12-1 Momentum Strategy

S&P 500, top 50 by 12-month return (skip last month), monthly rebalance. NAV history · All rebalances

Circuit breaker: warming up (need ≥30 NAV days). Run python3 -m momentum_strategy.run check after a month of tracking.
$102,958
Portfolio Value
+2.96%
Cumulative Return
-1.18%
SPY Return (same period)
+4.14pp
Alpha vs SPY
2
Rebalances (2026-05-25 → 2026-05-26)

Sector Exposure (2026-05-26)

Sector% of Portfolio
Information Technology 38.0%
Industrials 22.0%
Financials 10.0%
Communication Services 8.0%
Materials 8.0%
Energy 8.0%
Health Care 4.0%
Consumer Discretionary 2.0%

Current Holdings (50)

As of 2026-05-26. Full detail with adds/drops

Rank Ticker Weight 12-1 Return
1 SNDK 2.00% +2937.4%
2 LITE 2.00% +1333.1%
3 WDC 2.00% +823.2%
4 CIEN 2.00% +629.1%
5 STX 2.00% +559.7%
6 MU 2.00% +540.2%
7 TER 2.00% +468.8%
8 SATS 2.00% +410.4%
9 COHR 2.00% +385.9%
10 FIX 2.00% +314.1%
11 INTC 2.00% +313.1%
12 GLW 2.00% +298.7%
13 LRCX 2.00% +276.1%
14 AMD 2.00% +259.9%
15 VRT 2.00% +249.9%
16 ALB 2.00% +223.1%
17 WBD 2.00% +221.1%
18 GEV 2.00% +201.3%
19 KLAC 2.00% +188.3%
20 AMAT 2.00% +182.5%
21 MPWR 2.00% +173.3%
22 CAT 2.00% +167.5%
23 ON 2.00% +148.5%
24 APA 2.00% +142.3%
25 DELL 2.00% +138.6%
26 KEYS 2.00% +138.4%
27 NEM 2.00% +137.5%
28 JBL 2.00% +131.9%
29 CMI 2.00% +128.2%
30 GOOGL 2.00% +114.3%
31 VLO 2.00% +111.3%
32 EME 2.00% +111.3%
33 GOOG 2.00% +111.0%
34 TPR 2.00% +110.0%
35 HAL 2.00% +108.1%
36 CHRW 2.00% +106.6%
37 GNRC 2.00% +96.1%
38 BKR 2.00% +94.3%
39 PWR 2.00% +94.3%
40 JBHT 2.00% +93.6%
41 C 2.00% +92.7%
42 IVZ 2.00% +90.8%
43 FDX 2.00% +88.8%
44 MRNA 2.00% +87.7%
45 NUE 2.00% +81.7%
46 HOOD 2.00% +81.7%
47 VTRS 2.00% +80.3%
48 NTRS 2.00% +77.1%
49 IBKR 2.00% +76.7%
50 STLD 2.00% +76.4%