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Momentum Blend (systematic model)

Half smooth-trend momentum stocks (Core), half breakout growth leaders (up to 10), rebuilt monthly from the S&P 1500.

Return over
+0.3%
SPY +0.4% Live
1D
+0.3%
Live
1W
-2.8%
Look-back
1M
+5.6%
Look-back
3M
+36.6%
Look-back
YTD
+129.2%
Look-back
1Y
+131.1%
Look-back
Incep.
+0.3%
Live
"Live" counts from inception; "look-back" holds today's weights over the period (hypothetical).
Model: momentum-blendInception 2026-10-18Prices as of 2026-10-1921 holdings

Live since inception vs SPY

Live record started 2026-10-16; periods longer than the live record use the look-back above.

-0%+0%+0%+0%+0%Oct 16Oct 17Oct 19
PortfolioSPY

Look-back Backtested

Hypothetical: today's weights held unchanged over each past period. Not the portfolio's actual history.

-4%+33%+69%+106%+143%Oct 2025Apr 2026Oct 2026
Today's weights, held 1YSPY

Holdings

CORT Corcept Therapeutics 5.4%
+1.8% today
Health Care · $112.10 · 1M +1.6% · 1Y +42.5% · stock page →
Why it's in the model

In the Leaders sleeve: a fast grower breaking out near its highs after an earnings-style gap.

What would knock it out: Exits if it closes below its stop of $103.70; last close $112.10, 8% above it.

DRH DiamondRock Hospitality Company 5.4%
+0.3% today
Real Estate · $13.46 · 1M +10.9% · 1Y +81.0% · stock page →
Why it's in the model

In the Core sleeve: one of the steadiest 12-month uptrends in its universe (the model's smooth-trend momentum score).

What would knock it out: Re-checked at each monthly rebalance (next Oct 30); leaves if it no longer makes the Core selection. The latest preview keeps it.

DELL Dell Technologies 5.4%
+0.8% today
Information Technology · $455.44 · 1M -19.8% · 1Y +208.3% · stock page →
Why it's in the model

In the Leaders sleeve: a fast grower breaking out near its highs after an earnings-style gap.

What would knock it out: Exits if it closes below its stop of $397.59; last close $455.44, 15% above it.

HZO MarineMax, Inc. 5.4%
-0.7% today
Consumer Discretionary · $52.01 · 1M -1.0% · 1Y +103.8% · stock page →
Why it's in the model

In the Leaders sleeve: a fast grower breaking out near its highs after an earnings-style gap.

What would knock it out: Exits if it closes below its stop of $51.35; last close $52.01, 1% above it.

FTNT Fortinet 5.4%
+1.4% today
Information Technology · $171.50 · 1M +1.0% · 1Y +105.5% · stock page →
Why it's in the model

In the Leaders sleeve: a fast grower breaking out near its highs after an earnings-style gap.

What would knock it out: Exits if it closes below its stop of $103.46; last close $171.50, 66% above it.

ZBRA Zebra Technologies 5.4%
+1.8% today
Information Technology · $375.77 · 1M +8.4% · 1Y +28.1% · stock page →
Why it's in the model

In the Leaders sleeve: a fast grower breaking out near its highs after an earnings-style gap.

What would knock it out: Exits if it closes below its stop of $326.18; last close $375.77, 15% above it.

PAYC Paycom 5.4%
+0.5% today
Industrials · $253.00 · 1M +11.8% · 1Y +27.3% · stock page →
Why it's in the model

In the Leaders sleeve: a fast grower breaking out near its highs after an earnings-style gap.

What would knock it out: Exits if it closes below its stop of $205.58; last close $253.00, 23% above it.

NEO NeoGenomics Laboratories, Inc. 5.4%
-1.4% today
Health Care · $16.42 · 1M -17.5% · 1Y +63.4% · stock page →
Why it's in the model

In the Leaders sleeve: a fast grower breaking out near its highs after an earnings-style gap.

What would knock it out: Exits if it closes below its stop of $14.56; last close $16.42, 13% above it.

MRNA Moderna 5.4%
+4.1% today
Health Care · $226.89 · 1M +47.3% · 1Y +772.3% · stock page →
Why it's in the model

In the Leaders sleeve: a fast grower breaking out near its highs after an earnings-style gap.

What would knock it out: Exits if it closes below its stop of $113.32; last close $226.89, 100% above it.

OKTAOKTA Okta, Inc. 5.4%
+1.4% today
Information Technology · $189.93 · 1M +4.1% · 1Y +117.2% · stock page →
Why it's in the model

In the Leaders sleeve: a fast grower breaking out near its highs after an earnings-style gap.

What would knock it out: Exits if it closes below its stop of $105.44; last close $189.93, 80% above it.

