Quantitative Momentum Investor Strategy Explanation Video
Since 2005, this portfolio has returned 407.4%, outperforming the market by 124.0% using its optimal monthly rebalancing period and 20 stock portfolio size.
This momentum model looks for stocks with strong and consistent intermediate-term relative performance.
Year | Portfolio | S&P 500 |
2006 | 8.7% | 13.6% |
2007 | 25.5% | 3.5% |
2008 | -40.7% | -38.5% |
2009 | 30.9% | 23.5% |
2010 | 16.1% | 12.8% |
2011 | -10.8% | -0.0% |
Year | Portfolio | S&P 500 |
2012 | 27.5% | 13.4% |
2013 | 35.7% | 29.6% |
2014 | 8.6% | 11.4% |
2015 | 1.4% | -0.7% |
2016 | -12.4% | 9.5% |
2017 | 22.0% | 19.4% |
Year | Portfolio | S&P 500 |
2018 | 0.8% | -6.2% |
2019 | 47.3% | 28.9% |
2020 | 75.3% | 16.3% |
2021 YTD | -12.7% | 27.4% |
The Quantitative Momentum Investor portfolio is based on the published writings of Wesley Gray
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