Participate in durable U.S. equity momentum with controlled concentration.
Strategy summary
Saving locally
| Section | Definition | Actions |
|---|---|---|
| Universe | 40 liquid U.S. large-cap equities Long only · $50M minimum median daily value | |
| Entry | Top quartile by 6-month momentum Price must remain above its 100-day average | |
| Exit | Exit on trend break or hard-risk breach Rules evaluated at every scheduled run | |
| Portfolio | Equal weight · 8 positions maximum 15% per asset · 10% minimum cash | |
| Risk | No leverage, shorts, or stale-data orders Block orders when price freshness fails | |
| Schedule | Friday after market close Model orders at the next session open |