Short weak momentum strategy — shorts the weakest stocks
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | +17.2% | +9.0% | +2.7% | +4.2% | +7.1% | +9.8% | -4.5% | +2.3% | +19.6% | +5.3% | -4.1% | +0.8% | +91.2% |
| 2023 | -7.6% | +11.0% | -0.7% | +1.2% | -8.0% | -0.2% | +12.1% | +1.2% | +12.0% | +2.4% | -6.1% | +1.0% | +16.5% |
| 2024 | +0.4% | +5.2% | +2.8% | +16.9% | -5.3% | -5.1% | +0.8% | +3.1% | +1.6% | +1.1% | -5.2% | +6.3% | +22.9% |
| 2025 | -4.6% | +14.9% | +15.5% | +5.4% | -4.2% | +4.4% | +4.8% | -2.5% | +9.5% | +4.3% | +8.4% | -8.3% | +54.5% |
| 2026 | -2.3% | -0.5% | -3.7% | — | — | — | — | — | — | — | — | — | -6.4% |
| Avg | +0.6% | +7.9% | +3.3% | +6.9% | -2.6% | +2.2% | +3.3% | +1.0% | +10.7% | +3.3% | -1.8% | -0.1% | +35.7% |
| Year | Q1 | Q2 | Q3 | Q4 | YTD |
|---|---|---|---|---|---|
| 2022 | +31.3% | +22.5% | +16.8% | +1.8% | +91.2% |
| 2023 | +1.8% | -7.1% | +27.0% | -2.9% | +16.5% |
| 2024 | +8.7% | +5.0% | +5.6% | +1.9% | +22.9% |
| 2025 | +26.5% | +5.3% | +11.9% | +3.6% | +54.5% |
| 2026 | -6.4% | — | — | — | -6.4% |
| Avg | +12.4% | +6.4% | +15.3% | +1.1% | +35.7% |