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 2026-08-24 00:00 (29 hours ago).
Broker model
Account size $
Invested $98,731 Cash drag $0 (0.0%) Max drift 2.89pp
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) -1.77% vs floor -24.14%, peak-to-trough DD -17.61% — within limits.
Last evaluated: 2026-08-21
Portfolio Value
$98,731
Fractional · $100,000 base
Cumulative Return
-1.27%
SPY (same period)
+1.98%
Alpha vs SPY
-3.25pp
Uninvested Cash
0.0%
$0
Rebalances
4
2026-05-25 → 2026-08-03
Sector Exposure (2026-08-03)
Sector% of Portfolio
Information Technology 36.9%
Industrials 22.1%
Health Care 16.4%
Communication Services 7.7%
Materials 6.7%
Energy 4.4%
Financials 4.0%
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% $1493.12 1.487 2.25% +0.25pp +3677.1%
2 WDC 2.00% $435.38 3.633 1.60% -0.40pp +736.1%
3 LITE 2.00% $830.17 2.456 2.07% +0.07pp +705.3%
4 MU 2.00% $910.43 2.309 2.13% +0.13pp +699.2%
5 STX 2.00% $794.65 2.305 1.86% -0.14pp +482.3%
6 CIEN 2.00% $371.95 4.902 1.85% -0.15pp +432.5%
7 INTC 2.00% $87.26 21.051 1.86% -0.14pp +413.4%
8 TER 2.00% $364.90 5.237 1.94% -0.06pp +298.8%
9 GLW 2.00% $145.55 13.063 1.93% -0.07pp +278.4%
10 AMD 2.00% $456.74 3.953 1.83% -0.17pp +274.1%
11 COHR 2.00% $275.49 6.648 1.86% -0.14pp +265.3%
12 LRCX 2.00% $310.17 6.502 2.04% +0.04pp +254.0%
13 MRVL 2.00% $229.29 9.885 2.30% +0.30pp +240.4%
14 FIX 2.00% $1609.69 1.082 1.76% -0.24pp +226.2%
15 DELL 2.00% $433.19 4.465 1.96% -0.04pp +216.1%
16 ECHO 2.00% $85.32 22.371 1.93% -0.07pp +215.0%
17 AMAT 2.00% $484.19 3.701 1.81% -0.19pp +210.9%
18 FLEX 2.00% $106.65 16.310 1.76% -0.24pp +164.8%
19 KLAC 2.00% $181.57 10.494 1.93% -0.07pp +156.8%
20 MRNA 2.00% $138.89 34.741 4.89% +2.89pp +143.2%
21 CAT 2.00% $811.02 2.308 1.90% -0.10pp +142.2%
22 VRT 2.00% $254.97 7.282 1.88% -0.12pp +134.4%
23 WBD 2.00% $28.70 73.423 2.13% +0.13pp +130.5%
24 GEV 2.00% $942.10 1.903 1.82% -0.18pp +108.3%
25 CNC 2.00% $65.65 30.044 2.00% -0.00pp +105.1%
26 GOOGL 2.00% $348.06 5.129 1.81% -0.19pp +104.4%
27 HPE 2.00% $52.43 38.129 2.02% +0.02pp +102.3%
28 GOOG 2.00% $344.59 5.143 1.79% -0.21pp +101.1%
29 CMI 2.00% $571.62 2.963 1.72% -0.28pp +100.9%
30 CHRW 2.00% $142.86 13.031 1.89% -0.11pp +94.6%
31 ALB 2.00% $141.51 16.137 2.31% +0.31pp +94.1%
32 KEYS 2.00% $310.66 5.951 1.87% -0.13pp +91.5%
33 JBHT 2.00% $259.88 7.189 1.89% -0.11pp +89.0%
34 VTRS 2.00% $16.54 109.471 1.83% -0.17pp +88.1%
35 DAL 2.00% $82.48 20.915 1.75% -0.25pp +85.1%
36 VLO 2.00% $346.00 6.229 2.18% +0.18pp +84.2%
37 PWR 2.00% $616.78 2.816 1.76% -0.24pp +75.0%
38 JNJ 2.00% $273.04 7.530 2.08% +0.08pp +72.5%
39 INCY 2.00% $127.98 16.175 2.10% +0.10pp +70.0%
40 HUM 2.00% $386.61 5.115 2.00% +0.00pp +70.0%
41 FDX 2.00% $334.05 6.195 2.10% +0.10pp +67.4%
42 GNRC 2.00% $203.56 9.520 1.96% -0.04pp +67.4%
43 NEM 2.00% $131.84 20.086 2.68% +0.68pp +66.9%
44 C 2.00% $131.72 14.342 1.91% -0.09pp +66.8%
45 UAL 2.00% $113.57 14.920 1.72% -0.28pp +66.3%
46 DVA 2.00% $176.50 8.198 1.47% -0.53pp +65.6%
47 IVZ 2.00% $32.45 62.388 2.05% +0.05pp +64.9%
48 APA 2.00% $42.96 51.956 2.26% +0.26pp +64.8%
49 ROST 2.00% $241.52 7.574 1.85% -0.15pp +64.1%
50 STLD 2.00% $229.27 7.414 1.72% -0.28pp +63.9%