EQUITIES
KR
KOSPI
KOSPI Momentum
Momentum strategy on South Korean equities, deliberately excluding the dominant semiconductor sector to avoid concentration risk. Captures broad Korean market momentum without Samsung/SK Hynix dominance....
Win Rate
57%
32 markets resolved
Backtest Return
28.7%
2-year backtest
Benchmark
23.1%
KOSPI Buy-and-Hold
Alpha vs Benchmark
+5.6%
2-year period
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Performance History
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Market Activity
Algo Rules — Fully Public
6-month price momentum. Long top 30% KOSPI stocks. Exclude semiconductors. Monthly rebalance.
Momentum strategy on South Korean equities, deliberately excluding the dominant semiconductor sector to avoid concentration risk. Captures broad Korean market momentum without Samsung/SK Hynix dominance.
Tags
momentumKOSPIKorea
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