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Choose what the fund holds. Its history and today's holdings update as you change it.
Rank every stock on one signal from the research, buy the top and short the bottom.
Buys the winners of seven to twelve months ago.
Only stocks in the sectors you pick are ranked.
Buys the top of the ranking and shorts the bottom, so the market's own moves cancel out.
The Sharpe ratio is shown for each of these three periods.
Buys the top 10% of Industrials stocks ranked on intermediate momentum, and shorts the bottom 10%. Bigger companies get bigger weights. Rebuilt every month.
Every eligible stock in the sectors you pick.
Pick one or more sectors to start.
Pick one or more sectors to start.