MoMo Stocks
Systematic stock allocation model that adjusts monthly across selected equity opportunities using proprietary trend, quality, and risk-management signals. Subscribers receive current model allocations and update alerts.
Strategy results include transaction costs of 5 bps (0.05%) on each purchase and each sale, including initial purchases. Open positions are not liquidated solely at the end of the backtest.
Backtest period: 2017-08-01 through 2026-10-13 · Starting equity: $100,000
Strategy FAQ
Public overview. Current signals and positions are not shown here.
What is MoMo Stocks?
MoMo Stocks is a systematic stock allocation model. It adjusts monthly across selected equity opportunities using proprietary trend, quality, and risk-management signals.
How often can holdings change?
The model is designed around a monthly update process. It is not an intraday trading system, and an allocation can remain unchanged for multiple months.
What are the main risks?
A stock allocation model can experience sharp losses, turnover, price gaps, and liquidity or execution differences.
What is available to members?
Members receive current model allocation details, model alerts, and subscriber-only updates.
Equity Curve
MoMo Stocks and SPY equity with drawdowns through 2026-10-13.
Monthly Returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year Return | SPY Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 32.2% | 17.6% | -1.7% | 25.4% | 23.8% | 6.9% | -20.4% | 9.7% | 9.5% | — | — | — | 142.6% | 14.1% |
| 2025 | 0.2% | -3.5% | -15.0% | 11.4% | 16.2% | 6.6% | 16.6% | 5.3% | 13.6% | 7.3% | -2.8% | 5.8% | 74.7% | 16.4% |
| 2024 | 4.4% | 14.4% | 5.9% | -7.5% | 15.4% | -1.5% | -3.6% | 0.1% | 13.1% | 12.1% | 24.7% | -10.9% | 81.1% | 23.3% |
| 2023 | 1.6% | -0.4% | 7.0% | -5.7% | -1.7% | 7.7% | 6.0% | 2.3% | -8.7% | -5.8% | 20.6% | 5.0% | 27.8% | 24.3% |
| 2022 | -17.1% | -0.4% | 6.6% | -7.4% | 0.4% | -0.3% | 0.2% | 0.4% | -10.3% | 5.6% | 3.8% | -12.7% | -29.6% | -19.5% |
| 2021 | 12.8% | -4.0% | -4.2% | 6.1% | 1.5% | 0.2% | 6.1% | 5.8% | 4.1% | 4.3% | -7.3% | -6.9% | 17.8% | 27.0% |
| 2020 | -5.2% | 7.2% | 8.6% | -0.5% | 15.6% | 9.7% | 16.6% | 8.5% | 6.8% | -4.3% | 32.7% | 4.4% | 149.4% | 16.2% |
| 2019 | 6.6% | 5.1% | -0.7% | 3.2% | -2.0% | 7.4% | -2.0% | -2.3% | -3.9% | 3.1% | 4.1% | -1.2% | 18.0% | 28.8% |
| 2018 | 11.0% | -1.9% | -0.2% | -0.3% | 8.7% | -2.0% | -4.0% | 23.0% | 3.8% | -20.0% | 0.1% | 6.2% | 20.3% | -6.3% |
| 2017 | — | — | — | — | — | — | — | -1.1% | 3.9% | 8.0% | 5.6% | -8.0% | 7.9% | 7.9% |
Member Signals
Current holdings, latest alerts, and recent allocations are available to members.