Time-series momentum on Vietnam

The rules, exactly as run

Check once a month, on the last trading day.
If the last 12 months returned more than zero, hold for the month ahead.
If not, sit in cash.

Live

Return, live

-4.7%

over 3 trades the agent called

Win rate

Per trade

-4.703%

Still open

If you had put in $100

$100.00

Live calls only, and positions still open are included at today’s price — a rule that holds for months would otherwise read as having done nothing while sitting on a year of gains. Only settled trades are counted underneath. The backfilled record below is the rules replayed over history they have already seen — turning that into a dollar figure would be money invented out of hindsight. Reset the counter whenever you like; it is kept in your browser, not in the journal.

Live so far

Time-series momentumJust owning FPT.VN, HPG.VN, MWG.VN, SSI.VN, VCB.VN, VIC.VN, VNM.VN and E1VFVN30.VN

Backfilled: 2010-02-22 to 2026-10-02

Time-series momentumJust owning FPT.VN, HPG.VN, MWG.VN, SSI.VN, VCB.VN, VIC.VN, VNM.VN and E1VFVN30.VN

The shape of the trades

Best trade

+70.2%

Worst trade

-45.2%

Median trade

-0.07%

t-statistic

+3.20

under 2 is noise

Versus doing nothing

	Return	Worst fall	Trades	Win rate	Per trade	Days holding
Time-series momentum	+209%	-54%	852	50%	+1.027%	53%
Just owning FPT.VN, HPG.VN, MWG.VN, SSI.VN, VCB.VN, VIC.VN, VNM.VN and E1VFVN30.VN	+821%	-61%	—	—	—	100%

The catch

About twelve decisions a year. That is the strongest evidence base of the three and the slowest possible way to find out you were wrong — this number will not mean anything for years, and saying so is the point.

Trades, newest first

Entered	Held	At	Exited	Return	Why
2026-09-30	VNM.VN	59,400	2026-10-02	-3.54%	still holding — marked at today’s price, not settled
2026-09-30	VIC.VN	227,900	2026-10-02	-1.71%	still holding — marked at today’s price, not settled
2026-09-30	E1VFVN30.VN	34,550	2026-10-02	-1.04%	still holding — marked at today’s price, not settled
2026-08-31	VNM.VN	62,300	2026-09-30	-4.65%	the month ended
2026-08-31	VIC.VN	236,000	2026-09-30	-3.43%	the month ended
2026-08-31	E1VFVN30.VN	35,670	2026-09-30	-3.14%	the month ended
2026-07-31 backfill	VNM.VN	60,900	2026-08-31	+2.30%	the month ended
2026-07-31 backfill	VIC.VN	214,100	2026-08-31	+10.23%	the month ended
2026-07-31 backfill	MWG.VN	69,900	2026-08-31	+7.30%	the 12-month return turned negative
2026-07-31 backfill	E1VFVN30.VN	33,700	2026-08-31	+5.85%	the month ended
2026-06-30 backfill	VNM.VN	54,800	2026-07-31	+11.13%	the month ended
2026-06-30 backfill	VIC.VN	220,000	2026-07-31	-2.68%	the month ended
2026-06-30 backfill	VCB.VN	61,686	2026-07-31	-3.87%	the 12-month return turned negative
2026-06-30 backfill	SSI.VN	26,750	2026-07-31	-11.96%	the 12-month return turned negative
2026-06-30 backfill	MWG.VN	76,902	2026-07-31	-9.11%	the month ended
2026-06-30 backfill	HPG.VN	23,300	2026-07-31	-6.87%	the 12-month return turned negative
2026-06-30 backfill	E1VFVN30.VN	35,870	2026-07-31	-6.05%	the month ended
2026-05-29 backfill	VNM.VN	57,321	2026-06-30	-4.40%	the month ended
2026-05-29 backfill	VIC.VN	211,300	2026-06-30	+4.12%	the month ended
2026-05-29 backfill	VCB.VN	61,488	2026-06-30	+0.32%	the month ended
2026-05-29 backfill	SSI.VN	27,500	2026-06-30	-2.73%	the month ended
2026-05-29 backfill	MWG.VN	75,130	2026-06-30	+2.36%	the month ended
2026-05-29 backfill	HPG.VN	24,000	2026-06-30	-2.92%	the month ended
2026-05-29 backfill	E1VFVN30.VN	35,750	2026-06-30	+0.34%	the month ended
2026-04-30 backfill	VNM.VN	58,967	2026-05-29	-2.79%	the month ended
2026-04-30 backfill	VIC.VN	214,000	2026-05-29	-1.26%	the month ended
2026-04-30 backfill	VCB.VN	59,306	2026-05-29	+3.68%	the month ended
2026-04-30 backfill	SSI.VN	27,650	2026-05-29	-0.54%	the month ended
2026-04-30 backfill	MWG.VN	82,712	2026-05-29	-9.17%	the month ended
2026-04-30 backfill	HPG.VN	24,774	2026-05-29	-3.13%	the month ended
2026-04-30 backfill	E1VFVN30.VN	35,870	2026-05-29	-0.33%	the month ended
2026-03-31 backfill	VNM.VN	58,580	2026-04-30	+0.66%	the month ended
2026-03-31 backfill	VIC.VN	135,000	2026-04-30	+58.52%	the month ended
2026-03-31 backfill	SSI.VN	26,950	2026-04-30	+2.60%	the month ended
2026-03-31 backfill	MWG.VN	80,545	2026-04-30	+2.69%	the month ended
2026-03-31 backfill	HPG.VN	24,016	2026-04-30	+3.16%	the month ended
2026-03-31 backfill	E1VFVN30.VN	32,440	2026-04-30	+10.57%	the month ended
2026-02-27 backfill	VNM.VN	66,036	2026-03-31	-11.29%	the month ended
2026-02-27 backfill	VIC.VN	172,000	2026-03-31	-21.51%	the month ended
2026-02-27 backfill	SSI.VN	32,400	2026-03-31	-16.82%	the month ended

