Matrix-Momentum

Performance

  • -0.6 %
    since 2021-02-04
  • -
    1 Year
  • -
    Ø-Performance per year
All fees have already been deducted

Risk

  • -4.6 %
    Maximum loss (to date)
  • 0.61×
    Risk factor
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Trading Idea

In this Wikifolio, I implement a momentum strategy based on a combination of various momentum concepts such as cross-sectional momentum and time-series momentum. The used momentum metrics combine thereby price and volume movements. The strategy is based on a quantitative, semi-automated system that provides me with buy- and sell-signals.

This Wikifolio is not limited to a particular geographical region or industry sector.
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Master data

Symbol
WFMATMOM21
Date created
2021-02-04
Index level
High watermark
100.4

Rules

wikifolio labels

Investment Universe

Trader

Dominique Baumann
Registered since 2020-08-18

Decision making

  • Technical analysis
  • Other analysis