What is momentum investing?

Momentum investing is betting on high probability of recent outperformers continuing to do so in the coming timeframe.


What is the algorithm?

Select n top performers, decide portfolio weights to give more size to top ranking stocks, rebalance monthly. Chuck out losers and add top winners. The stocks are screened and weights are allocated through model algorithm.


How are the returns like in back testing?

US markets monthly returns



Indian markets monthly returns

*The actual returns might be different from back tested returns due to impact costs, taxes and effect of brokerages included but the edge is huge, so in absolute terms returns will easily beat the benchmarks

Frequency of signals/rebalance

Monthly


Do you have skin in the game?

Yes, we run both momentum in US and India and it is fair to assume that signals shared will mirror our actual allocation in these markets


How does model portfolio look like (Sep-2020)? Example: $100,000 portfolio below


Fees based model

Contact us at quantifyindia@gmail.com for details