Systematic, rules-based strategies built on momentum signals and disciplined position sizing. Live tracking from entry to exit.
Active Strategies
STRATEGY 01
Momentum Reshuffle
A rules-based momentum strategy that periodically reshuffles into top-performing equities based on relative strength and price momentum signals. Positions are sized by conviction and held until the next rebalance trigger.
StyleLong-Only Momentum
InceptionApril 29, 2026
Positions4 Holdings
Portfolio Value
Invested Cost
S&P 500 Baseline
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STRATEGY 02
Mean Reversion
A quantitative strategy targeting short-term price dislocations in high-liquidity equities. Signals are generated when assets deviate significantly from statistical fair value, with disciplined reversion targets and hard stop rules.
Coming Soon
STRATEGY 03
Factor Rotation
A macro-aware strategy that rotates capital across factor exposures — value, growth, quality, and low-volatility — based on regime signals and relative factor momentum. Built for environments where single-factor approaches break down.
Coming Soon
Strategy 01
Momentum Reshuffle
How the strategy identifies, enters, and rotates positions.
Lookback
2 – 12 Months
Rebalance
Periodic Trigger
Max Positions
4 – 6 Stocks
Universe
S&P 500
Buy high. Sell even higher.
It is common to hear the phrase "Buy low & Sell high" — but momentum-based strategies take the opposite view. Rather than hunting for beaten-down stocks, they focus on stocks already in motion: buying what is already performing well, with the expectation that trends keep growing. Assets with strong recent performance tend to attract further capital, analyst upgrades, and broader attention — fuelling continued outperformance.
The most critical fear in momentum trading is "What if I am too late?" This is precisely where the reshuffle comes in. By using a strategy that is consistently re-evaluating and rotating into the highest-growing stocks at each interval, the approach is never anchored to yesterday's winners. You may not always catch the very tip of a move — but that same discipline protects you from the large blowouts that come from holding on too long.
Rather than concentrating everything into the single highest-momentum name, buying the top 4–5 stocks spreads risk across multiple independent trends. This diversification means one reversal does not define the portfolio — the other positions continue to work.
Stocks that have outperformed over the past 3–12 months tend to continue outperforming over the next 3–6 months. This persistence — documented by Jegadeesh & Titman (1993) — is one of the most replicated anomalies in academic finance.
The Reshuffle
At each rebalance trigger the entire portfolio is scored against the universe. Holdings that no longer rank in the top tier are sold and replaced with the current highest-momentum names. The portfolio is always fully invested in the strongest signals available.
Signal Construction
Each stock is ranked by its 2–12 month total return relative to the S&P 500 universe. The most recent month is skipped to avoid the short-term reversal effect. Stocks in the top decile of this ranking become candidates for entry.
Position Sizing
Positions begin equal-weighted at entry, then tilt toward higher-ranked names on rebalance. No single stock exceeds a defined maximum allocation. This keeps the portfolio diversified while still concentrating in the strongest signals.
Entry & Exit Rules
Entry: top-ranked stocks at the rebalance date. Exit: triggered by the next rebalance cycle, or mid-cycle if a stock drops below the momentum threshold. All exits are rule-driven — there is no discretionary override.
Risk Profile
Long-only and fully invested. The main risk is a momentum crash — a sharp, rapid reversal where high-momentum stocks fall faster than the market. Position limits and the rebalance cadence are designed to limit concentration and reduce crash exposure.