Monthly momentum-and-growth equity signals, built on a six-dimension scoring framework and backtested across the S&P 500 from 2020 to 2025.
Research only. Not registered investment advice. You trade your own brokerage account.
The strategy is a defined, repeatable process — not a discretionary view on the market. Four principles govern every decision.
Every position originates from a quantitative screen and a six-dimension scoring framework — catalyst, growth, momentum, sentiment, continuation, fundamentals. The process is documented and repeatable, not a judgement call.
Price momentum is acted on only where accelerating fundamentals support it — earnings beats, raised guidance, upward estimate revisions. Momentum without that backing is declined, however strong the chart.
Positions are held days to weeks and exited when momentum breaks or the growth thesis deteriorates — not on a fixed calendar. Capital preservation takes precedence over any single thesis.
Every pick is published. Every losing year is disclosed — including a −36% alpha year in 2021. A track record is only useful if it cannot be quietly revised after the fact.
S&P 500 universe. Monthly rebalance, equal weight across five positions. All figures net of 0.15% per-trade commission.
Sophisticated capital expects to see losing years. The 2021 result is shown in full — concealing it would compromise the only thing this strategy trades on.
| Year | Strategy | S&P 500 | Alpha |
|---|---|---|---|
| 2020 | +47.0% | +22.2% | +24.8% |
| 2021 | −4.8% | +31.3% | −36.1% |
| 2022 | −0.5% | −17.5% | +17.0% |
| 2023 | +48.0% | +24.2% | +23.7% |
| 2024 | +57.5% | +27.1% | +30.4% |
| 2025 | +50.7% | +16.9% | +33.8% |
Concentrated-momentum strategies are exposed to single-week liquidation events. The Archegos-style unwind of March 2021 alone cost the strategy roughly −26% in one week. The risk is real and recurring — disclosed here, not hidden.
The same $1,000 seed and $433 monthly deposit, the same monthly cadence, the same rebalance dates — run through nine strategies. Eight are real, low-cost index and factor funds available today.
| Strategy | Annualized | Sortino | Max DD | DCA Result |
|---|---|---|---|---|
| Top-5 Momentum | +41.7% | 1.98 | −32.3% | $128,806 |
| Core-Satellite | +22.7% | 1.83 | −22.5% | $59,608 |
| QQQ | +20.0% | 1.45 | −33.2% | $52,152 |
| SPY | +17.3% | 1.51 | −22.4% | $47,827 |
| MTUM | +14.2% | 1.14 | −29.0% | $45,823 |
| QUAL | +15.4% | 1.35 | −25.6% | $45,242 |
| Trend Overlay | +12.6% | 1.02 | −20.3% | $39,982 |
| USMV | +9.8% | 1.28 | −14.8% | $38,762 |
| SCHD | +12.5% | 1.48 | −13.4% | $37,548 |
QQQ — Nasdaq-100 · MTUM — momentum factor · QUAL — quality factor · USMV — low volatility · SCHD — dividend growth · Trend Overlay holds SPY only while it trades above its 200-day average · Core-Satellite is 80% SPY plus 20% Top-5 Momentum. DCA Result is the final value of a $1,000 seed plus $433/month.
The Top-5 Momentum figure carries the same ~1-2% per year survivorship-bias inflation noted throughout, and it is an in-sample result. The eight alternatives are real, out-of-sample funds. The true gap is narrower than the table shows — but across annualized return, Sortino, and final outcome, the ranking holds.
A $1,000 opening position with $433 added each month across the test period — one deposit per rebalance, no idle cash. All figures net of trading costs.
| Monthly Deposit | Total Invested | Strategy Final | Strategy Profit |
|---|---|---|---|
| $217 ≈ ฿7,500 | ~$15,500 | ~$65,000 | ~+$50,000 |
| $433 ≈ ฿15,000 | $29,600 | $128,806 | +$99,206 |
| $1,000 ≈ ฿35,000 | ~$67,500 | ~$298,000 | ~+$230,000 |
| $2,000 ≈ ฿70,000 | ~$135,000 | ~$595,000 | ~+$460,000 |
Approximately linear scaling. The $1,000 seed introduces minor distortion at very different deposit levels.
A research subscription, not a fund. Capital and custody remain entirely with you.
On the first Monday of each month, five equity positions at equal weight — each with thesis, near-term catalyst, stop-loss trigger, and explicit risk factors.
Every Saturday, a performance summary of the current portfolio. Material thesis breaks are flagged immediately for emergency action.
You execute through your own broker. The service never holds, custodies, or directs your funds. Research arrives; the decisions remain with you.
If this strategy fits your situation, an introduction can be arranged directly.
Request an IntroductionResearch-only signal service. Not a licensed investment advisor in any jurisdiction. Past performance does not guarantee future results. The backtest shown is hypothetical and contains implicit survivorship bias; live results may differ materially due to market conditions, execution, taxation, or regime change. Nothing on this page is an offer to buy or sell any security.