Strategy · QM

Quality Momentum

12-1 momentum filtered by a binary quality screen: ROE TTM, profit margin, market cap. Signal-driven, rebalanced daily.

Live · paper · Aggressive tranche

-1.88%

Indexed 98.1 / 100 · active · as of 2026-07-24

Live max DD -2.64%σ 1.18%downside σ 0.84%13 sessions

Signal B&H -18.74% · hypothetical, since 2026-06-25, marked through 2026-07-24

Signal sensitivity — drives Holdings, Recent activity & the curve

Portfolio · Holdings

What the strategy holds now

The book the strategy actually owns right now, by reporting currency, in % of book (no dollar amounts). It is signal-driven and rebalanced daily, but each name is held until its signal says exit (hold-until-exit, anti-churn) — so turnover stays low. A book can hold fewer names than the model ranks: positions are sized by rule — a volatility target, whole-share lots, per-name caps — with the remainder in cash (the Cash badge).

USD · 10 holdingsCash 65%as of 24 Jul 2026

USD holdings as of 24 Jul 2026: ticker, signal and strength coefficient, percent of book, percent of total capital, and exchange. Sorted by percent of book. Cash is 65% of capital.
Ticker	Signal	% of book	% of capital	Exchange
NESR NASDAQ	Buy5.3	15.5% 5.4% of capital	5.4%	NASDAQ
ASX NYSE	Hold2.0	13.1% 4.5% of capital	4.5%	NYSE
LQDA NASDAQ	Strong Buy10.0	12.7% 4.4% of capital	4.4%	NASDAQ
TTMI NASDAQ	Strong Buy5.2	11.6% 4.0% of capital	4.0%	NASDAQ
MKSI NASDAQ	Buy1.8	9.7% 3.4% of capital	3.4%	NASDAQ
COHR NYSE	Strong Buy3.7	8.3% 2.9% of capital	2.9%	NYSE
SIMO NASDAQ	Hold2.6	8.0% 2.8% of capital	2.8%	NASDAQ
DOCN NYSE	Buy5.9	7.3% 2.5% of capital	2.5%	NYSE
TSEM NASDAQ	Strong Buy9.2	6.9% 2.4% of capital	2.4%	NASDAQ
POWL NASDAQ	Hold2.0	6.9% 2.4% of capital	2.4%	NASDAQ

EUR · 15 holdingsCash 27%as of 24 Jul 2026

EUR holdings as of 24 Jul 2026: ticker, signal and strength coefficient, percent of book, percent of total capital, and exchange. Sorted by percent of book. Cash is 27% of capital.
Ticker	Signal	% of book	% of capital	Exchange
MAU PARIS	Buy1.0	13.5% 9.8% of capital	9.8%	PARIS
IFX XETRA	Strong Buy3.0	10.8% 7.9% of capital	7.9%	XETRA
STMPA PARIS	Strong Buy3.9	10.5% 7.6% of capital	7.6%	PARIS
ABN AMSTERDAM	Hold	9.0% 6.5% of capital	6.5%	AMSTERDAM
NDA XETRA	Buy2.6	7.5% 5.5% of capital	5.5%	XETRA
DBG PARIS	Buy1.0	7.0% 5.1% of capital	5.1%	PARIS
ENR XETRA	Hold	6.4% 4.6% of capital	4.6%	XETRA
JEN XETRA	Strong Buy3.5	6.1% 4.4% of capital	4.4%	XETRA
NDX1 XETRA	Strong Buy4.2	5.6% 4.1% of capital	4.1%	XETRA
HEIJM AMSTERDAM	Strong Buy2.9	5.3% 3.9% of capital	3.9%	AMSTERDAM
2GB XETRA	Buy2.6	5.2% 3.8% of capital	3.8%	XETRA
AL2SI PARIS	Buy10.0	4.3% 3.1% of capital	3.1%	PARIS
AIXA XETRA	Strong Buy7.2	3.4% 2.5% of capital	2.5%	XETRA
BESI AMSTERDAM	Strong Buy2.9	3.2% 2.3% of capital	2.3%	AMSTERDAM
ELG XETRA	Buy2.2	2.2% 1.6% of capital	1.6%	XETRA

PLN · 17 holdingsCash 6%as of 24 Jul 2026

PLN holdings as of 24 Jul 2026: ticker, signal and strength coefficient, percent of book, percent of total capital, and exchange. Sorted by percent of book. Cash is 6% of capital.
Ticker	Signal	% of book	% of capital	Exchange
BNP GPW	Buy1.4	10.3% 9.7% of capital	9.7%	GPW
PKN GPW	Buy1.9	10.3% 9.7% of capital	9.7%	GPW
CAR GPW	Buy1.2	7.3% 6.8% of capital	6.8%	GPW
MBR GPW	Hold	7.2% 6.8% of capital	6.8%	GPW
GPW GPW	Strong Buy2.6	7.2% 6.8% of capital	6.8%	GPW
KTY GPW	Hold1.2	7.0% 6.6% of capital	6.6%	GPW
OPL GPW	Strong Buy1.7	6.9% 6.6% of capital	6.6%	GPW
PCO GPW	Strong Buy2.4	6.0% 5.7% of capital	5.7%	GPW
PKO GPW	Buy1.5	5.9% 5.6% of capital	5.6%	GPW
TOR GPW	Strong Buy2.8	5.6% 5.3% of capital	5.3%	GPW
DVL GPW	Hold	5.6% 5.3% of capital	5.3%	GPW
ASB GPW	Strong Buy10.0	4.7% 4.5% of capital	4.5%	GPW
MBK GPW	Strong Buy2.4	3.4% 3.2% of capital	3.2%	GPW
CMP GPW	Strong Buy2.9	3.3% 3.2% of capital	3.2%	GPW
XTB GPW	Hold	3.2% 3.1% of capital	3.1%	GPW
KGH GPW	Strong Buy5.1	3.2% 3.0% of capital	3.0%	GPW
LBW GPW	Buy1.0	2.8% 2.7% of capital	2.7%	GPW

% of book is a name's weight within the invested sleeve (sums to 100%); % of capital is its share of the whole account, with the rest in cash (the Cash badge) — so a mostly-idle book reads low on capital and high on cash. Coefficient (1–10) is conviction/ranking — used for sort and entry/exit, not position size (positions are volatility-targeted and bought in whole shares, so weights are uneven and a cash remainder is deliberate). A held name can briefly show Sell: signals refresh daily and the exit executes at the next rebalance — or the book is in a defensive hold that pauses trading. A freshly launched book also deploys gradually: the volatility target and the daily turnover cap throttle how fast new positions enter, so cash runs high in the first weeks — ramp-up mechanics, not a defensive stance.

