Strategy Catalog

3.1 PLUGIN

Price-Momentum

Strategy 3.1: Rank by 12-month returns, long top decile, short bottom decile

stocks momentum

3.2 PLUGIN

Earnings-Momentum

Strategy 3.2: Trade on Standardized Unexpected Earnings (SUE)

stocks momentum

3.7 PLUGIN

Residual Momentum

Strategy 3.7: Momentum on factor-residual returns

stocks momentum

4.1 PLUGIN

Sector Momentum Rotation

Strategy 4.1: Rank sector ETFs by 3-month momentum, long top / short bottom

etf momentum

4.1.1 PLUGIN

Sector Momentum Rotation MA Filter

Strategy 4.1.1: Momentum rotation filtered by SMA(200) trend

etf momentum

4.1.2 PLUGIN

Dual-Momentum Sector Rotation

Strategy 4.1.2: Dual (absolute + relative) momentum rotation

etf momentum

10.4 PLUGIN

Trend Following

Strategy 10.4: Volatility-adjusted trend-following on futures

futures momentum

16.4 PLUGIN

Real Estate Momentum

Strategy 16.4: Cross-sectional momentum across REITs/MSAs

real estate momentum

19.2 PLUGIN

Fundamental Macro Momentum

Strategy 19.2: Cross-sectional macro momentum on state variables

global macro momentum