Showing the latest 40 of 858 — the full history lives in journal.json.

Activity — what the agent actually did

01:03:09█run finished — 55,052 trades on record

01:03:09●fetch BTC-USD daily max → 3337 bars for btc-trend

01:03:05●fetch VNM.VN daily max → 3752 bars for vn-trend

01:03:05●fetch VIC.VN daily max → 3761 bars for vn-trend

01:03:05●fetch VCB.VN daily max → 4303 bars for vn-trend

01:03:05●fetch SSI.VN daily max → 4312 bars for vn-trend

01:03:04●fetch MWG.VN daily max → 3158 bars for vn-trend

01:03:04●fetch HPG.VN daily max → 4312 bars for vn-trend

01:03:04●fetch FPT.VN daily max → 4312 bars for vn-trend

01:03:03●fetch TQQQ daily max → 4186 bars for trend3x

01:03:03●fetch QQQ daily max → 6935 bars (safe asset for trend3x)

01:03:03●fetch LTC-USD daily 20y → 3219 bars for dual-momentum

01:03:02●fetch AVAX-USD daily 20y → 2205 bars for dual-momentum

01:03:02●fetch LINK-USD daily 20y → 2820 bars for dual-momentum

01:03:02●fetch DOGE-USD daily 20y → 2650 bars for dual-momentum

01:03:02●fetch ADA-USD daily 20y → 3094 bars for dual-momentum

01:03:02●fetch BNB-USD daily 20y → 3256 bars for dual-momentum

01:03:02●fetch XRP-USD daily 20y → 3077 bars for dual-momentum

01:03:02●fetch SOL-USD daily 20y → 2247 bars for dual-momentum

01:03:02●fetch ETH-USD daily 20y → 3337 bars for dual-momentum

01:03:02●fetch BTC-USD daily 20y → 3337 bars for dual-momentum

01:03:02●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)