Recent activity

What changed at the last rebalance

Buys and sells from the most recent rebalance, per currency, as a share of the book (no dollar amounts). Low turnover is by design.

USDLast rebalance 27 Jul 2026

BoughtTTMI11.3% of bookStrong Buy5.2
BoughtTSEM6.7% of bookStrong Buy9.2
SoldFJIKY7.2% of bookSellsignal exit
SoldFORM6.0% of bookSellsignal exit

EURLast rebalance 27 Jul 2026

BoughtSTMPA10.6% of bookStrong Buy3.9

PLNLast rebalance 27 Jul 2026

BoughtBNP10.4% of bookBuy1.4

European rebalances land in the morning of their session and US ones after the US open, so a single day's blocks can appear at different times.

Live performance

Daily mark-to-market on the live IBKR paper account, indexed to 100 at funding, overlaid with the S&P 500 (a global anchor) and each market's primary local index, measured from the same date. For a non-USD book the S&P 500 is converted into that currency from the same date, so the comparison includes the exchange-rate move; the local index is already in that currency.

All six books — USD, EUR and PLN, aggressive and conservative — were relaunched onto new tranches at a flat base on 8 Jul 2026 (the V1.2 investability screen); earlier tranches are archived and no longer shown. Non-USD books are forward-only paper tracks: their walk-forward backtest is computed later (expected around September 2026), recalibrating the model's coefficients periodically, and does not gate publication.

funded 7 Jul 2026 → 24 Jul 2026

98.1 / 100

-1.88%

Aggressive -1.88%Conservative -0.53%

96.498.4100.3102.3

7 Jul

100.0

+0.00%

10 Jul

99.9

-0.10%

15 Jul

99.6

-0.39%

20 Jul

97.6

-2.39%

23 Jul

100.0

+0.03%

24 Jul

98.1

-1.88%

Daily live paper performance (Aggressive tranche) in USD, indexed to 100 at the tranche funding date, with benchmark cumulative returns rebased into USD from the same date. The first row is the funding point, where every series equals 100 by construction.
Date	Index	Cumulative return	S&P 500 cumulative return	Nasdaq-100 cumulative return
7 Jul 2026	100.0	+0.00%	+0.00%	+0.00%
8 Jul 2026	99.7	-0.29%	-0.31%	+0.28%
9 Jul 2026	100.3	+0.26%	+0.53%	+1.95%
10 Jul 2026	99.9	-0.10%	+0.97%	+2.27%
13 Jul 2026	98.7	-1.34%	+0.20%	+0.33%
14 Jul 2026	99.5	-0.45%	+0.55%	+1.45%
15 Jul 2026	99.6	-0.39%	+0.95%	+1.17%
16 Jul 2026	98.3	-1.74%	+0.40%	-0.49%
17 Jul 2026	98.4	-1.64%	-0.59%	-1.99%
20 Jul 2026	97.6	-2.39%	-0.75%	-1.88%
21 Jul 2026	100.1	+0.10%	+0.08%	-0.06%
22 Jul 2026	100.3	+0.30%	-0.04%	-0.58%
23 Jul 2026	100.0	+0.03%	-1.27%	-2.46%
24 Jul 2026	98.1	-1.88%	-1.17%	-3.55%

Quality Momentum · Aggressive · paper · USD

S&P 500

Nasdaq-100

Live model

Research signal — not a buy listas of 2026-07-27

What the strategy would pick if it rebalanced today.

The model ranks these names by signal daily; we hold the names we own until a name's signal says exit — the gap between this ranking and the Holdings above is our hold-until-exit (anti-churn) discipline. The ranking itself is the same for both tranches — the Aggressive/Conservative toggle only changes which signals trigger a trade, so it drives the Holdings and curve above, not this list. So this is a research signal, not a confirmed buy list.

