTR APA GPC ABT COP TYL MDT COR CAG
For informational purposes only. Not financial advice. Past performance does not guarantee future results.
Universe: 95 NDX-100 stocks (Fiscal.ai) + 27 ETFs/Commodities/Crypto (FMP).
Benchmark: QQQ (Invesco Nasdaq-100 ETF).
