About Index-Edge
Systematic Momentum Strategies for Global Equities
Who We Are
Index-Edge.com is owned and operated by Compound Research LLC, a firm with research initiatives across diverse industries. Through Index-Edge, our focus is on developing systematic, rules-based investment strategies for global equity markets.
We apply academic momentum research to real-world portfolio construction, providing subscribers with transparent, reproducible strategies that can be implemented independently.
What We Do
Index-Edge publishes model momentum portfolios for global equities. Each portfolio is built on a rules-based systematic process — no discretionary decisions, no market timing, no subjective judgement.
Ranks stocks within a defined universe by composite momentum score and holds the top N. Rebalances monthly, rotating only entries and exits.
Combines trend-following market filters with stock-level momentum screening. Moves to cash during adverse market conditions to limit drawdown.
Our Methodology
Each stock is ranked by a weighted composite of momentum scores and returns across multiple time frames.
Entry and exit prices use the OHLC average (O+H+L+C)/4. Portfolio valuation uses end-of-day closing prices.
At each rebalance, proceeds from exiting positions are pooled and divided equally among new entries. Unchanged positions retain their accumulated value.
Stock prices from Marketstack. Benchmark indices and risk-free rates from FRED (Federal Reserve Economic Data) and local data providers.
Transparency
Every portfolio includes full performance history, complete rebalance history, benchmark comparison, risk statistics, and current holdings (subscribers only).
All performance results are model results. See our Disclaimer for full disclosures.