This is not bad luck. It is a structural flaw in how stocks are being selected.
The fix is removing human judgment from the entry decision entirely. A systematic, momentum-based model selects stocks not based on news or popularity but on data signals that identify early-stage momentum — before it reaches mainstream retail attention. Entry is driven by criteria, not instinct.
Use Quant Momentum. Monthly rebalancing means the model continuously identifies stocks entering momentum cycles — positioning before the crowd, not with it. You stop chasing headlines. The system finds the opportunity before it becomes noise. Selection bias is not a mindset problem — it is a process problem. A systematic process is the only fix.