Absolute Momentum
Updated 2026-06-23
US Tech Absolute Momentum
Holds technology sector stocks only when they show positive absolute momentum and are in a confirmed uptrend. Moves to cash in bear markets. Rebalances weekly.
10 YEAR CAGR
+26.55%
10-Year Annualised Return
10 Year CAGR
+26.55%
Annualised · last 10 years
10Y Max Drawdown
-17.63%
Peak to trough · last 10 years
10Y Sharpe Ratio
1.1
Risk-adjusted · last 10 years
10 Years Return
+953.15%
Total return · last 10 years
Portfolio Performance
2026-06-22
Portfolio: —
NASDAQ100: —
DD: —
Portfolio
NASDAQ100
Drawdown from Peak
Strategy Details
Strategy
Absolute Momentum
Universe
US_Tech
Positions
10 stocks
Rebalancing
Weekly — Every Monday
Current Holdings
View Holdings →Current portfolio positions are available to members. Last rebalanced: 2026-06-29 · Next: Monday 29 Jun 2026
Annual Returns
Portfolio
NASDAQ100
Period Returns
| Period | Total Return | CAGR |
|---|---|---|
| 1 Year | +82.9% | +83.3% |
| 3 Years | +169.2% | +39.1% |
| 5 Years | +271.2% | +30.0% |
| 10 Years | +953.1% | +26.6% |
| Since Inception | +919.3% | +24.8% |
| Calmar Ratio | 1.41 | |
Year-by-Year Results
vs NASDAQ100| Year | Portfolio | NASDAQ100 | Alpha |
|---|---|---|---|
| 2026 | +57.0% | +19.9% | +37.0% |
| 2025 | +13.3% | +20.4% | -7.1% |
| 2024 | +41.4% | +27.0% | +14.4% |
| 2023 | +25.7% | +54.9% | -29.2% |
| 2022 | -7.2% | -33.7% | +26.5% |
| 2021 | +50.0% | +28.6% | +21.4% |
| 2020 | +39.5% | +45.3% | -5.8% |
| 2019 | +12.9% | +37.3% | -24.4% |
| 2018 | +6.7% | -2.8% | +9.4% |
| 2017 | +31.0% | +30.2% | +0.8% |
| 2016 | +4.7% | +8.1% | -3.5% |
Investment Calculator
If you invested
$
at the start of the selected period
Portfolio Value
$10,000
+0.0%
NASDAQ100 Value
$10,000
+0.0%