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Image by Sunder Muthukumaran

DUAL MOMEmTUM strategy

Our Dual Momentum Strategy blends relative and absolute momentum principles to dynamically select top-performing U.S. equities. Every two months, the model ranks a curated universe of 20 large-cap and sector-diversified S&P 500 stocks based on a weighted momentum score—40% from 1-month returns, 30% from 2-month, and 30% from 3-month.

The top six stocks with positive scores are equally allocated; if any score is negative, that portion remains in cash to mitigate downside risk. Additionally, when the S&P 500 index closes below its 120-day SMA, the entire portfolio shifts to cash. Rebalancing occurs bi-monthly, ensuring disciplined risk control and adaptive exposure to market leadership.

Image by Ehud Neuhaus

Triad Equity Strategy

The Triad Equity Strategy divides the U.S. equity portfolio into three equal-growth engines:

  • Midfielders (Stable Performers): High Sharpe Ratio stocks with strong CAGR and low volatility.

  • Forwards (Momentum Leaders): High-growth large-cap stocks with elevated long-term returns.

  • Defenders (Dividend Safeguards): Defensive stocks with strong yield and low risk.

Each group holds 26.67% of the portfolio, while the remaining 20% is allocated to a combination of cash and U.S. Treasury ETF (SHY). The portfolio rebalances every four months. Tactical purchases occur when stocks fall 15–30% from their 52-week highs, deploying cash or SHY to increase exposure to quality assets at a discount.

This balanced structure ensures resilience across market cycles, integrating growth, defense, and tactical flexibility.

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