Sort

Ranked picks as of 2026-07-27: rank, ticker with its exchange, signal and strength coefficient, market cap, and a link to each pick's conviction breakdown. Grouped by reporting currency; each market is ranked independently.
#	Ticker	Signal	Exchange	Market cap (USD)	Drill-down
USD · 20 picks
01	LQDA NASDAQ	Strong Buy10.0	NASDAQ	$7.67B	conviction →
02	CIEN NYSE	Strong Buy9.5	NYSE	$57.69B	conviction →
03	TSEM NASDAQ	Strong Buy9.2	NASDAQ	$29.44B	conviction →
04	DOCN NYSE	Hold	NYSE	$15.95B	conviction →
05	TER NASDAQ	Hold	NASDAQ	$58.51B	conviction →
06	NESR NASDAQ	Hold	NASDAQ	$2.82B	conviction →
07	TTMI NASDAQ	Strong Buy5.2	NASDAQ	$13.83B	conviction →
08	COHR NYSE	Strong Buy3.7	NYSE	$61.28B	conviction →
09	GLW NYSE	Hold	NYSE	$131.76B	conviction →
10	ALAB NASDAQ	Strong Buy3.4	NASDAQ	$52.04B	conviction →
11	ONDS NASDAQ	Sell	NASDAQ	$4.52B	conviction →
12	SIMO NASDAQ	Sell	NASDAQ	$9.43B	conviction →
13	ACMR NASDAQ	Sell	NASDAQ	$6.58B	conviction →
14	SPHR NYSE	Sell	NYSE	$4.77B	conviction →
15	POWL NASDAQ	Sell	NASDAQ	$8.46B	conviction →
16	ASX NYSE	Sell	NYSE	$86.57B	conviction →
17	LRCX NASDAQ	Sell	NASDAQ	$383.63B	conviction →
18	MKSI NASDAQ	Buy1.8	NASDAQ	$23.32B	conviction →
19	AMKR NASDAQ	Buy1.2	NASDAQ	$16.10B	conviction →
20	ENLT NASDAQ	Buy1.0	NASDAQ	$12.61B	conviction →
EUR · 20 picks
01	AL2SI PARIS	Hold	PARIS	$710M	conviction →
02	AIXA XETRA	Strong Buy7.2	XETRA	$5.37B	conviction →
03	HOT XETRA	Strong Buy6.2	XETRA	$39.16B	conviction →
04	NDX1 XETRA	Strong Buy4.2	XETRA	$10.70B	conviction →
05	STMPA PARIS	Strong Buy3.9	PARIS	$48.65B	conviction →
06	JEN XETRA	Strong Buy3.5	XETRA	$2.56B	conviction →
07	PFSE XETRA	Strong Buy3.3	XETRA	$1.68B	conviction →
08	IFX XETRA	Strong Buy3.0	XETRA	$96.81B	conviction →
09	HEIJM AMSTERDAM	Strong Buy2.9	AMSTERDAM	$3.03B	conviction →
10	BESI AMSTERDAM	Strong Buy2.9	AMSTERDAM	$20.50B	conviction →
11	TPE XETRA	Sell	XETRA	$855M	conviction →
12	SZG XETRA	Sell	XETRA	$3.21B	conviction →
13	NDA XETRA	Buy2.6	XETRA	$8.49B	conviction →
14	2GB XETRA	Buy2.6	XETRA	$1.28B	conviction →
15	ELG XETRA	Buy2.2	XETRA	$3.06B	conviction →
16	FII PARIS	Buy1.3	PARIS	$3.31B	conviction →
17	ASM AMSTERDAM	Buy1.2	AMSTERDAM	$50.32B	conviction →
18	BAMNB AMSTERDAM	Buy1.2	AMSTERDAM	$3.32B	conviction →
19	MAU PARIS	Buy1.0	PARIS	$1.87B	conviction →
20	DBG PARIS	Buy1.0	PARIS	$1.71B	conviction →
PLN · 20 picks
01	ASB GPW	Strong Buy10.0	GPW	$1.63B	conviction →
02	KGH GPW	Strong Buy5.1	GPW	$15.88B	conviction →
03	CMP GPW	Strong Buy2.9	GPW	$466M	conviction →
04	TOR GPW	Strong Buy2.8	GPW	$429M	conviction →
05	GPW GPW	Strong Buy2.6	GPW	$1.10B	conviction →
06	MBK GPW	Strong Buy2.4	GPW	$14.63B	conviction →
07	PCO GPW	Strong Buy2.4	GPW	$6.25B	conviction →
08	PXM GPW	Strong Buy2.0	GPW	$457M	conviction →
09	PKN GPW	Hold	GPW	$47.57B	conviction →
10	OPL GPW	Strong Buy1.7	GPW	$5.01B	conviction →
11	ALR GPW	Sell	GPW	$4.59B	conviction →
12	ING GPW	Buy1.6	GPW	$14.91B	conviction →
13	PKO GPW	Buy1.5	GPW	$35.24B	conviction →
14	BNP GPW	Buy1.4	GPW	$5.66B	conviction →
15	SNT GPW	Sell	GPW	$814M	conviction →
16	KTY GPW	Sell	GPW	$3.43B	conviction →
17	CAR GPW	Buy1.2	GPW	$3.37B	conviction →
18	MIL GPW	Buy1.1	GPW	$6.24B	conviction →
19	LBW GPW	Buy1.0	GPW	$437M	conviction →
20	PEO GPW	Buy1.0	GPW	$16.07B	conviction →

Earlier model rankings

The model's daily rankings from earlier dates — historical model output, not executed trades. Click any ticker for the full conviction breakdown.

