Volatility-Adjusted Momentum Engine
A point-in-time backtesting framework for U.S. equities. The strategy identifies price breakouts via 50/200-day moving average spreads, normalizes signals using Garman-Klass volatility, and allocates capital inversely to risk. Spanning seven pipeline stages, the daily-rebalanced execution simulator features strict liquidity guardrails and dynamic equity scaling, where positions are sized proportionally to total net worth in order to maximize compounding.