OGN Organon & Co. 5.4%
-0.1% today
Health Care · $13.75 · 1M +0.5% · 1Y +49.4% · stock page →
Why it's in the model

In the Leaders sleeve: a fast grower breaking out near its highs after an earnings-style gap.

What would knock it out: Exits if it closes below its stop of $12.98; last close $13.75, 6% above it.

MSGS Madison Square Garden Sports Corp. 4.7%
+1.0% today
Communication Services · $400.00 · 1M +0.3% · 1Y +82.7% · stock page →
Why it's in the model

In the Core sleeve: one of the steadiest 12-month uptrends in its universe (the model's smooth-trend momentum score).

What would knock it out: Re-checked at each monthly rebalance (next Oct 30); leaves if it no longer makes the Core selection. The latest preview keeps it.

TGTTGT Target Corporation 4.6%
-0.6% today
Consumer Staples · $153.29 · 1M -3.1% · 1Y +75.6% · stock page →
Why it's in the model

In the Core sleeve: one of the steadiest 12-month uptrends in its universe (the model's smooth-trend momentum score).

What would knock it out: Re-checked at each monthly rebalance (next Oct 30); leaves if it no longer makes the Core selection. The latest preview keeps it.

UFCSUFCS United Fire Group, Inc. 4.5%
-0.6% today
Financials · $56.11 · 1M +3.2% · 1Y +86.1% · stock page →
Why it's in the model

In the Core sleeve: one of the steadiest 12-month uptrends in its universe (the model's smooth-trend momentum score).

What would knock it out: Re-checked at each monthly rebalance (next Oct 30); leaves if it no longer makes the Core selection. The latest preview keeps it.

NHC National Healthcare, Corp. 4.3%
-1.5% today
Health Care · $239.24 · 1M +8.0% · 1Y +99.1% · stock page →
Why it's in the model

In the Core sleeve: one of the steadiest 12-month uptrends in its universe (the model's smooth-trend momentum score).

What would knock it out: Re-checked at each monthly rebalance (next Oct 30); leaves if it no longer makes the Core selection. The latest preview keeps it.

MATX Matson, Inc. 3.9%
-1.4% today
Industrials · $231.78 · 1M -0.5% · 1Y +147.6% · stock page →
Why it's in the model

In the Core sleeve: one of the steadiest 12-month uptrends in its universe (the model's smooth-trend momentum score).

What would knock it out: Re-checked at each monthly rebalance (next Oct 30); leaves if it no longer makes the Core selection. The latest preview keeps it.

ECPG Encore Capital Group, Inc. 3.9%
-1.0% today
Financials · $100.62 · 1M +1.1% · 1Y +143.3% · stock page →
Why it's in the model

In the Core sleeve: one of the steadiest 12-month uptrends in its universe (the model's smooth-trend momentum score).

What would knock it out: Re-checked at each monthly rebalance (next Oct 30); leaves if it no longer makes the Core selection. The latest preview keeps it.

VLO Valero Energy 3.8%
-2.6% today
Energy · $433.31 · 1M +4.8% · 1Y +180.5% · stock page →
Why it's in the model

In the Core sleeve: one of the steadiest 12-month uptrends in its universe (the model's smooth-trend momentum score).

What would knock it out: Re-checked at each monthly rebalance (next Oct 30); leaves if it no longer makes the Core selection. The latest preview keeps it.

AAMI Acadian Asset Management Inc. 3.8%
+1.1% today
Financials · $93.20 · 1M +2.7% · 1Y +102.0% · stock page →
Why it's in the model

In the Core sleeve: one of the steadiest 12-month uptrends in its universe (the model's smooth-trend momentum score).

What would knock it out: Re-checked at each monthly rebalance (next Oct 30); leaves if it no longer makes the Core selection. The latest preview keeps it.

INSW International Seaways, Inc. 3.6%
-4.7% today
Energy · $104.83 · 1M -5.7% · 1Y +165.1% · stock page →
Why it's in the model

In the Core sleeve: one of the steadiest 12-month uptrends in its universe (the model's smooth-trend momentum score).

What would knock it out: Re-checked at each monthly rebalance (next Oct 30); leaves if it no longer makes the Core selection. The latest preview keeps it.

DGII Digi International Inc. 3.5%
+4.7% today
Information Technology · $73.22 · 1M +1.5% · 1Y +93.1% · stock page →
Why it's in the model

In the Core sleeve: one of the steadiest 12-month uptrends in its universe (the model's smooth-trend momentum score).

What would knock it out: Re-checked at each monthly rebalance (next Oct 30); leaves if it no longer makes the Core selection. The latest preview drops it.

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Coteau Systematic StrategiesSystematic equity research and model portfolios.
Coteau Systematic Strategies publishes research, model portfolios and tools. It does not manage money or offer investment advice. Model results are hypothetical. Data: Yahoo Finance (delayed), SEC EDGAR.
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