5 Days momentum is a swing trading strategy that was introduced by Jeff Cooper in his book “The 5 Day Momentum Method”

here are the rules for entry and exit
Entry
share price should be above 50$
ADX >= 35 (to insure momentum and trend)
DI+ above DI- (to insure up trend)
Stoch %k <= 40 (to have weakness) Entry price is above the H of the signal day
if you are not filled on the first day you can try on the second day

Initial stop is a tick bellow the previous Low

Exit after 5 days from the entry (the entry day is the first day)

the strategy sounds simple but i added some additional filters to it so it will become more my taste:
Additional stuff
Index filter 50 day MA of the $SPX
volume filter
and trailing stop 0.5% bellow the low

number of positions is 10 and the risk per positions is 1% portfolio risk

in the above snapshot is the entry signal and the trailing stop with the exit based on number of days in the trade

here is the performance from a single run

things look very beautiful but personally i will not trade such a strategy for the following reasons:
the positions size is huge some times it can take all the capital in one position
the above results are achieved when ranking and selecting the stocks using positionscore = Stochk value

when changing the the above modifications to 10 positions and 10% per position and position score to random then the results start varying.
The strategy will remain profitable but the variations between the results become huge i like the MCs results to be close to each other and not scattered all over the space.

the reason i posted this strategy because maybe someone will be interested in it and can modify it and change it to a more stable one.