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Strategy

How INVSTMOMENTUM Works

The strategy follows a repeatable 5-step process

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Market Data
U.S. Equities

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Momentum Ranking
Rules-Based

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Top Stock Selection
Equal-Weighted

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🛡️

Market Regime Check
SPY Trend Filter

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Bi-Weekly Rebalance
Near Market Close

No forecasts.
No opinions.
Only rules.

Step 1 — Market Data

The strategy analyzes U.S. large-cap stocks using historical price data.

Only liquid, established equities are considered.

Step 2 — Momentum Ranking

Stocks are ranked using objective, multi-period momentum measures.

Higher-ranked stocks demonstrate stronger and more persistent price trends.

Step 3 — Portfolio Selection

  • The top-ranked stocks are selected
  • Portfolio is concentrated and equal-weighted
  • Whole-share execution by default

This keeps the strategy simple, transparent, and repeatable.

Step 4 — Market Regime Filter

A SPY trend filter determines overall market conditions.

  • Favorable regime → strategy is active
  • Unfavorable regime → exposure may be reduced or paused
  • Cash can be held as a defensive position

Risk control is built into the process.

Step 5 — Bi-Weekly Rebalance

  • Portfolio is reviewed every two weeks
  • Trades are executed near market close
  • No changes occur outside scheduled rebalances

This balances responsiveness with low turnover.

What This Strategy Emphasizes

  • Rules over discretion
  • Process over prediction
  • Discipline over emotion
  • Consistency over complexity

What This Strategy Avoids

  • Short-term trading
  • Intraday decisions
  • Leverage or derivatives
  • Forecasting or market timing

Bottom Line

INVSTMOMENTUM is a systematic momentum strategy designed to help investors follow market leadership with discipline and structure — without guesswork.

INVSTMOMENTUM INC.