Matrix-Momentum

Performance

  • +12.1 %
    since 2021-02-04
  • -
    1 Year
  • -
    Ø-Performance per year
All fees have already been deducted

Risk

  • -12.3 %
    Maximum loss (to date)
  • 0.68×
    Risk factor
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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

Master data

Symbol
WFMATMOM21
Date created
2021-02-04
Index level
High watermark
124.1

Rules

wikifolio labels

Investment Universe

Trader

Dominique Baumann
Registered since 2020-08-18

Decision making

  • Technical analysis
  • Other analysis