Daily Momentum (20 positions)

Research & signal data · as of 2026-08-10 View performance →

Strategy Rationale

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.

Lookback: 63d · Skip: 5d · Top 20 · Universe: 30 symbols

Universe & Momentum Rankings

#SymbolMomentumClose1M3M6MTarget
1 VLUE 15.0% $197.40 1.0% 8.5% 31.0% 5.3%
2 XLV 11.8% $167.13 3.9% 16.5% 6.4% 5.3%
3 XLF 10.5% $57.79 3.7% 12.8% 7.1% 5.3%
4 XLK 10.0% $187.98 1.2% 7.1% 33.4% 5.3%
5 DIA 7.4% $539.24 2.6% 8.7% 8.1% 5.3%
6 VTV 7.3% $224.67 2.5% 8.5% 9.5% 5.3%
7 QUAL 7.2% $226.20 3.0% 7.7% 11.5% 5.3%
8 SMH 7.0% $578.49 -5.3% 2.1% 44.0% 5.3%
9 IWM 6.3% $300.82 1.6% 6.1% 14.0% 5.3%
10 MTUM 6.0% $309.24 -3.9% 2.6% 22.2% 5.3%
11 XLI 5.9% $185.24 1.8% 7.0% 7.3% 5.3%
12 EFA 5.5% $108.23 3.7% 5.8% 7.1% 5.3%
13 SCHD 5.3% $33.95 4.8% 7.4% 8.8% 5.3%
14 SPY 5.1% $774.35 2.6% 5.0% 12.4%
15 USMV 4.2% $100.86 3.2% 7.6% 5.8% 5.3%
16 QQQ 3.8% $723.63 -0.3% 1.7% 18.8% 5.3%
17 VUG 3.8% $89.56 2.5% 3.1% 14.8% 5.3%
18 XLRE 1.9% $44.35 -0.2% -0.1% 6.3% 5.3%
19 XLP 0.8% $84.58 0.6% 0.5% -3.3% 5.3%
20 EEM 0.8% $65.19 -2.5% -3.5% 9.1% 5.3%
21 XLE -0.1% $59.11 7.3% 6.1% 11.7%
22 XLY -0.4% $119.50 1.9% -0.6% 1.5%
23 HYG -0.4% $79.54 -0.2% -0.2% 0.4%
24 XLB -0.7% $52.81 3.8% 2.4% 3.0%
25 TLT -3.6% $82.29 -2.6% -4.0% -4.6%
26 ARKK -4.4% $80.42 0.2% 1.6% 14.2%
27 XLC -4.6% $111.30 -0.3% -4.8% -3.5%
28 XLU -4.7% $43.24 -4.8% -3.3% 0.5%
29 GLD -12.2% $398.61 5.7% -8.1% -12.5%
30 BITO -19.5% $8.74 0.9% -20.1% -9.3%

Decision History

Research snapshots captured at each rebalance

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.

Holdings: VLUE 5%, XLV 5%, XLF 5%, XLK 5%, DIA 5%, VTV 5%, QUAL 5%, SMH 5%, IWM 5%, MTUM 5%, XLI 5%, EFA 5%, SCHD 5%, USMV 5%, QQQ 5%, VUG 5%, XLRE 5%, XLP 5%, EEM 5%, SPY 0%

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.

Holdings: VLUE 5%, XLV 5%, XLF 5%, XLK 5%, DIA 5%, VTV 5%, QUAL 5%, SMH 5%, IWM 5%, MTUM 5%, XLI 5%, EFA 5%, SCHD 5%, USMV 5%, QQQ 5%, VUG 5%, XLRE 5%, XLP 5%, EEM 5%, SPY 0%

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.

Holdings: VLUE 5%, XLV 5%, XLF 5%, XLK 5%, DIA 5%, VTV 5%, QUAL 5%, SMH 5%, IWM 5%, MTUM 5%, XLI 5%, EFA 5%, SCHD 5%, USMV 5%, QQQ 5%, VUG 5%, XLRE 5%, XLP 5%, EEM 5%, SPY 0%

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.

Holdings: VLUE 5%, XLV 5%, XLF 5%, XLK 5%, DIA 5%, VTV 5%, QUAL 5%, SMH 5%, IWM 5%, MTUM 5%, XLI 5%, EFA 5%, SCHD 5%, USMV 5%, QQQ 5%, VUG 5%, XLRE 5%, XLP 5%, EEM 5%, SPY 0%

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.

Holdings: VLUE 5%, XLV 5%, XLF 5%, XLK 5%, DIA 5%, VTV 5%, QUAL 5%, SMH 5%, IWM 5%, MTUM 5%, XLI 5%, EFA 5%, SCHD 5%, USMV 5%, QQQ 5%, VUG 5%, XLRE 5%, XLP 5%, EEM 5%, SPY 0%

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.

