Trend regime, momentum, risk — and what a rule-based system does about it. Computed daily by the IVEST research system. As of 2026-07-09.
1-year price (gold) vs 200-day moving average (dashed). Last close 112.21
These rules describe how systematic trend-following strategies typically operate — a framework, not a recommendation for any individual.
| Horizon | Return | Universe percentile |
|---|---|---|
| 1M | -6.4% | 13 |
| 3M | -11.7% | 9 |
| 6M | -1.5% | 30 |
| 12M | +16.5% | 52 |
Cross-sectional percentile ranks WMT against ~200 liquid US names — a stock can be "up" and still lag the tape. Persistent top-quartile momentum across horizons is the profile trend systems allocate to.
Trend regime uses the 200-day moving average — the same gate the IVEST core applies before holding leveraged exposure. Composite score = 40·(trend) + 40·(momentum percentile) + 20·(1 − volatility percentile): fully transparent. Beta/correlation vs SPY over the last 12 months. Every number regenerates daily from raw prices — no analyst opinion in the loop.
No — WMT trades -4.0% below its 200-day moving average; trend systems treat this regime as risk-off.
No page can answer that for you — but a trend system's checklist is public: regime ❌ below the 200-day line; momentum percentile 9/100; extension normal; predefined exit at 116.85. If any of those words are unfamiliar, position sizing — not stock picking — is the first thing to learn (Kelly calculator).
116.85 as of 2026-07-09 (close 112.21, -4.0%). The 50-day sits at 121.53 — the 50/200 relationship is currently a golden cross.
Annualized volatility 25%, worst single day in the last year -7.3%, worst peak-to-trough -19%. Beta to SPY: -0.05. Size positions so that this drawdown profile is survivable — see the playbook above.