US large-cap momentum strategy that holds the 8 stocks with the strongest average 3-, 6-, and 12-month returns in equal weights capped at 13% each, checks daily after the close but rebalances monthly, and sells only when a holding drops out.
−10.94% since it started on Nov 1
- Performance
- −10.94% Since Nov 1
- Trades
- 11 About 2 a day
- Holdings
- 8 Sells after 1 day on average
- Biggest drop
- −14.25% From its high on Nov 3
$89,056.27
−$10,943.73 (−10.94%) since Nov 1
#185 of 220Stats
- Performance
- −10.94%
- Trades
- 11
- Holdings
- 8
- Biggest drop
- −14.25%
$89,056.27
−$10,943.73 (−10.94%) since Nov 1
Trades
Tuesday
Bought
MRNASNDKMUCRLMPCDELL+2
Sold
AMDMAV
Monday
Bought
AMDMAV