Momentum investing SP500 sectors

The investment strategy follows a systematic momentum approach focused on US equities. The investment universe consists of stocks included in the S&P 500 index. Stocks are selected based on clearly defined momentum criteria. The strategy aims to identify companies showing strong and persistent relative price performance. A sector diversification rule is applied on top of the momentum ranking: no more than one stock per sector may be held in the portfolio at any time, so that the selected positions are spread across a broad range of sectors rather than concentrated in a small number of them. The portfolio is reviewed and rebalanced every six months. Stocks that no longer meet the selection criteria, or that are outranked within their own sector by a stock with stronger momentum, may be replaced by securities with stronger momentum characteristics. The strategy generally invests in a limited selection of the highest-ranked S&P 500 stocks rather than replicating the underlying index. Positions are equally weighted and diversified across the selected companies, respecting the one-stock-per-sector limit, and no discretionary attempt is made to predict short-term market movements. Securities are typically held for approximately six months. However, a position may remain in the portfolio for several consecutive periods if it continues to meet the momentum and sector criteria. Positions may also be sold earlier when necessary for risk management purposes or when exceptional market circumstances occur. Investment decisions are based primarily on quantitative market data, historical price performance, momentum rankings and sector classification data. Publicly available financial information and market data are used as additional sources. The objective is to apply a transparent, disciplined and repeatable investment process to the US equity market, combining momentum selection with explicit sector diversification.