01:03:02●fetch E1VFVN30.VN daily 20y → 2533 bars for dual-momentum

01:03:01●fetch VNM.VN daily 20y → 3752 bars for dual-momentum

01:03:01●fetch VIC.VN daily 20y → 3761 bars for dual-momentum

01:03:01●fetch VCB.VN daily 20y → 4303 bars for dual-momentum

01:03:00●fetch SSI.VN daily 20y → 4312 bars for dual-momentum

01:03:00●fetch MWG.VN daily 20y → 3158 bars for dual-momentum

01:03:00●fetch HPG.VN daily 20y → 4312 bars for dual-momentum

01:02:59●fetch FPT.VN daily 20y → 4312 bars for dual-momentum

01:02:59●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)

01:02:59●fetch XLI daily 20y → 5031 bars for dual-momentum

01:02:58●fetch XLV daily 20y → 5031 bars for dual-momentum

01:02:58●fetch XLE daily 20y → 5031 bars for dual-momentum

01:02:58●fetch XLF daily 20y → 5031 bars for dual-momentum

01:02:57●fetch XLK daily 20y → 5031 bars for dual-momentum

01:02:57●fetch EEM daily 20y → 5031 bars for dual-momentum

01:02:57●fetch EFA daily 20y → 5031 bars for dual-momentum

01:02:57●fetch MDY daily 20y → 5031 bars for dual-momentum

01:02:56●fetch DIA daily 20y → 5031 bars for dual-momentum

01:02:56●fetch IWM daily 20y → 5031 bars for dual-momentum

01:02:56●fetch QQQ daily 20y → 5031 bars for dual-momentum

01:02:56●fetch SPY daily 20y → 5031 bars for dual-momentum

01:02:56●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)

