Our story

Built to solve a problem that most investors share.

The more time and energy you pour into trading, the worse your outcomes tend to be. No-Stress-Trading was built around that single uncomfortable truth.

The problem was obvious.
The solution took a decade to verify.

The research on active trading is unambiguous. Transaction costs accumulate. Emotional decisions destroy compounding. Even professional fund managers — with full-time research teams and institutional resources — underperform a simple index ETF 76% of the time. The evidence was not hard to find. What was hard was building something better that did not simply replicate the complexity it was meant to eliminate.

The goal was never a sophisticated system. It was the simplest rules-based approach that could consistently beat the Nasdaq-100 — executable by anyone with a brokerage account and 5 minutes on the first of each month.

We did not want to build a tool that required expertise to use. We wanted to build one that made expertise unnecessary.

The result is a momentum strategy applied systematically to the Nasdaq-100. It scores every stock in the index by recent performance, selects the top 3, and delivers exact trade instructions. No discretion. No interpretation. No monitoring required between signals.

From idea to verified track record

2016 — Origin
The backtest begins

The momentum algorithm is applied retrospectively to 10 years of Nasdaq-100 data. The results are striking — but backtests prove nothing until tested live. The decision is made to run the strategy in a verified public environment before offering it to anyone.

+78.9%Monthly Strategy in 2016 vs +5.9% Nasdaq-100
2020 — The stress test
COVID crash — and recovery

March 2020 was the most severe test any momentum strategy could face: a sudden, unforeseeable 34% market crash followed by an equally sudden V-shaped recovery. The monthly strategy captured the recovery with precision — its best single year by a wide margin.

+209.0%Monthly Strategy in 2020 vs +47.6% Nasdaq-100
2022 — Bear market resilience
The strategy protects capital

The Federal Reserve's aggressive rate-hiking cycle drove the Nasdaq-100 down 33% in 2022 — its worst year in two decades. Momentum positioning rotated toward more resilient assets before the sustained decline. The monthly strategy fell just 6.5%.

-6.5%Monthly Strategy vs -33.0% Nasdaq-100
2024 — The honest setback
The year we lost — and what we learned

2024 was a year of unusual market rotation. Several sharp sector shifts in summer and autumn hit the strategy harder than the broad index. The monthly strategy lost 22.8% while the Nasdaq-100 returned +24.9%. That is the largest underperformance in the entire backtest. We write about it proactively before subscribers ask — a founding principle of how we communicate.

-22.8%Monthly Strategy vs +24.9% Nasdaq-100
2025 — The reward for discipline
Those who stayed saw the recovery

After the rotations of 2024, a clear trend took hold. AI infrastructure, semiconductors, and data centres led the market decisively. The monthly strategy returned +100.3% — a doubling in a single year and the third-best annual result in the backtest. Anyone who exited at the end of 2024 missed exactly that recovery.

+100.3%Monthly Strategy in 2025 vs +20.2% Nasdaq-100
From August 2024 — Live on Wikifolio
Public verification begins

Both strategies go live on Wikifolio — a BaFin-regulated platform where every trade is logged, timestamped, and publicly auditable. No screenshots, no PDFs, no selective disclosure. Anyone can verify the results independently, right now, without taking our word for anything.

21+ monthslive, publicly audited track record

Three principles that drive everything

1

Simplicity over complexity

Every rule exists for a reason. If it can be removed without losing performance, it is removed. Complexity is the enemy of consistent execution — and consistent execution is what produces long-term results.

2

Transparency over claims

Every return figure on this website is backed by publicly verifiable data. The live track record is not a PDF — it is a public Wikifolio portfolio anyone can verify today, including every loss month, without trusting us at all.

3

Discipline over excitement

The strategy's edge does not come from picking perfect stocks. It comes from doing the same thing, at the same time, every month — regardless of news, regardless of how the market feels. The 5-minute rule enforces this discipline.

You never have to take our word for it

Wikifolio
Live traded certificates. Live since August 2024. Every trade logged and timestamped — visible to anyone.
BaFin-regulated platform. Independently auditable by anyone. Cannot be faked or edited retroactively.
10-year backtest dataset
Monthly returns 2016–2025, both strategies, vs Nasdaq-100. Full dataset on the Performance page.
Every year shown — including the three negative years. Nothing is hidden or smoothed.

View full track record →

We publish underperformance posts
before subscribers ask

The honesty principle

Why we always write about our bad years first

Whenever the strategy underperforms a market phase — as it did in 2024 — we write about it proactively. We explain the mechanism, show that it was to be expected, and put it in the context of the long-term picture. We do this before subscribers ask, not after.

This is not a communications strategy. It is the only honest thing to do. Subscribers who understand why the strategy underperforms under certain conditions stay disciplined through difficult periods. That discipline is where long-term compounding is won or lost. A subscriber who panics and exits in a bad month loses more than a bad year — they lose all the compounding staying invested would have delivered.

61/61
Rolling 5-year windows positive
37/37
7-year windows beating the Nasdaq-100
3
Negative years in 10 — all disclosed openly

See the data for yourself

Every number on this page is publicly verifiable. Start with the full 10-year performance breakdown.