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 2026-11-06 00:00 (44 hours ago).
Broker model
Account size $
Invested $85,235 Cash drag $-0 (-0.0%) Max drift 0.51pp
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) -13.22% vs floor -29.86%, peak-to-trough DD -22.84% — within limits.
Last evaluated: 2026-11-06
Portfolio Value
$85,235
Fractional · $100,000 base
Cumulative Return
-14.77%
SPY (same period)
-1.54%
Alpha vs SPY
-13.22pp
Uninvested Cash
-0.0%
$-0
Rebalances
7
2026-05-25 → 2026-11-02
Sector Exposure (2026-11-02)
Sector% of Portfolio
Information Technology 36.0%
Industrials 22.1%
Health Care 15.7%
Energy 11.8%
Materials 5.9%
Consumer Discretionary 2.2%
Consumer Staples 2.2%
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% $835.06 1.726 1.69% -0.31pp +1204.2%
2 MRNA 2.00% $254.19 8.402 2.51% +0.51pp +580.5%
3 LITE 2.00% $538.59 2.711 1.71% -0.29pp +565.5%
4 MU 2.00% $690.00 2.226 1.80% -0.20pp +447.4%
5 STX 2.00% $460.99 3.125 1.69% -0.31pp +280.6%
6 DELL 2.00% $328.53 4.724 1.82% -0.18pp +246.2%
7 WDC 2.00% $263.78 5.480 1.70% -0.30pp +243.3%
8 BE 2.00% $173.24 9.454 1.92% -0.08pp +230.2%
9 INTC 2.00% $56.28 30.939 2.04% +0.04pp +218.8%
10 TER 2.00% $218.21 7.109 1.82% -0.18pp +211.1%
11 MRVL 2.00% $141.20 10.824 1.79% -0.21pp +195.0%
12 COHR 2.00% $192.81 9.279 2.10% +0.10pp +188.9%
13 ILMN 2.00% $213.13 8.189 2.05% +0.05pp +179.2%
14 HPE 2.00% $44.77 36.245 1.90% -0.10pp +170.6%
15 AMD 2.00% $449.04 3.974 2.09% +0.09pp +169.1%
16 TWLO 2.00% $202.02 8.937 2.12% +0.12pp +158.3%
17 VLO 2.00% $346.45 4.864 1.98% -0.02pp +155.4%
18 AMAT 2.00% $332.71 4.954 1.93% -0.07pp +149.7%
19 CIEN 2.00% $243.39 6.525 1.86% -0.14pp +145.1%
20 LRCX 2.00% $200.44 8.153 1.92% -0.08pp +144.9%
21 MPC 2.00% $372.74 4.311 1.89% -0.11pp +127.5%
22 KEYS 2.00% $272.13 6.207 1.98% -0.02pp +123.4%
23 CRWD 2.00% $216.90 7.673 1.95% -0.05pp +111.8%
24 FTNT 2.00% $118.84 14.701 2.05% +0.05pp +109.3%
25 PSX 2.00% $245.72 6.746 1.94% -0.06pp +107.5%
26 FIX 2.00% $1017.50 1.546 1.85% -0.15pp +105.0%
27 APA 2.00% $44.63 38.005 1.99% -0.01pp +83.8%
28 VTRS 2.00% $19.91 99.379 2.32% +0.32pp +82.8%
29 TGT 2.00% $158.41 11.715 2.18% +0.18pp +79.6%
30 NUE 2.00% $244.97 6.683 1.92% -0.08pp +76.4%
31 MRK 2.00% $146.73 12.506 2.15% +0.15pp +71.9%
32 TRGP 2.00% $264.59 6.295 1.95% -0.05pp +70.8%
33 FCX 2.00% $59.42 29.465 2.05% +0.05pp +69.9%
34 CAT 2.00% $558.63 3.024 1.98% -0.02pp +69.9%
35 CRL 2.00% $337.52 5.481 2.17% +0.17pp +67.3%
36 RVTY 2.00% $155.11 12.239 2.23% +0.23pp +65.6%
37 CNC 2.00% $69.74 27.888 2.28% +0.28pp +63.8%
38 JBHT 2.00% $217.55 8.290 2.12% +0.12pp +61.1%
39 EXPD 2.00% $184.61 9.251 2.00% +0.00pp +61.1%
40 STLD 2.00% $222.90 7.365 1.93% -0.07pp +60.0%
41 GEV 2.00% $774.11 2.152 1.95% -0.05pp +58.4%
42 STT 2.00% $165.56 10.959 2.13% +0.13pp +54.4%
43 FDX 2.00% $308.14 5.830 2.11% +0.11pp +52.7%
44 PWR 2.00% $540.90 2.987 1.90% -0.10pp +52.7%
45 ROST 2.00% $231.09 8.046 2.18% +0.18pp +51.6%
46 VRT 2.00% $182.86 8.274 1.78% -0.22pp +50.8%
47 DE 2.00% $671.65 2.779 2.19% +0.19pp +50.8%
48 HST 2.00% $24.62 72.562 2.10% +0.10pp +49.9%
49 DAL 2.00% $87.20 22.242 2.28% +0.28pp +48.8%
50 XOM 2.00% $165.87 10.327 2.01% +0.01pp +48.0%