01:02:55●fetch LTC-USD daily 20y → 3219 bars for momentum-vol

01:02:55●fetch AVAX-USD daily 20y → 2205 bars for momentum-vol

01:02:55●fetch LINK-USD daily 20y → 2820 bars for momentum-vol

01:02:55●fetch DOGE-USD daily 20y → 2650 bars for momentum-vol

01:02:55●fetch ADA-USD daily 20y → 3094 bars for momentum-vol

01:02:55●fetch BNB-USD daily 20y → 3256 bars for momentum-vol

01:02:55●fetch XRP-USD daily 20y → 3077 bars for momentum-vol

01:02:55●fetch SOL-USD daily 20y → 2247 bars for momentum-vol

01:02:55●fetch ETH-USD daily 20y → 3337 bars for momentum-vol

01:02:55●fetch BTC-USD daily 20y → 3337 bars for momentum-vol

01:02:54●fetch E1VFVN30.VN daily 20y → 2533 bars for momentum-vol

01:02:54●fetch VNM.VN daily 20y → 3752 bars for momentum-vol

01:02:54●fetch VIC.VN daily 20y → 3761 bars for momentum-vol

01:02:53●fetch VCB.VN daily 20y → 4303 bars for momentum-vol

01:02:53●fetch SSI.VN daily 20y → 4312 bars for momentum-vol

01:02:53●fetch MWG.VN daily 20y → 3158 bars for momentum-vol

01:02:52●fetch HPG.VN daily 20y → 4312 bars for momentum-vol

01:02:52●fetch FPT.VN daily 20y → 4312 bars for momentum-vol

01:02:52●fetch XLI daily 20y → 5031 bars for momentum-vol

01:02:51●fetch XLV daily 20y → 5031 bars for momentum-vol

01:02:51●fetch XLE daily 20y → 5031 bars for momentum-vol

01:02:51●fetch XLF daily 20y → 5031 bars for momentum-vol

01:02:50●fetch XLK daily 20y → 5031 bars for momentum-vol

01:02:50●fetch EEM daily 20y → 5031 bars for momentum-vol

01:02:50●fetch EFA daily 20y → 5031 bars for momentum-vol

01:02:49●fetch MDY daily 20y → 5031 bars for momentum-vol

01:02:49●fetch DIA daily 20y → 5031 bars for momentum-vol

01:02:49●fetch IWM daily 20y → 5031 bars for momentum-vol

01:02:49●fetch QQQ daily 20y → 5031 bars for momentum-vol

01:02:49●fetch SPY daily 20y → 5031 bars for momentum-vol

01:02:49●fetch LTC-USD daily 20y → 3219 bars for momentum

01:02:45●fetch AVAX-USD daily 20y → 2205 bars for momentum

01:02:42●fetch LINK-USD daily 20y → 2820 bars for momentum

01:02:39●fetch DOGE-USD daily 20y → 2650 bars for momentum

01:02:36●fetch ADA-USD daily 20y → 3094 bars for momentum

01:02:33●fetch BNB-USD daily 20y → 3256 bars for momentum

01:02:28●fetch XRP-USD daily 20y → 3077 bars for momentum

01:02:25●fetch SOL-USD daily 20y → 2247 bars for momentum

01:02:22●fetch ETH-USD daily 20y → 3337 bars for momentum

01:02:18●fetch BTC-USD daily 20y → 3337 bars for momentum

01:02:14●fetch E1VFVN30.VN daily 20y → 2533 bars for momentum

01:02:14●fetch VNM.VN daily 20y → 3752 bars for momentum

01:02:13●fetch VIC.VN daily 20y → 3761 bars for momentum

01:02:13●fetch VCB.VN daily 20y → 4303 bars for momentum

01:02:12●fetch SSI.VN daily 20y → 4312 bars for momentum

01:02:12●fetch MWG.VN daily 20y → 3158 bars for momentum

01:02:11●fetch HPG.VN daily 20y → 4312 bars for momentum

01:02:11●fetch FPT.VN daily 20y → 4312 bars for momentum

01:02:10●fetch XLI daily 20y → 5031 bars for momentum

01:02:10●fetch XLV daily 20y → 5031 bars for momentum

01:02:09●fetch XLE daily 20y → 5031 bars for momentum

01:02:09●fetch XLF daily 20y → 5031 bars for momentum

01:02:08●fetch XLK daily 20y → 5031 bars for momentum

01:02:08●fetch EEM daily 20y → 5031 bars for momentum

01:02:07●fetch EFA daily 20y → 5031 bars for momentum

01:02:07●fetch MDY daily 20y → 5031 bars for momentum

01:02:06●fetch DIA daily 20y → 5031 bars for momentum

01:02:06●fetch IWM daily 20y → 5031 bars for momentum

01:02:06●fetch QQQ daily 20y → 5031 bars for momentum

01:02:05●fetch SPY daily 20y → 5031 bars for momentum

01:02:05▲OPEN overnight LTC-USD @ 70.66 (crypto)

01:02:05▼CLOSE overnight LTC-USD +0.00% — the next open

01:02:00●fetch LTC-USD daily 5y → 1827 bars for overnight

01:01:57▲OPEN overnight AVAX-USD @ 10.99 (crypto)

01:01:57▼CLOSE overnight AVAX-USD +0.00% — the next open

01:01:52●fetch AVAX-USD daily 5y → 1827 bars for overnight

01:01:49▲OPEN overnight LINK-USD @ 14.22 (crypto)

01:01:49▼CLOSE overnight LINK-USD -0.01% — the next open

01:01:45●fetch LINK-USD daily 5y → 1827 bars for overnight

01:01:42▲OPEN overnight DOGE-USD @ 0.0963 (crypto)

01:01:42▼CLOSE overnight DOGE-USD +0.00% — the next open

01:01:39●fetch DOGE-USD daily 5y → 1827 bars for overnight

01:01:36▲OPEN overnight ADA-USD @ 0.2633 (crypto)

01:01:36▼CLOSE overnight ADA-USD +0.00% — the next open

01:01:32●fetch ADA-USD daily 5y → 1827 bars for overnight

01:01:29▲OPEN overnight BNB-USD @ 795.9 (crypto)

01:01:29▼CLOSE overnight BNB-USD -0.00% — the next open

01:01:25●fetch BNB-USD daily 5y → 1827 bars for overnight

01:01:21▲OPEN overnight XRP-USD @ 1.522 (crypto)