Sort

Ranked picks as of 2026-07-24: rank, ticker with its exchange, signal and strength coefficient, market cap, and a link to each pick's conviction breakdown. Grouped by reporting currency; each market is ranked independently.
#	Ticker	Signal	Exchange	Market cap (USD)	Drill-down
USD · 20 picks
01	CIEN NYSE	Strong Buy10.0	NYSE	$57.69B	conviction →
02	TTMI NASDAQ	Strong Buy8.6	NASDAQ	$13.83B	conviction →
03	FJIKY NYSE	Strong Buy8.4	NYSE	$46.82B	conviction →
04	LQDA NASDAQ	Strong Buy8.3	NASDAQ	$6.69B	conviction →
05	DOCN NYSE	Strong Buy7.4	NYSE	$15.95B	conviction →
06	NBIS NASDAQ	Hold	NASDAQ	$55.08B	conviction →
07	COHR NYSE	Hold	NYSE	$61.28B	conviction →
08	TER NASDAQ	Hold	NASDAQ	$58.51B	conviction →
09	POWL NASDAQ	Strong Buy4.7	NASDAQ	$8.59B	conviction →
10	ALAB NASDAQ	Hold	NASDAQ	$52.04B	conviction →
11	SIMO NASDAQ	Buy3.9	NASDAQ	$9.43B	conviction →
12	IREN NASDAQ	Sell	NASDAQ	$14.50B	conviction →
13	NESR NASDAQ	Buy2.6	NASDAQ	$2.82B	conviction →
14	FORM NASDAQ	Buy1.9	NASDAQ	$8.79B	conviction →
15	GLW NYSE	Sell	NYSE	$131.76B	conviction →
16	ASX NYSE	Sell	NYSE	$86.57B	conviction →
17	ENLT NASDAQ	Buy1.4	NASDAQ	$12.61B	conviction →
18	AMKR NASDAQ	Buy1.3	NASDAQ	$15.62B	conviction →
19	LRCX NASDAQ	Buy1.1	NASDAQ	$383.63B	conviction →
20	MKSI NASDAQ	Buy1.0	NASDAQ	$23.32B	conviction →
EUR · 20 picks
01	AL2SI PARIS	Hold	PARIS	$671M	conviction →
02	AIXA XETRA	Hold	XETRA	$5.37B	conviction →
03	HOT XETRA	Hold	XETRA	$39.16B	conviction →
04	NDX1 XETRA	Strong Buy3.4	XETRA	$10.70B	conviction →
05	STMPA PARIS	Hold	PARIS	$59.39B	conviction →
06	JEN XETRA	Strong Buy3.1	XETRA	$2.62B	conviction →
07	PFSE XETRA	Strong Buy2.9	XETRA	$1.68B	conviction →
08	BESI AMSTERDAM	Strong Buy2.7	AMSTERDAM	$21.39B	conviction →
09	HEIJM AMSTERDAM	Strong Buy2.7	AMSTERDAM	$3.10B	conviction →
10	ELG XETRA	Strong Buy2.6	XETRA	$3.06B	conviction →
11	IFX XETRA	Buy2.6	XETRA	$103.63B	conviction →
12	2GB XETRA	Sell	XETRA	$1.31B	conviction →
13	NDA XETRA	Buy2.4	XETRA	$8.49B	conviction →
14	TPE XETRA	Sell	XETRA	$899M	conviction →
15	DBG PARIS	Buy1.5	PARIS	$1.73B	conviction →
16	ASM AMSTERDAM	Buy1.4	AMSTERDAM	$50.32B	conviction →
17	ENR XETRA	Buy1.2	XETRA	$153.43B	conviction →
18	BAMNB AMSTERDAM	Buy1.2	AMSTERDAM	$3.46B	conviction →
19	MAU PARIS	Buy1.0	PARIS	$1.87B	conviction →
20	ABN AMSTERDAM	Buy1.0	AMSTERDAM	$35.68B	conviction →
PLN · 20 picks
01	ASB GPW	Strong Buy10.0	GPW	$1.55B	conviction →
02	KGH GPW	Strong Buy4.9	GPW	$16.61B	conviction →
03	CMP GPW	Hold	GPW	$491M	conviction →
04	TOR GPW	Strong Buy2.7	GPW	$440M	conviction →
05	GPW GPW	Strong Buy2.4	GPW	$1.12B	conviction →
06	MBK GPW	Hold	GPW	$15.27B	conviction →
07	PCO GPW	Strong Buy2.4	GPW	$6.05B	conviction →
08	OPL GPW	Hold	GPW	$5.09B	conviction →
09	PXM GPW	Strong Buy1.7	GPW	$457M	conviction →
10	PKN GPW	Strong Buy1.7	GPW	$46.57B	conviction →
11	ING GPW	Sell	GPW	$15.29B	conviction →
12	PKO GPW	Buy1.5	GPW	$35.83B	conviction →
13	BNP GPW	Sell	GPW	$5.76B	conviction →
14	XTB GPW	Buy1.2	GPW	$4.28B	conviction →
15	KTY GPW	Sell	GPW	$3.47B	conviction →
16	CAR GPW	Buy1.1	GPW	$3.29B	conviction →
17	DVL GPW	Buy1.1	GPW	$1.26B	conviction →
18	BDX GPW	Buy1.1	GPW	$5.05B	conviction →
19	MBR GPW	Buy1.0	GPW	$354M	conviction →
20	PEO GPW	Buy1.0	GPW	$16.36B	conviction →

