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8 results for "momentum"
Models
Momentum Top 15
Owns the 15 S&P 500 stocks with the strongest 12-month gains (skipping the latest month),
›Momentum BlendHalf smooth-trend momentum stocks (Core), half breakout growth leaders (up to 10), rebuilt
›Research
Portfolios
Momentum Top 15 (systematic model)
Coteau Systematic Model
›Momentum Blend (systematic model)Coteau Systematic Model
›Glossary
12-1 momentum
A stock's return over the past 12 months, skipping the most recent month. Skipping the las
›Survivorship biasBacktesting on today's index members ignores companies that were dropped or went bust, whi
›Pages & tools
coteau
Coteau Systematic Strategies publishes stock research and model portfolios. It doesn't manage money or give investment advice. Results are hypothetical unless marked Live. Data: Yahoo Finance (delayed) and SEC EDGAR.