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Matrix-Momentum

Last Login: 04/07/2025


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-4.5%
since 2/4/2021

-0.9%
Ø-Perf. per year

-0.6%
Performance (1yr)

29.5%
Volatility (1yr)

-0.1
Return/Risk



Portfolio chart

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Trading Idea

In this wikifolio, a momentum idea shall be implemented that is based on a combination of various momentum concepts such as cross-sectional momentum (momentum ranks / relative strengths) and time-series momentum. The used momentum metrics combine thereby the two dimensions of price and volume movements. The idea is based on a quantitative, semi-automated system that should provide me with buy- and sell-signals. The investment horizon shall be medium- to long-term. A rebalancing of the wikifolio shall be done monthly. In some cases, positions might be closed on shorter note if stop-loss levels are triggered. The investment universe contains shares. This wikifolio shall not be limited to a particular geographical region or industry sector.

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Master data

Symbol

WFMATMOM21

Date created

02/04/2021

Index level

-

High watermark

121.0

Investment Universe

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You want access to all the information?

To see the current portfolio of this wikifolio, the wikifolio chart, all key figures and previous trades, register now - completely free of charge.

For the composition of the virtual portfolio click here.