Sort

Ranked picks as of 2026-07-23: rank, ticker with its exchange, signal and strength coefficient, market cap, and a link to each pick's conviction breakdown. Grouped by reporting currency; each market is ranked independently.
#	Ticker	Signal	Exchange	Market cap (USD)	Drill-down
USD · 20 picks
01	ONDS NASDAQ	Hold	NASDAQ	$4.02B	conviction →
02	NBIS NASDAQ	Hold	NASDAQ	$55.08B	conviction →
03	TTMI NASDAQ	Strong Buy9.1	NASDAQ	$13.83B	conviction →
04	DOCN NYSE	Strong Buy8.5	NYSE	$15.95B	conviction →
05	LQDA NASDAQ	Strong Buy8.2	NASDAQ	$6.69B	conviction →
06	FJIKY NYSE	Strong Buy6.7	NYSE	$49.97B	conviction →
07	VPG NYSE	Hold	NYSE	$1.36B	conviction →
08	IREN NASDAQ	Hold	NASDAQ	$13.93B	conviction →
09	POWL NASDAQ	Strong Buy4.9	NASDAQ	$8.59B	conviction →
10	COHR NYSE	Hold	NYSE	$56.43B	conviction →
11	SIMO NASDAQ	Buy3.9	NASDAQ	$9.43B	conviction →
12	ALAB NASDAQ	Sell	NASDAQ	$52.04B	conviction →
13	NESR NASDAQ	Buy2.7	NASDAQ	$2.82B	conviction →
14	AMKR NASDAQ	Sell	NASDAQ	$15.62B	conviction →
15	FORM NASDAQ	Buy2.4	NASDAQ	$8.35B	conviction →
16	MKSI NASDAQ	Buy2.1	NASDAQ	$23.06B	conviction →
17	ENLT NASDAQ	Buy1.7	NASDAQ	$12.69B	conviction →
18	LRCX NASDAQ	Buy1.3	NASDAQ	$383.63B	conviction →
19	SKYT NASDAQ	Sell	NASDAQ	$1.57B	conviction →
20	ACMR NASDAQ	Sell	NASDAQ	$6.58B	conviction →
EUR · 20 picks
01	AL2SI PARIS	Hold	PARIS	$671M	conviction →
02	AIXA XETRA	Strong Buy6.9	XETRA	$5.37B	conviction →
03	HOT XETRA	Strong Buy5.0	XETRA	$39.16B	conviction →
04	NDX1 XETRA	Hold	XETRA	$10.70B	conviction →
05	JEN XETRA	Strong Buy3.2	XETRA	$2.61B	conviction →
06	NDA XETRA	Strong Buy3.0	XETRA	$8.49B	conviction →
07	PFSE XETRA	Strong Buy2.9	XETRA	$1.68B	conviction →
08	ELG XETRA	Strong Buy2.8	XETRA	$3.06B	conviction →
09	BESI AMSTERDAM	Strong Buy2.7	AMSTERDAM	$21.39B	conviction →
10	IFX XETRA	Strong Buy2.6	XETRA	$100.08B	conviction →
11	SMHN XETRA	Sell	XETRA	$1.83B	conviction →
12	2GB XETRA	Buy2.6	XETRA	$1.34B	conviction →
13	HEIJM AMSTERDAM	Buy2.4	AMSTERDAM	$3.03B	conviction →
14	TPE XETRA	Sell	XETRA	$899M	conviction →
15	MT AMSTERDAM	Sell	AMSTERDAM	$49.75B	conviction →
16	FII PARIS	Sell	PARIS	$3.37B	conviction →
17	ASM AMSTERDAM	Sell	AMSTERDAM	$50.32B	conviction →
18	DBG PARIS	Buy1.4	PARIS	$1.73B	conviction →
19	ENR XETRA	Buy1.3	XETRA	$153.43B	conviction →
20	BAMNB AMSTERDAM	Buy1.0	AMSTERDAM	$3.46B	conviction →
PLN · 20 picks
01	ASB GPW	Strong Buy10.0	GPW	$1.55B	conviction →
02	KGH GPW	Strong Buy5.6	GPW	$16.16B	conviction →
03	CRI GPW	Hold	GPW	$587M	conviction →
04	CMP GPW	Strong Buy2.7	GPW	$466M	conviction →
05	MBK GPW	Strong Buy2.6	GPW	$15.69B	conviction →
06	TOR GPW	Strong Buy2.5	GPW	$442M	conviction →
07	PCO GPW	Strong Buy2.3	GPW	$6.04B	conviction →
08	GPW GPW	Strong Buy2.2	GPW	$1.17B	conviction →
09	OPL GPW	Strong Buy1.8	GPW	$5.11B	conviction →
10	ALR GPW	Strong Buy1.7	GPW	$4.76B	conviction →
11	PKO GPW	Buy1.6	GPW	$35.88B	conviction →
12	PXM GPW	Sell	GPW	$456M	conviction →
13	XTB GPW	Buy1.4	GPW	$4.26B	conviction →
14	SNT GPW	Buy1.4	GPW	$826M	conviction →
15	KTY GPW	Buy1.3	GPW	$3.44B	conviction →
16	MIL GPW	Buy1.3	GPW	$6.54B	conviction →
17	CAR GPW	Buy1.2	GPW	$3.22B	conviction →
18	PEO GPW	Buy1.2	GPW	$16.34B	conviction →
19	MBR GPW	Buy1.0	GPW	$349M	conviction →
20	BDX GPW	Buy1.0	GPW	$5.07B	conviction →

