Equity Static Acceleration

A momentum strategy that looks at the rate at which the most recent returns of a stock has moved in relation to a prior period. Greater the most recent move, higher its rank.

Rebalanced once a month.

This model was created on 2018-May-14 and was last updated on 2021-Sep-02
Minimum investment: $25000
Created by: FreeFloat
Cumulative Returns
lookback (days) strategy SPY MTUM
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Metrics
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risk-free rate: 2.5%; MAR: 0%; benchmark: SPY
Portfolio
symbol weightage
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Drawdowns
From Trough To Depth Length To Trough Recovery
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Strategy vs. SPY and MTUM