S&P 500 momentum strategy (long top 20, monthly rebalance) Loading... : Investor Sentiment and Bull/Bear Views
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14:01
Feb 04
Feb 04
S&P 500 momentum strategy outperforms.
Muddy Waters runs a quantitative momentum strategy that goes long the 20 highest-momentum S&P 500 constituents and rebalances monthly. He says it was up about 70% gross last year, is far easier than activist shorting, has backtested positively even in 2022, and can act as a leading indicator of rotations; flows and momentum dominate fundamentals.
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About S&P 500 momentum strategy (long top 20, monthly rebalance) Investor Commentary
Across the available history and selected sources, Buzzberg tracks S&P 500 momentum strategy (long top 20, monthly rebalance) across 1 sources: 1 bullish vs 0 bearish calls from 1 authors. Historical directional balance: 100% = 100 × (bullish − bearish) / all deduplicated idea records, including other directions. This is neither a probability of a price rise nor the share of bullish authors. 1 total trade idea tracked. Latest voices: Carson Block.