Parallel experiments — compare strategies side by side · Reports
| Symbol | Weight | Momentum |
|---|---|---|
| SPY | 40.0% | 9.8% |
| VLUE | 30.0% | 38.9% |
| MTUM | 30.0% | 25.7% |
Core 40% in SPY. Tilt leaders: VLUE, MTUM.
| Symbol | Qty | Value |
|---|---|---|
| MTUM | 96.5535 | $30,627.74 |
| SPY | 50.9553 | $39,558.64 |
| VLUE | 150.2709 | $30,667.29 |
| Symbol | Weight | Momentum |
|---|---|---|
| VLUE | 5.3% | 15.0% |
| XLV | 5.3% | 11.8% |
| XLF | 5.3% | 10.5% |
| XLK | 5.3% | 10.0% |
| DIA | 5.3% | 7.4% |
| VTV | 5.3% | 7.3% |
| QUAL | 5.3% | 7.2% |
| SMH | 5.3% | 7.0% |
| IWM | 5.3% | 6.3% |
| MTUM | 5.3% | 6.0% |
| XLI | 5.3% | 5.9% |
| EFA | 5.3% | 5.5% |
| SCHD | 5.3% | 5.3% |
| USMV | 5.3% | 4.2% |
| QQQ | 5.3% | 3.8% |
| VUG | 5.3% | 3.8% |
| XLRE | 5.3% | 1.9% |
| XLP | 5.3% | 0.8% |
| EEM | 5.3% | 0.8% |
| SPY | 0.0% | 5.1% |
Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, XLK, DIA, VTV, QUAL, SMH, IWM, MTUM, XLI, EFA, SCHD, USMV, QQQ, VUG, XLRE, XLP, EEM.
| Symbol | Qty | Value |
|---|---|---|
| DIA | 0.4886 | $263.47 |
| EEM | 4.0410 | $263.45 |
| EFA | 2.4342 | $263.45 |
| IWM | 0.8486 | $255.28 |
| MTUM | 0.8519 | $263.44 |
| QQQ | 0.3520 | $254.72 |
| QUAL | 1.1647 | $263.46 |
| SCHD | 7.7601 | $263.46 |
| SMH | 0.4717 | $272.87 |
| USMV | 2.6122 | $263.45 |
| VLUE | 1.3231 | $261.18 |
| VTV | 1.1528 | $259.00 |
| VUG | 2.9418 | $263.45 |
| XLF | 4.5588 | $263.45 |
| XLI | 1.3792 | $255.48 |
| XLK | 1.3878 | $260.88 |
| XLP | 3.1147 | $263.46 |
| XLRE | 5.9410 | $263.45 |
| XLV | 1.5180 | $253.70 |