Sort

Ranked picks as of 2026-07-22: rank, ticker with its exchange, signal and strength coefficient, market cap, and a link to each pick's conviction breakdown. Grouped by reporting currency; each market is ranked independently.
#	Ticker	Signal	Exchange	Market cap (USD)	Drill-down
USD · 20 picks
01	FJIKY NYSE	Strong Buy10.0	NYSE	$49.97B	conviction →
02	LQDA NASDAQ	Strong Buy9.5	NASDAQ	$6.69B	conviction →
03	ONDS NASDAQ	Hold	NASDAQ	$4.02B	conviction →
04	IREN NASDAQ	Hold	NASDAQ	$13.93B	conviction →
05	TER NASDAQ	Hold	NASDAQ	$51.68B	conviction →
06	POWL NASDAQ	Strong Buy7.2	NASDAQ	$8.59B	conviction →
07	COHR NYSE	Hold	NYSE	$56.43B	conviction →
08	SIMO NASDAQ	Strong Buy5.3	NASDAQ	$9.43B	conviction →
09	FORM NASDAQ	Hold	NASDAQ	$8.35B	conviction →
10	ALAB NASDAQ	Strong Buy4.3	NASDAQ	$52.04B	conviction →
11	MKSI NASDAQ	Buy4.0	NASDAQ	$23.06B	conviction →
12	LRCX NASDAQ	Buy3.4	NASDAQ	$383.63B	conviction →
13	ASX NYSE	Buy3.0	NYSE	$88.55B	conviction →
14	AMD NASDAQ	Buy2.2	NASDAQ	$821.12B	conviction →
15	ACMR NASDAQ	Sell	NASDAQ	$6.83B	conviction →
16	SKYT NASDAQ	Sell	NASDAQ	$1.57B	conviction →
17	GLW NYSE	Sell	NYSE	$150.10B	conviction →
18	MRVL NASDAQ	Sell	NASDAQ	$186.65B	conviction →
19	VISN NASDAQ	Sell	NASDAQ	$2.74B	conviction →
20	ENLT NASDAQ	Buy1.0	NASDAQ	$12.69B	conviction →
EUR · 20 picks
01	AIXA XETRA	Strong Buy10.0	XETRA	$5.66B	conviction →
02	AL2SI PARIS	Strong Buy8.8	PARIS	$671M	conviction →
03	HOT XETRA	Strong Buy6.7	XETRA	$39.16B	conviction →
04	NDX1 XETRA	Strong Buy4.6	XETRA	$10.70B	conviction →
05	SZG XETRA	Hold	XETRA	$3.44B	conviction →
06	SMHN XETRA	Hold	XETRA	$1.68B	conviction →
07	BESI AMSTERDAM	Strong Buy3.5	AMSTERDAM	$21.39B	conviction →
08	PFSE XETRA	Strong Buy3.5	XETRA	$1.68B	conviction →
09	JEN XETRA	Strong Buy3.4	XETRA	$2.52B	conviction →
10	IFX XETRA	Strong Buy3.2	XETRA	$94.90B	conviction →
11	ELG XETRA	Buy3.2	XETRA	$3.06B	conviction →
12	NDA XETRA	Buy2.9	XETRA	$8.49B	conviction →
13	2GB XETRA	Sell	XETRA	$1.32B	conviction →
14	TPE XETRA	Sell	XETRA	$899M	conviction →
15	HEIJM AMSTERDAM	Buy2.3	AMSTERDAM	$3.02B	conviction →
16	MRN PARIS	Buy2.0	PARIS	$987M	conviction →
17	MT AMSTERDAM	Buy1.7	AMSTERDAM	$50.11B	conviction →
18	ASM AMSTERDAM	Buy1.7	AMSTERDAM	$48.61B	conviction →
19	FII PARIS	Sell	PARIS	$3.35B	conviction →
20	ENR XETRA	Buy1.0	XETRA	$153.43B	conviction →
PLN · 20 picks
01	ASB GPW	Strong Buy10.0	GPW	$1.55B	conviction →
02	KGH GPW	Strong Buy5.2	GPW	$15.46B	conviction →
03	CRI GPW	Hold	GPW	$581M	conviction →
04	CMP GPW	Strong Buy2.2	GPW	$462M	conviction →
05	PCO GPW	Strong Buy2.1	GPW	$6.08B	conviction →
06	MBK GPW	Strong Buy2.1	GPW	$15.46B	conviction →
07	TOR GPW	Strong Buy2.1	GPW	$445M	conviction →
08	GPW GPW	Strong Buy2.0	GPW	$1.17B	conviction →
09	OPL GPW	Strong Buy1.6	GPW	$5.05B	conviction →
10	PXM GPW	Hold	GPW	$432M	conviction →
11	PKN GPW	Sell	GPW	$44.84B	conviction →
12	ALR GPW	Buy1.4	GPW	$4.74B	conviction →
13	PKO GPW	Buy1.4	GPW	$35.14B	conviction →
14	ING GPW	Buy1.3	GPW	$15.22B	conviction →
15	SNT GPW	Buy1.2	GPW	$841M	conviction →
16	XTB GPW	Buy1.2	GPW	$4.13B	conviction →
17	DVL GPW	Buy1.2	GPW	$1.30B	conviction →
18	KTY GPW	Buy1.0	GPW	$3.39B	conviction →
19	CAR GPW	Buy1.0	GPW	$3.22B	conviction →
20	MBR GPW	Buy1.0	GPW	$352M	conviction →

