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 $100,638 Cash drag $-0 (-0.0%) Max drift 0.29pp
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.
Circuit breaker: warming up (need ≥30 NAV days). Run python3 -m momentum_strategy.run check after a month of tracking.
Portfolio Value
$100,638
Fractional · $100,000 base
Cumulative Return
+0.64%
SPY (same period)
+0.41%
Alpha vs SPY
+0.23pp
Uninvested Cash
-0.0%
$-0
Rebalances
3
2026-05-25 → 2026-07-01
Sector Exposure (2026-07-01)
Sector% of Portfolio
Information Technology 36.8%
Industrials 21.8%
Materials 10.1%
Communication Services 8.1%
Energy 6.4%
Consumer Discretionary 6.1%
Consumer Staples 4.3%
Financials 4.3%
Health Care 2.1%
Current Holdings (50)

Actual fractional positions (from 2026-07-01, $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% $1858.27 1.013 1.87% -0.13pp +4399.2%
2 LITE 2.00% $785.77 2.570 2.01% +0.01pp +1011.0%
3 WDC 2.00% $578.05 3.441 1.98% -0.02pp +887.4%
4 MU 2.00% $991.64 1.995 1.97% -0.03pp +856.1%
5 CIEN 2.00% $462.34 4.452 2.05% +0.05pp +683.3%
6 STX 2.00% $890.09 2.250 1.99% -0.01pp +634.9%
7 ECHO 2.00% $97.96 20.408 1.99% -0.01pp +629.0%
8 INTC 2.00% $112.54 16.208 1.81% -0.19pp +445.0%
9 COHR 2.00% $327.24 5.585 1.82% -0.18pp +355.1%
10 AMD 2.00% $546.72 3.806 2.07% +0.07pp +339.1%
11 TER 2.00% $362.75 4.818 1.74% -0.26pp +334.6%
12 DELL 2.00% $450.22 4.841 2.17% +0.17pp +315.9%
13 LRCX 2.00% $353.17 5.262 1.85% -0.15pp +269.9%
14 GLW 2.00% $192.38 9.331 1.78% -0.22pp +252.3%
15 FIX 2.00% $1781.42 1.104 1.95% -0.05pp +251.0%
16 FLEX 2.00% $139.94 13.410 1.86% -0.14pp +243.7%
17 MRVL 2.00% $243.27 7.568 1.83% -0.17pp +221.9%
18 ALB 2.00% $128.42 15.129 1.93% -0.07pp +191.1%
19 VRT 2.00% $323.92 6.611 2.13% +0.13pp +180.7%
20 WBD 2.00% $26.63 76.791 2.03% +0.03pp +177.5%
21 AMAT 2.00% $588.66 3.163 1.85% -0.15pp +176.8%
22 HPE 2.00% $49.11 46.844 2.29% +0.29pp +166.1%
23 CAT 2.00% $938.39 2.077 1.94% -0.06pp +147.6%
24 KLAC 2.00% $229.52 7.734 1.76% -0.24pp +141.7%
25 ON 2.00% $97.87 21.756 2.12% +0.12pp +141.0%
26 GOOGL 2.00% $358.89 5.700 2.03% +0.03pp +117.5%
27 GOOG 2.00% $356.24 5.753 2.04% +0.04pp +113.7%
28 APA 2.00% $33.29 64.599 2.14% +0.14pp +112.5%
29 GNRC 2.00% $235.86 7.619 1.79% -0.21pp +110.4%
30 NUE 2.00% $222.28 9.400 2.08% +0.08pp +110.0%
31 NEM 2.00% $94.81 22.066 2.08% +0.08pp +108.8%
32 VLO 2.00% $281.25 7.641 2.14% +0.14pp +101.8%
33 JBHT 2.00% $282.61 7.098 1.99% -0.01pp +101.2%
34 CMI 2.00% $673.39 3.017 2.02% +0.02pp +100.2%
35 IVZ 2.00% $28.61 76.734 2.18% +0.18pp +98.7%
36 STLD 2.00% $222.06 9.284 2.05% +0.05pp +98.5%
37 GEV 2.00% $1075.26 1.815 1.94% -0.06pp +96.4%
38 FDX 2.00% $310.84 6.559 2.03% +0.03pp +95.5%
39 HAL 2.00% $34.12 62.368 2.11% +0.11pp +95.4%
40 PWR 2.00% $668.17 2.978 1.98% -0.02pp +90.4%
41 CHRW 2.00% $192.76 10.764 2.06% +0.06pp +90.1%
42 VTRS 2.00% $16.34 127.242 2.07% +0.07pp +88.7%
43 ADM 2.00% $78.98 26.873 2.11% +0.11pp +79.7%
44 BG 2.00% $113.62 19.628 2.22% +0.22pp +79.2%
45 TPR 2.00% $139.93 14.298 1.99% -0.01pp +77.6%
46 GM 2.00% $76.65 27.261 2.08% +0.08pp +75.4%
47 GS 2.00% $1055.97 2.019 2.12% +0.12pp +74.2%
48 EME 2.00% $783.41 2.560 1.99% -0.01pp +70.3%
49 F 2.00% $13.61 150.936 2.04% +0.04pp +70.1%
50 DD 2.00% $134.79 14.868 1.99% -0.01pp +70.0%