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 2026-09-18 00:00 (3 days ago).
Broker model
Account size $
Invested $100,946 Cash drag $-0 (-0.0%) Max drift 0.58pp
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) -0.79% vs floor -25.71%, peak-to-trough DD -17.61% — within limits.
Last evaluated: 2026-09-18
Portfolio Value
$100,946
Fractional · $100,000 base
Cumulative Return
+0.95%
SPY (same period)
+1.74%
Alpha vs SPY
-0.79pp
Uninvested Cash
-0.0%
$-0
Rebalances
5
2026-05-25 → 2026-09-01
Sector Exposure (2026-09-01)
Sector% of Portfolio
Information Technology 40.3%
Health Care 15.3%
Industrials 13.4%
Energy 8.4%
Communication Services 8.0%
Materials 5.4%
Consumer Discretionary 3.8%
Real Estate 2.0%
Financials 1.9%
Consumer Staples 1.5%
Current Holdings (50)

Actual fractional positions (from 2026-09-01, $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% $1791.82 1.270 2.25% +0.25pp +2885.6%
2 MU 2.00% $1015.80 2.091 2.10% +0.10pp +636.9%
3 WDC 2.00% $441.36 4.334 1.89% -0.11pp +633.9%
4 LITE 2.00% $930.91 2.246 2.07% +0.07pp +542.4%
5 STX 2.00% $858.79 2.390 2.03% +0.03pp +482.9%
6 INTC 2.00% $108.60 21.934 2.36% +0.36pp +356.2%
7 CIEN 2.00% $348.80 5.416 1.87% -0.13pp +296.1%
8 TER 2.00% $371.47 5.819 2.14% +0.14pp +246.3%
9 ECHO 2.00% $93.46 22.681 2.10% +0.10pp +207.5%
10 DELL 2.00% $568.06 4.592 2.58% +0.58pp +206.5%
11 LRCX 2.00% $288.11 6.725 1.92% -0.08pp +197.2%
12 AMAT 2.00% $444.57 4.417 1.95% -0.05pp +179.2%
13 AMD 2.00% $559.82 4.246 2.35% +0.35pp +176.2%
14 FIX 2.00% $1651.37 1.255 2.05% +0.05pp +149.6%
15 MRVL 2.00% $244.25 9.275 2.24% +0.24pp +147.8%
16 CNC 2.00% $65.11 29.916 1.93% -0.07pp +146.3%
17 VLO 2.00% $413.28 5.391 2.21% +0.21pp +141.0%
18 HPE 2.00% $60.76 38.459 2.31% +0.31pp +139.7%
19 COHR 2.00% $317.36 7.174 2.26% +0.26pp +131.0%
20 FLEX 2.00% $108.51 18.262 1.96% -0.04pp +128.8%
21 WBD 2.00% $27.80 68.907 1.90% -0.10pp +121.8%
22 GLW 2.00% $150.13 13.407 1.99% -0.01pp +115.8%
23 FTNT 2.00% $169.84 12.057 2.03% +0.03pp +115.1%
24 STLD 2.00% $235.26 8.336 1.94% -0.06pp +108.3%
25 MRNA 2.00% $154.04 12.650 1.93% -0.07pp +106.0%
26 KLAC 2.00% $176.99 11.419 2.00% +0.00pp +101.7%
27 MPC 2.00% $424.89 5.095 2.14% +0.14pp +99.8%
28 APA 2.00% $44.87 44.051 1.96% -0.04pp +98.5%
29 CAT 2.00% $808.99 2.505 2.01% +0.01pp +97.1%
30 JBHT 2.00% $234.25 7.609 1.77% -0.23pp +95.5%
31 VTRS 2.00% $16.95 117.345 1.97% -0.03pp +94.4%
32 NUE 2.00% $248.38 7.746 1.91% -0.09pp +89.2%
33 DVA 2.00% $183.86 11.079 2.02% +0.02pp +88.0%
34 PSX 2.00% $273.13 7.743 2.10% +0.10pp +83.5%
35 GOOGL 2.00% $349.54 5.829 2.02% +0.02pp +81.7%
36 GOOG 2.00% $344.41 5.881 2.01% +0.01pp +81.3%
37 LLY 2.00% $1152.93 1.682 1.92% -0.08pp +80.5%
38 HST 2.00% $21.84 90.178 1.95% -0.05pp +78.1%
39 ROST 2.00% $226.61 8.529 1.91% -0.09pp +74.5%
40 UNH 2.00% $376.90 4.955 1.85% -0.15pp +73.9%
41 VRT 2.00% $249.39 7.626 1.88% -0.12pp +73.5%
42 FDX 2.00% $303.65 6.030 1.81% -0.19pp +73.1%
43 PWR 2.00% $636.71 3.192 2.01% +0.01pp +72.4%
44 STT 2.00% $182.87 10.392 1.88% -0.12pp +72.0%
45 ALB 2.00% $110.91 14.446 1.59% -0.41pp +70.2%
46 CVS 2.00% $88.84 19.994 1.76% -0.24pp +69.5%
47 GM 2.00% $82.20 22.836 1.86% -0.14pp +69.3%
48 CASY 2.00% $597.48 2.545 1.51% -0.49pp +68.6%
49 CMI 2.00% $532.23 3.541 1.87% -0.13pp +67.5%
50 MRK 2.00% $146.87 13.099 1.91% -0.09pp +67.4%