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Ranked picks as of 2026-07-21: rank, ticker with its exchange, signal and strength coefficient, market cap, and a link to each pick's conviction breakdown. Grouped by reporting currency; each market is ranked independently.
#	Ticker	Signal	Exchange	Market cap (USD)	Drill-down
USD · 20 picks
01	NBIS NASDAQ	Hold	NASDAQ	$46.37B	conviction →
02	TTMI NASDAQ	Strong Buy9.6	NASDAQ	$13.83B	conviction →
03	CIEN NYSE	Hold	NYSE	$63.26B	conviction →
04	IREN NASDAQ	Hold	NASDAQ	$13.93B	conviction →
05	LQDA NASDAQ	Strong Buy7.2	NASDAQ	$6.69B	conviction →
06	POWL NASDAQ	Strong Buy5.7	NASDAQ	$8.59B	conviction →
07	TER NASDAQ	Hold	NASDAQ	$51.68B	conviction →
08	COHR NYSE	Hold	NYSE	$56.43B	conviction →
09	FJIKY NYSE	Strong Buy4.2	NYSE	$49.97B	conviction →
10	SIMO NASDAQ	Strong Buy3.7	NASDAQ	$11.07B	conviction →
11	FORM NASDAQ	Buy3.3	NASDAQ	$8.35B	conviction →
12	AMKR NASDAQ	Buy3.0	NASDAQ	$15.62B	conviction →
13	MKSI NASDAQ	Buy2.9	NASDAQ	$23.06B	conviction →
14	ACMR NASDAQ	Sell	NASDAQ	$6.83B	conviction →
15	ALAB NASDAQ	Sell	NASDAQ	$52.04B	conviction →
16	LRCX NASDAQ	Buy2.0	NASDAQ	$383.63B	conviction →
17	MRVL NASDAQ	Sell	NASDAQ	$211.65B	conviction →
18	AMD NASDAQ	Buy1.4	NASDAQ	$821.12B	conviction →
19	ASX NYSE	Buy1.2	NYSE	$88.55B	conviction →
20	ENLT NASDAQ	Buy1.0	NASDAQ	$12.69B	conviction →
EUR · 20 picks
01	AL2SI PARIS	Strong Buy10.0	PARIS	$671M	conviction →
02	AIXA XETRA	Strong Buy9.0	XETRA	$5.66B	conviction →
03	HOT XETRA	Strong Buy6.0	XETRA	$39.92B	conviction →
04	NDX1 XETRA	Strong Buy4.3	XETRA	$10.70B	conviction →
05	SMHN XETRA	Strong Buy3.9	XETRA	$1.73B	conviction →
06	SZG XETRA	Hold	XETRA	$3.42B	conviction →
07	JEN XETRA	Strong Buy3.5	XETRA	$2.53B	conviction →
08	BESI AMSTERDAM	Strong Buy3.3	AMSTERDAM	$21.39B	conviction →
09	PFSE XETRA	Strong Buy3.3	XETRA	$1.66B	conviction →
10	NDA XETRA	Strong Buy3.1	XETRA	$8.51B	conviction →
11	ELG XETRA	Buy3.0	XETRA	$3.35B	conviction →
12	IFX XETRA	Buy3.0	XETRA	$94.62B	conviction →
13	2GB XETRA	Buy2.8	XETRA	$1.29B	conviction →
14	HEIJM AMSTERDAM	Buy2.5	AMSTERDAM	$3.00B	conviction →
15	MT AMSTERDAM	Buy2.0	AMSTERDAM	$50.01B	conviction →
16	ASM AMSTERDAM	Sell	AMSTERDAM	$48.61B	conviction →
17	FII PARIS	Sell	PARIS	$3.42B	conviction →
18	ENR XETRA	Buy1.5	XETRA	$147.38B	conviction →
19	DBG PARIS	Buy1.2	PARIS	$1.73B	conviction →
20	BAMNB AMSTERDAM	Buy1.0	AMSTERDAM	$3.35B	conviction →
PLN · 20 picks
01	ASB GPW	Strong Buy10.0	GPW	$1.54B	conviction →
02	KGH GPW	Strong Buy5.3	GPW	$15.50B	conviction →
03	CRI GPW	Hold	GPW	$582M	conviction →
04	MBK GPW	Strong Buy2.3	GPW	$15.34B	conviction →
05	TOR GPW	Strong Buy2.3	GPW	$445M	conviction →
06	PCO GPW	Strong Buy2.1	GPW	$5.97B	conviction →
07	GPW GPW	Strong Buy2.0	GPW	$1.17B	conviction →
08	OPL GPW	Strong Buy1.8	GPW	$5.03B	conviction →
09	PKN GPW	Strong Buy1.5	GPW	$44.79B	conviction →
10	PXM GPW	Strong Buy1.5	GPW	$441M	conviction →
11	ALR GPW	Buy1.5	GPW	$4.59B	conviction →
12	PKO GPW	Buy1.4	GPW	$35.23B	conviction →
13	ING GPW	Sell	GPW	$15.33B	conviction →
14	KTY GPW	Buy1.2	GPW	$3.28B	conviction →
15	XTB GPW	Buy1.2	GPW	$4.07B	conviction →
16	MIL GPW	Buy1.1	GPW	$6.23B	conviction →
17	DVL GPW	Buy1.1	GPW	$1.30B	conviction →
18	SNT GPW	Buy1.1	GPW	$869M	conviction →
19	PEO GPW	Buy1.0	GPW	$15.86B	conviction →
20	MBR GPW	Buy1.0	GPW	$347M	conviction →

Sort

Ranked picks as of 2026-07-20: rank, ticker with its exchange, signal and strength coefficient, market cap, and a link to each pick's conviction breakdown. Grouped by reporting currency; each market is ranked independently.
#	Ticker	Signal	Exchange	Market cap (USD)	Drill-down
USD · 20 picks
01	NBIS NASDAQ	Strong Buy10.0	NASDAQ	$53.45B	conviction →
02	TTMI NASDAQ	Strong Buy9.6	NASDAQ	$15.21B	conviction →
03	ONDS NASDAQ	Hold	NASDAQ	$4.02B	conviction →
04	CIEN NYSE	Strong Buy8.9	NYSE	$63.26B	conviction →
05	IREN NASDAQ	Hold	NASDAQ	$13.93B	conviction →
06	LQDA NASDAQ	Hold	NASDAQ	$6.69B	conviction →
07	POWL NASDAQ	Strong Buy5.7	NASDAQ	$8.59B	conviction →
08	TER NASDAQ	Strong Buy5.6	NASDAQ	$51.68B	conviction →
09	COHR NYSE	Hold	NYSE	$56.43B	conviction →
10	FJIKY NYSE	Strong Buy4.1	NYSE	$49.97B	conviction →
11	SIMO NASDAQ	Buy3.6	NASDAQ	$11.07B	conviction →
12	FORM NASDAQ	Sell	NASDAQ	$8.35B	conviction →
13	AMKR NASDAQ	Sell	NASDAQ	$15.62B	conviction →
14	MKSI NASDAQ	Buy2.7	NASDAQ	$23.06B	conviction →
15	ACMR NASDAQ	Buy2.7	NASDAQ	$6.83B	conviction →
16	ALAB NASDAQ	Sell	NASDAQ	$70.79B	conviction →
17	LRCX NASDAQ	Buy1.8	NASDAQ	$438.11B	conviction →
18	MRVL NASDAQ	Sell	NASDAQ	$211.65B	conviction →
19	AMD NASDAQ	Buy1.2	NASDAQ	$909.70B	conviction →
20	ASX NYSE	Sell	NYSE	$88.55B	conviction →
EUR · 20 picks
01	AL2SI PARIS	Strong Buy10.0	PARIS	$671M	conviction →
02	AIXA XETRA	Strong Buy8.9	XETRA	$5.66B	conviction →
03	HOT XETRA	Strong Buy5.7	XETRA	$39.92B	conviction →
04	NDX1 XETRA	Strong Buy4.0	XETRA	$11.06B	conviction →
05	SMHN XETRA	Hold	XETRA	$1.82B	conviction →
06	SZG XETRA	Hold	XETRA	$3.30B	conviction →
07	JEN XETRA	Strong Buy3.1	XETRA	$2.61B	conviction →
08	BESI AMSTERDAM	Strong Buy2.9	AMSTERDAM	$21.39B	conviction →
09	PFSE XETRA	Strong Buy2.9	XETRA	$1.66B	conviction →
10	NDA XETRA	Strong Buy2.7	XETRA	$8.51B	conviction →
11	ELG XETRA	Buy2.6	XETRA	$3.35B	conviction →
12	IFX XETRA	Buy2.6	XETRA	$96.18B	conviction →
13	2GB XETRA	Sell	XETRA	$1.31B	conviction →
14	TPE XETRA	Sell	XETRA	$899M	conviction →
15	HEIJM AMSTERDAM	Buy2.1	AMSTERDAM	$3.10B	conviction →
16	MRN PARIS	Sell	PARIS	$1.02B	conviction →
17	MT AMSTERDAM	Buy1.6	AMSTERDAM	$49.97B	conviction →
18	ASM AMSTERDAM	Buy1.5	AMSTERDAM	$50.66B	conviction →
19	FII PARIS	Sell	PARIS	$3.50B	conviction →
20	ENR XETRA	Buy1.0	XETRA	$147.38B	conviction →
PLN · 20 picks
01	ASB GPW	Strong Buy10.0	GPW	$1.60B	conviction →
02	KGH GPW	Strong Buy5.3	GPW	$16.00B	conviction →
03	CRI GPW	Hold	GPW	$589M	conviction →
04	MBK GPW	Strong Buy2.2	GPW	$15.64B	conviction →
05	TOR GPW	Strong Buy2.2	GPW	$443M	conviction →
06	PCO GPW	Strong Buy2.1	GPW	$5.83B	conviction →
07	GPW GPW	Strong Buy2.0	GPW	$1.18B	conviction →
08	OPL GPW	Strong Buy1.7	GPW	$4.95B	conviction →
09	PKN GPW	Strong Buy1.5	GPW	$44.73B	conviction →
10	PXM GPW	Hold	GPW	$457M	conviction →
11	ALR GPW	Buy1.5	GPW	$4.67B	conviction →
12	PKO GPW	Buy1.4	GPW	$35.65B	conviction →
13	BNP GPW	Sell	GPW	$5.97B	conviction →
14	ING GPW	Buy1.3	GPW	$15.65B	conviction →
15	KTY GPW	Buy1.2	GPW	$3.33B	conviction →
16	XTB GPW	Buy1.2	GPW	$4.09B	conviction →
17	MIL GPW	Buy1.1	GPW	$6.43B	conviction →
18	DVL GPW	Buy1.0	GPW	$1.31B	conviction →
19	SNT GPW	Buy1.0	GPW	$881M	conviction →
20	PEO GPW	Buy1.0	GPW	$16.17B	conviction →

