Matrix-Momentum
DomiB
Last Login: 2021-11-28
Performance
-
+12.1 %since 2021-02-04
-
-1 Year
-
-Ø-Performance per year
Risk
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-12.3 %Maximum loss (to date)
-
0.68×Risk factor
Trading Idea
In this wikifolio, a momentum idea shall be implemented that is based on a combination of various momentum concepts such as cross-sectional momentum (momentum ranks / relative strengths) and time-series momentum. The used momentum metrics combine thereby the two dimensions of price and volume movements. The idea is based on a quantitative, semi-automated system that should provide me with buy- and sell-signals.
The investment horizon shall be medium- to long-term. A rebalancing of the wikifolio shall be done monthly. In some cases, positions might be closed on shorter note if stop-loss levels are triggered.
The investment universe contains shares. This wikifolio shall not be limited to a particular geographical region or industry sector. show more
The investment horizon shall be medium- to long-term. A rebalancing of the wikifolio shall be done monthly. In some cases, positions might be closed on shorter note if stop-loss levels are triggered.
The investment universe contains shares. This wikifolio shall not be limited to a particular geographical region or industry sector. show more
Master data
|
Symbol
|
WFMATMOM21 |
|
Date created
|
2021-02-04 |
| Index level | |
|
High watermark
|
124.1 |
Rules
Investment Universe
Trader
Decision making
- Technical analysis
- Other analysis