CODE MORTAR

momentum

Personal project

Python

Backtesting

momentum is a Python backtester and monthly signal tool for ETF momentum strategies. We built it to test trading strategies against historical data and then run the same logic live to generate a monthly signal. It runs as a scheduled cloud job.

  • Shared strategy core: A pure-function strategy core is shared by both the backtest and the live signal, so what we test is exactly what runs in production.
  • No look-ahead bias: A dedicated test proves that adding later data never changes past decisions, guarding against one of the most common backtesting mistakes.
  • Pre-flight test gate: The full test suite runs before the live job acts, so the signal is only generated if everything passes.
  • Stack: Python and pandas, deployed as a scheduled cloud job.

Open source

github.com/codemortar/momentum

A personal project exploring ETF momentum strategies, with an emphasis on testable, reproducible signals and no look-ahead bias.

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