01:01:21▼CLOSE overnight XRP-USD -0.01% — the next open

01:01:20●fetch XRP-USD daily 5y → 1827 bars for overnight

01:01:16▲OPEN overnight SOL-USD @ 121.2 (crypto)

01:01:16▼CLOSE overnight SOL-USD -0.01% — the next open

01:01:15●fetch SOL-USD daily 5y → 1827 bars for overnight

01:01:12▲OPEN overnight ETH-USD @ 2,727 (crypto)

01:01:12▼CLOSE overnight ETH-USD -0.00% — the next open

01:01:11●fetch ETH-USD daily 5y → 1827 bars for overnight

01:01:07▲OPEN overnight BTC-USD @ 8.657e+04 (crypto)

01:01:07▼CLOSE overnight BTC-USD +0.00% — the next open

01:01:06●fetch BTC-USD daily 5y → 1827 bars for overnight

01:00:59●fetch E1VFVN30.VN daily 5y → 725 bars for overnight

01:00:53●fetch VNM.VN daily 5y → 1296 bars for overnight

01:00:48●fetch VIC.VN daily 5y → 1305 bars for overnight

01:00:43●fetch VCB.VN daily 5y → 1296 bars for overnight

01:00:37●fetch SSI.VN daily 5y → 1305 bars for overnight

01:00:32●fetch MWG.VN daily 5y → 1296 bars for overnight

01:00:28●fetch HPG.VN daily 5y → 1305 bars for overnight

01:00:23●fetch FPT.VN daily 5y → 1305 bars for overnight

01:00:21●fetch XLI daily 5y → 1255 bars for overnight

01:00:19●fetch XLV daily 5y → 1255 bars for overnight

01:00:16●fetch XLE daily 5y → 1255 bars for overnight

01:00:14●fetch XLF daily 5y → 1255 bars for overnight

01:00:13●fetch XLK daily 5y → 1255 bars for overnight

01:00:11●fetch EEM daily 5y → 1255 bars for overnight

01:00:09●fetch EFA daily 5y → 1255 bars for overnight

01:00:07●fetch MDY daily 5y → 1255 bars for overnight

01:00:06●fetch DIA daily 5y → 1255 bars for overnight

01:00:05●fetch IWM daily 5y → 1255 bars for overnight

01:00:04●fetch QQQ daily 5y → 1255 bars for overnight

01:00:04●fetch SPY daily 5y → 1255 bars for overnight

01:00:04●fetch LTC-USD daily 10y → 3219 bars for rsi2

00:59:58●fetch AVAX-USD daily 10y → 2205 bars for rsi2

00:59:55●fetch LINK-USD daily 10y → 2820 bars for rsi2

00:59:52▼CLOSE rsi2 DOGE-USD +3.33% — closed above the 5-day average

00:59:52●fetch DOGE-USD daily 10y → 2650 bars for rsi2

00:59:49●fetch ADA-USD daily 10y → 3094 bars for rsi2

00:59:45●fetch BNB-USD daily 10y → 3256 bars for rsi2

00:59:41●fetch XRP-USD daily 10y → 3077 bars for rsi2

00:59:37●fetch SOL-USD daily 10y → 2247 bars for rsi2

00:59:34●fetch ETH-USD daily 10y → 3337 bars for rsi2

00:59:30●fetch BTC-USD daily 10y → 3337 bars for rsi2

00:59:26●fetch E1VFVN30.VN daily 10y → 2021 bars for rsi2

00:59:25●fetch VNM.VN daily 10y → 2588 bars for rsi2

00:59:25●fetch VIC.VN daily 10y → 2597 bars for rsi2

00:59:25●fetch VCB.VN daily 10y → 2588 bars for rsi2

00:59:24●fetch SSI.VN daily 10y → 2597 bars for rsi2

00:59:24●fetch MWG.VN daily 10y → 2588 bars for rsi2

00:59:24●fetch HPG.VN daily 10y → 2597 bars for rsi2

00:59:23●fetch FPT.VN daily 10y → 2597 bars for rsi2

00:59:23●fetch XLI daily 10y → 2514 bars for rsi2