Holdings: VLUE 5%, XLV 5%, XLF 5%, XLK 5%, DIA 5%, VTV 5%, QUAL 5%, SMH 5%, IWM 5%, MTUM 5%, XLI 5%, EFA 5%, SCHD 5%, USMV 5%, QQQ 5%, VUG 5%, XLRE 5%, XLP 5%, EEM 5%, SPY 0%

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.

Holdings: VLUE 5%, XLV 5%, XLF 5%, XLK 5%, DIA 5%, VTV 5%, QUAL 5%, SMH 5%, IWM 5%, MTUM 5%, XLI 5%, EFA 5%, SCHD 5%, USMV 5%, QQQ 5%, VUG 5%, XLRE 5%, XLP 5%, EEM 5%, SPY 0%

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.

Holdings: VLUE 5%, XLV 5%, XLF 5%, XLK 5%, DIA 5%, VTV 5%, QUAL 5%, SMH 5%, IWM 5%, MTUM 5%, XLI 5%, EFA 5%, SCHD 5%, USMV 5%, QQQ 5%, VUG 5%, XLRE 5%, XLP 5%, EEM 5%, SPY 0%

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.

Holdings: VLUE 5%, XLV 5%, XLF 5%, XLK 5%, DIA 5%, VTV 5%, QUAL 5%, SMH 5%, IWM 5%, MTUM 5%, XLI 5%, EFA 5%, SCHD 5%, USMV 5%, QQQ 5%, VUG 5%, XLRE 5%, XLP 5%, EEM 5%, SPY 0%

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.

Holdings: VLUE 5%, XLV 5%, XLF 5%, XLK 5%, DIA 5%, VTV 5%, QUAL 5%, SMH 5%, IWM 5%, MTUM 5%, XLI 5%, EFA 5%, SCHD 5%, USMV 5%, QQQ 5%, VUG 5%, XLRE 5%, XLP 5%, EEM 5%, SPY 0%

Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, VTV, XLK, SMH, MTUM, SCHD, XLI, IWM, DIA, QUAL, XLRE, USMV, EFA, QQQ, XLE, XLP, EEM, VUG.

Holdings: VLUE 5%, XLV 5%, XLF 5%, VTV 5%, XLK 5%, SMH 5%, MTUM 5%, SCHD 5%, XLI 5%, IWM 5%, DIA 5%, QUAL 5%, XLRE 5%, USMV 5%, EFA 5%, QQQ 5%, XLE 5%, XLP 5%, EEM 5%, VUG 5%, SPY 0%

Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, VTV, XLK, SMH, MTUM, SCHD, XLI, IWM, DIA, QUAL, XLRE, USMV, EFA, QQQ, XLE, XLP, EEM, VUG.

Holdings: VLUE 5%, XLV 5%, XLF 5%, VTV 5%, XLK 5%, SMH 5%, MTUM 5%, SCHD 5%, XLI 5%, IWM 5%, DIA 5%, QUAL 5%, XLRE 5%, USMV 5%, EFA 5%, QQQ 5%, XLE 5%, XLP 5%, EEM 5%, VUG 5%, SPY 0%

Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, VTV, XLK, SMH, MTUM, SCHD, XLI, IWM, DIA, QUAL, XLRE, USMV, EFA, QQQ, XLE, XLP, EEM, VUG.

Holdings: VLUE 5%, XLV 5%, XLF 5%, VTV 5%, XLK 5%, SMH 5%, MTUM 5%, SCHD 5%, XLI 5%, IWM 5%, DIA 5%, QUAL 5%, XLRE 5%, USMV 5%, EFA 5%, QQQ 5%, XLE 5%, XLP 5%, EEM 5%, VUG 5%, SPY 0%

Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, VTV, XLK, SMH, MTUM, SCHD, XLI, IWM, DIA, QUAL, XLRE, USMV, EFA, QQQ, XLE, XLP, EEM, VUG.

Holdings: VLUE 5%, XLV 5%, XLF 5%, VTV 5%, XLK 5%, SMH 5%, MTUM 5%, SCHD 5%, XLI 5%, IWM 5%, DIA 5%, QUAL 5%, XLRE 5%, USMV 5%, EFA 5%, QQQ 5%, XLE 5%, XLP 5%, EEM 5%, VUG 5%, SPY 0%

Core 0% in SPY. Tilt leaders: VLUE, XLV, XLF, VTV, XLK, SMH, MTUM, SCHD, XLI, IWM, DIA, QUAL, XLRE, USMV, EFA, QQQ, XLE, XLP, EEM, VUG.

Holdings: VLUE 5%, XLV 5%, XLF 5%, VTV 5%, XLK 5%, SMH 5%, MTUM 5%, SCHD 5%, XLI 5%, IWM 5%, DIA 5%, QUAL 5%, XLRE 5%, USMV 5%, EFA 5%, QQQ 5%, XLE 5%, XLP 5%, EEM 5%, VUG 5%, SPY 0%