EQUITIES
EU
EUROSTOXX50
Euro Stoxx 50 Momentum
Classic academic momentum strategy applied to European large caps. Buys the strongest stocks over the past year (excluding last month to avoid reversal). Proven alpha factor across global markets....
Win Rate
59%
42 markets resolved
Backtest Return
24.6%
2-year backtest
Benchmark
19.2%
Euro Stoxx 50 Buy-and-Hold
Alpha vs Benchmark
+5.4%
2-year period
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Performance History
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Market Activity
Algo Rules — Fully Public
12-month minus 1-month momentum. Long top 20% stocks. Monthly rebalance.
Classic academic momentum strategy applied to European large caps. Buys the strongest stocks over the past year (excluding last month to avoid reversal). Proven alpha factor across global markets.
Tags
momentumEuroStoxxfactor
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