00:59:22●fetch XLV daily 10y → 2514 bars for rsi2

00:59:22●fetch XLE daily 10y → 2514 bars for rsi2

00:59:22●fetch XLF daily 10y → 2514 bars for rsi2

00:59:21●fetch XLK daily 10y → 2514 bars for rsi2

00:59:21●fetch EEM daily 10y → 2514 bars for rsi2

00:59:21●fetch EFA daily 10y → 2514 bars for rsi2

00:59:21●fetch MDY daily 10y → 2514 bars for rsi2

00:59:20●fetch DIA daily 10y → 2514 bars for rsi2

00:59:20●fetch IWM daily 10y → 2514 bars for rsi2

00:59:20●fetch QQQ daily 10y → 2514 bars for rsi2

00:59:19●fetch SPY daily 10y → 2514 bars for rsi2

00:59:19█daily run started — 8 strategies × 3 baskets

00:44:40█run finished — 55,051 trades on record

00:44:40●fetch BTC-USD daily max → 3336 bars for btc-trend

00:44:37●fetch VNM.VN daily max → 3752 bars for vn-trend

00:44:37●fetch VIC.VN daily max → 3761 bars for vn-trend

00:44:37●fetch VCB.VN daily max → 4303 bars for vn-trend

00:44:37●fetch SSI.VN daily max → 4312 bars for vn-trend

00:44:37●fetch MWG.VN daily max → 3158 bars for vn-trend

00:44:37●fetch HPG.VN daily max → 4312 bars for vn-trend

00:44:37●fetch FPT.VN daily max → 4312 bars for vn-trend

00:44:36●fetch TQQQ daily max → 4186 bars for trend3x

00:44:36●fetch QQQ daily max → 6935 bars (safe asset for trend3x)

00:44:35●fetch LTC-USD daily 20y → 3218 bars for dual-momentum

00:44:35●fetch AVAX-USD daily 20y → 2204 bars for dual-momentum

00:44:35●fetch LINK-USD daily 20y → 2819 bars for dual-momentum

00:44:35●fetch DOGE-USD daily 20y → 2649 bars for dual-momentum

00:44:35●fetch ADA-USD daily 20y → 3093 bars for dual-momentum

00:44:35●fetch BNB-USD daily 20y → 3255 bars for dual-momentum

00:44:35●fetch XRP-USD daily 20y → 3076 bars for dual-momentum

00:44:35●fetch SOL-USD daily 20y → 2246 bars for dual-momentum

00:44:35●fetch ETH-USD daily 20y → 3336 bars for dual-momentum

00:44:35●fetch BTC-USD daily 20y → 3336 bars for dual-momentum

00:44:35●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)

00:44:35●fetch E1VFVN30.VN daily 20y → 2533 bars for dual-momentum

00:44:34●fetch VNM.VN daily 20y → 3752 bars for dual-momentum

00:44:34●fetch VIC.VN daily 20y → 3761 bars for dual-momentum

00:44:34●fetch VCB.VN daily 20y → 4303 bars for dual-momentum

00:44:33●fetch SSI.VN daily 20y → 4312 bars for dual-momentum

00:44:33●fetch MWG.VN daily 20y → 3158 bars for dual-momentum

00:44:33●fetch HPG.VN daily 20y → 4312 bars for dual-momentum

00:44:33●fetch FPT.VN daily 20y → 4312 bars for dual-momentum

00:44:33●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)

00:44:32●fetch XLI daily 20y → 5031 bars for dual-momentum

00:44:32●fetch XLV daily 20y → 5031 bars for dual-momentum

00:44:32●fetch XLE daily 20y → 5031 bars for dual-momentum

Written by the agent as it ran, not composed for this page afterwards. The log is shared across every strategy because one run computes them all — that is genuinely how it works.