Quantitative Momentum Investor

Based on the book by Wesley Gray

Since 2006, this portfolio has returned 117.4%, underperforming the market by 145.3%.

Quantitative Momentum
S&P 500
* Returns are model returns and do not reflect actual trading. Full performance disclaimer

Annual Return: 5.0% S&P 500: 8.5%
Year To Date: 2.9% S&P 500: 23.9%
Beta: 1.22 Accuracy: 47.1%
Full Return History

Portfolio Holdings


Ticker Date Added Return
CTRN 6/25/2021 -6.53%
FTNT 9/17/2021 14.63%
CUBI 6/25/2021 44.91%
JYNT 9/17/2021 -24.10%
AMEH 9/17/2021 -0.06%
HRI 4/1/2021 78.32%
GDYN 9/17/2021 32.66%
CELH 9/17/2021 -24.12%
INMD 9/17/2021 14.52%
NAVI 9/17/2021 -15.67%
WK 9/17/2021 -8.57%
BEAM 6/25/2021 -18.15%
XPEL 6/25/2021 -16.09%
RM 9/17/2021 -4.31%
GTLS 4/1/2021 22.03%
STAA 9/17/2021 -33.20%
AMG 9/17/2021 9.13%
WCC 6/25/2021 27.37%
AGO 9/17/2021 9.88%

Latest Changes

Last Rebalancing: 9/17/2021  Next Rebalancing: 12/10/2021

Additions Deletions
GDYN CDMO
INMD CPRI
AMEH ENPH
WK GNRC
JYNT LOB
NAVI NVCR
RM OPRX
FTNT SEM
CELH SGMS
AGO SI
AMG SIG
STAA SLM

Current Top Rated Stocks

The stocks that would be in this portfolio if it were rebalanced today.

Ticker Current
Score
WIRE 100%
CTRN 100%
CUBI 100%
WLL 100%
SFBS 100%
BOOT 100%
DDS 100%
ATLC 100%
JYNT 100%
TBK 100%
AMEH 100%
SITM 100%
DAVA 100%
IT 100%
ORMP 100%
CDMO 100%
GDYN 100%
PACK 100%
DEN 100%
PRFT 100%
Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.