US Large Relative Momentum
Rebalance History
All Rebalances
| Date | Entered | Exited | Unchanged | Holdings +/− | |
|---|---|---|---|---|---|
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On the last Friday of each month the momentum funnel re-ranks all stocks. On the following Monday, new winners replace the stocks that have fallen out of the top rankings.
A stock enters the portfolio when it ranks in the top positions by relative strength and has not been replaced by a higher-momentum candidate.
A stock exits when a higher-momentum candidate displaces it from the top ranked positions in the monthly screening.