High. This portfolio invests in companies that are part of the S&P 100 index. As a result, it may be subject to heightened market risks associated with large-cap equities and momentum-based investing, especially in periods of market volatility.
You seek focused exposure to top-performing large-cap global companies in the S&P 100 index and prefer a data-driven approach that prioritizes market strength and momentum.
This strategy remains invested in leading stocks of the S&P 100 index based on proprietary momentum scores. Over a backtest and forward-tested period of 22 years, this portfolio has outperformed the benchmark index by over 200%, beating the index in 17 of those 22 years. The aim is to generate long-term alpha by focusing on large-cap US-listed companies with strong upward trends.
The portfolio is constructed and monitored using proprietary momentum-based algorithms. These models rank stocks based on historical price and volume action to identify those exhibiting strength while systematically eliminating weaker performers. This evolutionary approach mimics the “Survival of the Fittest” principle. Watch a detailed explanation of the Momentum Engine here.
Weekendinvesting Analytics, a corporate research analyst company, has over a decade of experience in non-discretionary systems-based research. The firm’s portfolios are driven by the proprietary Momentum engine, aiming to stay invested in stocks showing strength while systematically removing underperformers. The approach is grounded in robust research and real-market application.
This portfolio incorporates investment strategies and models developed by third-party investment managers. Please read our disclosure for third-party portfolios here.