Wright ⚡️ Momentum

The Wright Momentum strategy focuses on a universe of the top 500 publicly traded companies. These represent a wide range of industries with strong market capitalization, liquidity, and growth potential. This universe provides a diverse pool of high-quality stocks, ensuring a rich selection of companies with strong momentum. By targeting the top 500, the strategy captures stocks that exhibit consistent performance, scalability, and alignment with market trends, serving as a robust foundation for constructing a momentum-driven portfolio.

Research for the Wright Momentum strategy centers on identifying stocks with strong momentum characteristics, leveraging advanced quantitative models and AI-powered analytics. These models evaluate price trends, earnings growth, and market sentiment, prioritizing stocks with high momentum and low volatility. Additionally, regime modeling and forecasting tools assess market conditions to align the portfolio with prevailing trends. This data-driven approach is designed to optimize stock selection while maintaining a balanced risk-reward profile, enabling superior performance across varying market cycles.

Screening begins with the identification of 20-25 stocks that demonstrate exceptional momentum within the top 500 universe. Factors such as recent price performance, earnings momentum, and volatility are meticulously evaluated to ensure optimal stock selection. Stocks are chosen for their ability to maintain upward trends and resilience in diverse market conditions. This systematic screening process ensures that the portfolio comprises high-quality, high-performing stocks that align with the strategy’s goals of delivering consistent momentum-driven returns with smart risk management.

The Wright Momentum strategy employs a dynamic and adaptive weighting approach to balance risk and reward, and is a flexi-cap strategy. Each stock’s weighting is determined by its momentum strength, growth potential, and volatility metrics, ensuring an optimal mix of performance and stability. Monthly portfolio rebalancing incorporates the latest market insights, allowing adjustments to weights based on changing trends and emerging opportunities. This approach ensures that the portfolio remains diversified, well-aligned with market dynamics, and positioned for long-term growth while mitigating risk exposure.

This smallcase has a monthly rebalance schedule. Once every month, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next month

Wright Momentum Model

Momentum investing: Aiming to capitalize on market trends for potential growth.

Wright Momentum Model

Overview

Stocks & Weights

At a Glance

Holdings Distribution