12-1 Momentum Strategy

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

NAV mark updated 2026-11-04 00:00 (29 hours ago).
Broker model
Account size $
Invested $91,574 Cash drag $-0 (-0.0%) Max drift 0.37pp
Record note: 2026-05-27 → 2026-07-01 tracking was frozen by a trading-day detection bug — the June rebalance never ran and the 2026-05-26 pick set stayed in place (not live-managed). Fixed 2026-07-02; resumed with the 2026-07-01 rebalance. June was not backfilled.
GREEN · Alpha (since inception) -5.13% vs floor -27.20%, peak-to-trough DD -17.61% — within limits.
Last evaluated: 2026-10-30
Portfolio Value
$91,574
Fractional · $100,000 base
Cumulative Return
-8.43%
SPY (same period)
+2.68%
Alpha vs SPY
-11.10pp
Uninvested Cash
-0.0%
$-0
Rebalances
7
2026-05-25 → 2026-11-02
Sector Exposure (2026-11-02)
Sector% of Portfolio
Information Technology 37.4%
Industrials 21.9%
Health Care 14.9%
Energy 11.4%
Materials 5.9%
Consumer Discretionary 2.2%
Consumer Staples 2.1%
Financials 2.1%
Real Estate 2.1%
Current Holdings (50)

Actual fractional positions (from 2026-11-02, $100,000 base) marked at latest prices. Full detail with adds/drops

Rank Ticker Target Wt Price Shares Actual Wt Drift 12-1 Ret
1 SNDK 2.00% $1037.40 1.726 1.96% -0.04pp +1204.2%
2 MRNA 2.00% $258.38 8.402 2.37% +0.37pp +580.5%
3 LITE 2.00% $626.75 2.711 1.86% -0.14pp +565.5%
4 MU 2.00% $795.23 2.226 1.93% -0.07pp +447.4%
5 STX 2.00% $557.06 3.125 1.90% -0.10pp +280.6%
6 DELL 2.00% $372.36 4.724 1.92% -0.08pp +246.2%
7 WDC 2.00% $323.83 5.480 1.94% -0.06pp +243.3%
8 BE 2.00% $200.40 9.454 2.07% +0.07pp +230.2%
9 INTC 2.00% $58.27 30.939 1.97% -0.03pp +218.8%
10 TER 2.00% $250.99 7.109 1.95% -0.05pp +211.1%
11 MRVL 2.00% $159.80 10.824 1.89% -0.11pp +195.0%
12 COHR 2.00% $195.09 9.279 1.98% -0.02pp +188.9%
13 ILMN 2.00% $226.54 8.189 2.03% +0.03pp +179.2%
14 HPE 2.00% $50.09 36.245 1.98% -0.02pp +170.6%
15 AMD 2.00% $488.78 3.974 2.12% +0.12pp +169.1%
16 TWLO 2.00% $213.50 8.937 2.08% +0.08pp +158.3%
17 VLO 2.00% $365.34 4.864 1.94% -0.06pp +155.4%
18 AMAT 2.00% $369.40 4.954 2.00% -0.00pp +149.7%
19 CIEN 2.00% $272.24 6.525 1.94% -0.06pp +145.1%
20 LRCX 2.00% $221.43 8.153 1.97% -0.03pp +144.9%
21 MPC 2.00% $392.68 4.311 1.85% -0.15pp +127.5%
22 KEYS 2.00% $285.86 6.207 1.94% -0.06pp +123.4%
23 CRWD 2.00% $241.00 7.673 2.02% +0.02pp +111.8%
24 FTNT 2.00% $129.39 14.701 2.08% +0.08pp +109.3%
25 PSX 2.00% $259.63 6.746 1.91% -0.09pp +107.5%
26 FIX 2.00% $1091.31 1.546 1.84% -0.16pp +105.0%
27 APA 2.00% $44.49 38.005 1.85% -0.15pp +83.8%
28 VTRS 2.00% $19.22 99.379 2.09% +0.09pp +82.8%
29 TGT 2.00% $163.10 11.715 2.09% +0.09pp +79.6%
30 NUE 2.00% $267.91 6.683 1.96% -0.04pp +76.4%
31 MRK 2.00% $150.36 12.506 2.05% +0.05pp +71.9%
32 TRGP 2.00% $285.00 6.295 1.96% -0.04pp +70.8%
33 FCX 2.00% $62.60 29.465 2.01% +0.01pp +69.9%
34 CAT 2.00% $591.30 3.024 1.95% -0.05pp +69.9%
35 CRL 2.00% $326.29 5.481 1.95% -0.05pp +67.3%
36 RVTY 2.00% $159.43 12.239 2.13% +0.13pp +65.6%
37 CNC 2.00% $76.01 27.888 2.31% +0.31pp +63.8%
38 JBHT 2.00% $227.06 8.290 2.06% +0.06pp +61.1%
39 EXPD 2.00% $197.69 9.251 2.00% -0.00pp +61.1%
40 STLD 2.00% $240.12 7.365 1.93% -0.07pp +60.0%
41 GEV 2.00% $832.83 2.152 1.96% -0.04pp +58.4%
42 STT 2.00% $173.41 10.959 2.08% +0.08pp +54.4%
43 FDX 2.00% $329.40 5.830 2.10% +0.10pp +52.7%
44 PWR 2.00% $580.44 2.987 1.89% -0.11pp +52.7%
45 ROST 2.00% $245.74 8.046 2.16% +0.16pp +51.6%
46 VRT 2.00% $205.55 8.274 1.86% -0.14pp +50.8%
47 DE 2.00% $676.50 2.779 2.05% +0.05pp +50.8%
48 HST 2.00% $26.11 72.562 2.07% +0.07pp +49.9%
49 DAL 2.00% $89.24 22.242 2.17% +0.17pp +48.8%
50 XOM 2.00% $169.27 10.327 1.91% -0.09pp +48.0%