How Quality Momentum picks names.

Buys companies that are both growing fast AND profitable. Momentum on its own catches glamour stocks that crash; profitability screens out hype. The pair has decades of academic support (Asness, Frazzini, Pedersen 2019; Novy-Marx 2013).

01
Universe filter
US, European, and Polish listings above each market's size floor (market cap > $500M in the US, > $300M USD-equivalent in EU/PL), actively traded (not halted, not disabled). The V1.2 investability screen caps the share price at $600 (US) / €1,000 (EU) / 4,000 zł (PL), so every pick is buyable as a whole share within the strategy's fixed entry ticket. Under the current rules the cap also applies to held names: a position whose price outgrows it leaves the ranking and is sold.
02
12-1 momentum
Return from 12 months ago to 1 month ago. Skipping the most recent month avoids the short-term reversal effect documented by Jegadeesh & Titman.
03
Quality screen
Of the top momentum candidates, keep only those with non-negative ROE TTM and non-negative profit margin — a pass/fail gate, not a score. Filters out lottery-style rallies in unprofitable names.
04
Momentum ranking
Survivors are ranked purely by 12-1 momentum. The quality screen is a pass/fail gate, not a score component — it exists to cut drawdown and turnover. The funnel narrows at each stage: roughly the top 150 momentum candidates enter the quality gate, and after the AI review at most 20 names per market reach the book.
05
AI research card
Each pick gets a grounded research brief from live web search (Perplexity sonar-pro), then three independent AI models (Gemini, Claude, OpenAI) vote PROCEED / CAUTION / SKIP on that same brief. Two or more SKIP votes veto the pick; every vote, reason, and two material risks are logged before the order. On the rare day the research service is unavailable, the paper book trades on the quant ranking alone and the missing verdict is visible on the pick page.

Two tranches: one signal feed, two disciplines

Each name gets one of five signals — Strong Buy, Buy, Hold, Sell, Strong Sell — with a 1–10 strength coefficient that sorts within a level. Both tranches read the same signals and the same endorsed ranking; they differ in which buckets trigger a buy. The aggressive sleeve buys Strong Buy and Buy names; the conservative sleeve acts only on Strong Buy when adding names and holds through plain Buy — a stricter entry bar that can mean a smaller book, targeting lower volatility. Both sleeves exit on the same Sell / Strong Sell signals: the tracks differ in the entry bar, the volatility target and the per-name stop, not in how quickly they exit.

Aggressive: Acts on Strong Buy and Buy when adding names, so it deploys sooner and runs the fuller book. Targets roughly 22% annualised book volatility (a soft setting, calibrated forward on the paper track) and enforces a hard −25% per-name stop. Exits on Sell / Strong Sell.
Conservative: Acts only on Strong Buy when adding names — a stricter entry bar that can mean a smaller book. Targets roughly 14% annualised volatility (a soft setting, calibrated forward) and enforces a hard −15% per-name stop. Exits on the same Sell / Strong Sell signals as the aggressive track — the sleeves differ on entry, risk envelope and stop, not exit speed.

Rebalance cadence: Signal-driven, rebalanced daily, hold-until-exit (anti-churn): each name is held until its signal says exit, so turnover stays low.
Universe: US, European, and Polish large-cap equity passing the quality screen

Quality Momentum

Portfolio · Holdings

Recent activity

Live performance

Live model

Earlier model rankings

How Quality Momentum picks names.

Universe filter

12-1 momentum

Quality screen

Momentum ranking

AI research card

Two tranches: one signal feed, two disciplines