12-1 Momentum Strategy

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

Broker model
Account size $
Invested $99,742 Cash drag $-0 (-0.0%) Max drift 0.17pp
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.
WARN · Trailing 6mo alpha -5.41% ≤ floor -3.0%. Consider pausing new entries.
Last evaluated: 2026-07-31
Portfolio Value
$99,742
Fractional · $100,000 base
Cumulative Return
-0.26%
SPY (same period)
+3.03%
Alpha vs SPY
-3.29pp
Uninvested Cash
-0.0%
$-0
Rebalances
4
2026-05-25 → 2026-08-03
Sector Exposure (2026-08-03)
Sector% of Portfolio
Information Technology 39.4%
Industrials 23.7%
Health Care 13.5%
Communication Services 7.8%
Materials 5.9%
Financials 4.0%
Energy 3.8%
Consumer Discretionary 1.9%
Current Holdings (50)

Actual fractional positions (from 2026-08-03, $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% $1427.62 1.490 2.13% +0.13pp +3677.1%
2 WDC 2.00% $548.56 3.639 2.00% +0.00pp +736.1%
3 LITE 2.00% $849.47 2.460 2.10% +0.10pp +705.3%
4 MU 2.00% $892.67 2.313 2.07% +0.07pp +699.2%
5 STX 2.00% $845.35 2.309 1.96% -0.04pp +482.3%
6 CIEN 2.00% $411.13 4.910 2.02% +0.02pp +432.5%
7 INTC 2.00% $100.86 21.086 2.13% +0.13pp +413.4%
8 TER 2.00% $403.56 5.245 2.12% +0.12pp +298.8%
9 GLW 2.00% $159.89 13.085 2.10% +0.10pp +278.4%
10 AMD 2.00% $518.58 3.959 2.06% +0.06pp +274.1%
11 COHR 2.00% $323.73 6.659 2.16% +0.16pp +265.3%
12 LRCX 2.00% $317.74 6.513 2.07% +0.07pp +254.0%
13 MRVL 2.00% $218.59 9.902 2.17% +0.17pp +240.4%
14 FIX 2.00% $1775.86 1.083 1.93% -0.07pp +226.2%
15 DELL 2.00% $467.27 4.473 2.10% +0.10pp +216.1%
16 ECHO 2.00% $91.60 22.408 2.06% +0.06pp +215.0%
17 AMAT 2.00% $546.62 3.703 2.03% +0.03pp +210.9%
18 FLEX 2.00% $126.71 16.337 2.08% +0.08pp +164.8%
19 KLAC 2.00% $195.45 10.500 2.06% +0.06pp +156.8%
20 MRNA 2.00% $56.99 34.799 1.99% -0.01pp +143.2%
21 CAT 2.00% $876.54 2.312 2.03% +0.03pp +142.2%
22 VRT 2.00% $269.93 7.294 1.97% -0.03pp +134.4%
23 WBD 2.00% $25.79 73.545 1.90% -0.10pp +130.5%
24 GEV 2.00% $1018.53 1.906 1.95% -0.05pp +108.3%
25 CNC 2.00% $64.07 30.094 1.93% -0.07pp +105.1%
26 GOOGL 2.00% $377.65 5.137 1.95% -0.05pp +104.4%
27 HPE 2.00% $52.39 38.193 2.01% +0.01pp +102.3%
28 GOOG 2.00% $375.35 5.152 1.94% -0.06pp +101.1%
29 CMI 2.00% $635.96 2.957 1.89% -0.11pp +100.9%
30 CHRW 2.00% $154.75 13.053 2.03% +0.03pp +94.6%
31 ALB 2.00% $120.82 16.164 1.96% -0.04pp +94.1%
32 KEYS 2.00% $341.24 5.961 2.04% +0.04pp +91.5%
33 JBHT 2.00% $274.48 7.189 1.98% -0.02pp +89.0%
34 VTRS 2.00% $17.70 108.837 1.93% -0.07pp +88.1%
35 DAL 2.00% $92.77 20.950 1.95% -0.05pp +85.1%
36 VLO 2.00% $308.73 6.239 1.93% -0.07pp +84.2%
37 PWR 2.00% $693.00 2.821 1.96% -0.04pp +75.0%
38 JNJ 2.00% $254.93 7.542 1.93% -0.07pp +72.5%
39 INCY 2.00% $120.60 16.202 1.96% -0.04pp +70.0%
40 HUM 2.00% $362.16 5.124 1.86% -0.14pp +70.0%
41 FDX 2.00% $313.34 6.205 1.95% -0.05pp +67.4%
42 GNRC 2.00% $218.63 9.536 2.09% +0.09pp +67.4%
43 NEM 2.00% $97.73 20.120 1.97% -0.03pp +66.9%
44 C 2.00% $136.87 14.366 1.97% -0.03pp +66.8%
45 UAL 2.00% $132.62 14.945 1.99% -0.01pp +66.3%
46 DVA 2.00% $227.99 8.211 1.88% -0.12pp +65.6%
47 IVZ 2.00% $32.00 62.077 1.99% -0.01pp +64.9%
48 APA 2.00% $35.80 52.042 1.87% -0.13pp +64.8%
49 ROST 2.00% $251.06 7.587 1.91% -0.09pp +64.1%
50 STLD 2.00% $265.10 7.426 1.97% -0.03pp +63.9%