Accelerating Momentum: rank by trailing 12m momentum plus blend of recent-vs-prior and short-vs-long acceleration; recent window 1m vs prior window 3m; hold top 10; monthly rebalance; trailing-stop exits.
End 2021-09-22 / Value 972,874.48 / Return 177.96%
Accelerating Momentum: rank by trailing 9m momentum plus blend of recent-vs-prior and short-vs-long acceleration; recent window 3m vs prior window 3m; hold top 10; quarterly rebalance; rank-buffer exits.
End 2021-09-03 / Value 886,237.91 / Return 153.21%
Accelerating Momentum: rank by trailing 12m momentum plus short-over-long acceleration; recent window 3m vs prior window 3m; hold top 12; monthly rebalance; rank-buffer exits.
End 2021-07-06 / Value 811,271.31 / Return 136.87%
Accelerating Momentum: rank by trailing 12m momentum plus recent-vs-prior acceleration; recent window 3m vs prior window 3m; hold top 12; monthly rebalance; rank-buffer exits.
End 2021-09-02 / Value 1,001,478.99 / Return 186.14%
Value + Momentum + Quality (proxy): monthly, hold top-10 equal-weight by a z-scored factor composite computed as-of the sim date (no look-ahead). Blend of earnings yield, 12-1 momentum, and TTM-EPS-growth quality proxy; profitable cap>=floor. Regime: cash
End 2006-07-06 / Value 378,460.03 / Return 8.91%
Momentum + Quality (proxy): monthly, hold top-12 equal-weight by a z-scored factor composite computed as-of the sim date (no look-ahead). 12-1 momentum + TTM-EPS-growth quality proxy (no ROE/margin/FCF in data), profitable cap>=floor. Regime: cash.
End 2006-07-12 / Value 380,961.52 / Return 8.85%
Accelerating Momentum: rank by trailing 12m momentum plus blend of recent-vs-prior and short-vs-long acceleration; recent window 3m vs prior window 3m; hold top 12; monthly rebalance; rank-buffer exits.
End 2021-09-15 / Value 640,796.32 / Return 83.08%
Accelerating Momentum: rank by trailing 6m momentum plus recent-vs-prior acceleration; recent window 1m vs prior window 2m; hold top 15; monthly rebalance; negative exits.
End 2026-06-26 / Value 414,421.06 / Return 18.41%
Accelerating Momentum: rank by trailing 12m momentum plus blend of recent-vs-prior and short-vs-long acceleration; recent window 1m vs prior window 3m; hold top 10; monthly rebalance; trailing-stop exits.
End 2026-06-26 / Value 681,618.43 / Return 94.75%
Accelerating Momentum: rank by trailing 9m momentum plus blend of recent-vs-prior and short-vs-long acceleration; recent window 3m vs prior window 3m; hold top 10; quarterly rebalance; rank-buffer exits.
End 2026-06-26 / Value 611,575.06 / Return 74.74%
Accelerating Momentum: rank by trailing 12m momentum plus short-over-long acceleration; recent window 3m vs prior window 3m; hold top 12; monthly rebalance; rank-buffer exits.
End 2026-06-26 / Value 381,115.48 / Return 8.89%
Accelerating Momentum: rank by trailing 12m momentum plus recent-vs-prior acceleration; recent window 3m vs prior window 3m; hold top 12; monthly rebalance; rank-buffer exits.
End 2026-06-26 / Value 2,010,654.98 / Return 474.47%
Accelerating Momentum: rank by trailing 12m momentum plus blend of recent-vs-prior and short-vs-long acceleration; recent window 3m vs prior window 3m; hold top 12; monthly rebalance; rank-buffer exits.
End 2026-06-26 / Value 522,899.70 / Return 49.40%
80/20 core-satellite: keep roughly 80% in a long-term PEG-quality large-cap core, and use the remaining 20% tactically on one or two swinging MAG-7 / mega-cap names at a time; failed tactical trades convert into rescue holds until recovery.
End 2006-07-10 / Value 498,597.88 / Return 42.46%
80/20 core-satellite: keep roughly 80% in a long-term PEG-quality large-cap core, and use the remaining 20% tactically on one or two swinging MAG-7 / mega-cap names at a time; failed tactical trades convert into rescue holds until recovery.
End 2011-07-05 / Value 386,326.48 / Return 10.38%
80/20 core-satellite: keep roughly 80% in a long-term PEG-quality large-cap core, and use the remaining 20% tactically on one or two swinging MAG-7 / mega-cap names at a time; failed tactical trades convert into rescue holds until recovery.
End 2016-07-06 / Value 677,071.14 / Return 93.45%
80/20 core-satellite: keep roughly 80% in a long-term PEG-quality large-cap core, and use the remaining 20% tactically on one or two swinging MAG-7 / mega-cap names at a time; failed tactical trades convert into rescue holds until recovery.
End 2021-07-06 / Value 915,779.40 / Return 161.65%
80/20 core-satellite: keep roughly 80% in a long-term PEG-quality large-cap core, and use the remaining 20% tactically on one or two swinging MAG-7 / mega-cap names at a time; failed tactical trades convert into rescue holds until recovery.
End 2026-06-26 / Value 1,716,500.32 / Return 390.43%
Pure low-volatility large-cap strategy: hold the lowest-realized-volatility liquid profitable names over a trailing 252d window.
End 2006-07-10 / Value 375,778.77 / Return 8.92%
Pure low-volatility large-cap strategy: hold the lowest-realized-volatility liquid profitable names over a trailing 126d window.
End 2006-07-10 / Value 375,778.77 / Return 8.92%