Lumber Momentum
Lab started: 2026-01-16  ·  Last run: 2026-10-24  ·  $100k base · $10k/trade
Tracks multi-month lumber price momentum as a read on housing, construction, and cyclical demand.
Signal Brief
Quant Thesis

Lumber prices sit close to housing and building demand. Sustained moves can reveal whether construction-sensitive activity is expanding or rolling over.

Plain English Description

Tracks multi-month lumber price momentum as a read on housing, construction, and cyclical demand.

Total Equity
$97,868
Net P&L
$-2,132
Return
-2.13%
Win Rate
33%
Strategy
Lumber Momentum
Sharpe Ratio
-0.83
Max Drawdown
-7.9%
Avg Win
$+247
Avg Loss
$-458
Realized / Unrealized
$-1,338 / $-714
Equity Curve
Drawdown
Open Positions (2)
TickerEntryCurrentP&LOpenedConsec↓MA
XLB $51.02 $51.69 $+582.68 (+1.3%) 2026-07-01 0
XLRE $44.18 $42.52 $-1,296.69 (-3.8%) 2026-07-01 0
Portfolio Stats
CASH$19,700.48
BORROWED$0.00
ACCRUED INT.$0.00
OPEN POSITIONS2
TOTAL TRADES6
WINNERS2
WIN RATE33.3%
SIM START2026-01-16
Trade Log (last 30)
DateActionTickerPriceSharesValueP&LNotes
2026-07-01 BUY XLRE $44.18 781.1378 $34,510.67 — CASH
2026-07-01 BUY XLB $51.02 869.6758 $44,370.86 — CASH
2026-07-01 SELL XLRE $44.18 793.7282 $35,054.97 $+447.52 (+1.3%) rebalance
2026-07-01 SELL XLB $51.02 867.1910 $44,231.66 $+46.81 (+0.1%) rebalance
2026-06-01 BUY XLRE $43.27 793.7282 $34,344.62 — CASH
2026-06-01 BUY XLB $50.92 867.1910 $44,157.37 — CASH
2026-06-01 SELL XLRE $43.27 784.7369 $33,943.68 $-835.86 (-2.4%) rebalance
2026-06-01 SELL XLB $50.92 870.8190 $44,329.67 $-386.88 (-0.9%) rebalance
2026-05-01 BUY XLRE $44.32 784.7369 $34,779.54 — CASH
2026-05-01 BUY XLB $51.35 870.8190 $44,716.55 — CASH
2026-05-01 SELL XLRE $44.32 786.8705 $34,862.17 $-137.83 (-0.4%) rebalance
2026-05-01 SELL XLB $51.35 867.3863 $44,527.85 $-472.15 (-1.1%) rebalance
2026-04-19 BUY XLRE $44.48 786.8705 $35,000.00 — CASH
2026-04-19 BUY XLB $51.88 867.3863 $45,000.00 — CASH