Systematic Momentum Strategies

Rules-Based Portfolios
for Global Equities

Institutional-quality momentum strategies with full performance transparency. Backtested from 2016, updated daily, and rebalanced systematically — no guesswork.

Portfolio Highlights
US Large Relative Momentum
+26.02%
10Y CAGR
US Tech Relative Momentum
+44.78%
10Y CAGR
Backtested from 2016 Updated daily 2 portfolios
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Full Performance Transparency
10-year backtested track record with every metric publicly available
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Systematic Rebalancing
Rules-based monthly or weekly rebalancing — no emotional decisions
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Momentum-Driven
Selects stocks with the strongest recent momentum across multiple timeframes

Active Portfolios

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How the Strategy Works

Each portfolio applies a systematic multi-stage momentum funnel that ranks stocks by their recent price performance across several timeframes, then selects only the strongest.

The selection process runs every month (or every week for absolute momentum strategies), rotating into new leaders and out of laggards automatically — with no human judgement involved in the stock selection.

See Example Portfolio →
01
Universe Screening
Filter the investable universe for data quality and liquidity.
02
Momentum Ranking
Rank all stocks by 12M, 6M, 3M, and 1M price momentum.
03
Top Stock Selection
Select the top-ranked stocks that pass all quality filters.
04
Monthly Rebalance
Execute trades on the first Monday of each month.
Member Access

Access Current Holdings

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