Momentum Leaders

A long-only equity strategy that owns the strongest growth-momentum names while they are in strong uptrends and the broad market is healthy. Each name in the input list is evaluated on a composite momentum score; positions are trimmed when the score deteriorates or when a separate broad-market gate fails. Holding periods range from days to weeks.

Entry: each stock is evaluated on its own price action. A name enters the book when its individual momentum signal turns up strongly and its rank inside the input list is in the top tier, and at the same time a separate broad-market gate is open. Exit: a name leaves the book when its own momentum fades or its rank drops below threshold, or when the broad-market gate flips down, which trims the whole book.

The edge here is in the timing, not in the stock picks. The only thing that changes between the variations below is which tickers you feed in. The auto-selected option lets the code pick the list each rebalance from market-cap and revenue-growth thresholds. You can also hand in a fixed list of your own choosing (a large-cap filter, an AI-leadership set, the NASDAQ-100, the S&P 500, anything) and the strategy applies the same per-stock and broad-market timing rules to decide what to own and when.

Four variations are shown. Auto-selected uses the code-driven screen on US growth names. The large-cap and AI variations swap in different fixed lists. The long-history variation runs the auto-selected screen across 24 years so the strategy can be inspected through multiple regimes.