momentum investing
Quality Momentum on Swedish Stocks: 9.76% CAGR with Strong Upswings
Quality + momentum on Stockholm Stock Exchange from 2003 to 2025. 9.76% CAGR vs 7.75% SPY. 2.01% annual alpha with strong momentum capture in bull markets.
momentum investing
momentum investing
Quality Momentum on South African Stocks: Filtering Out Commodities
Quality + momentum on Johannesburg Stock Exchange from 2005 to 2025. 11.36% CAGR vs 7.75% SPY. The quality filter eliminates most commodity and mining stocks, leaving a concentrated portfolio of SA's financially sound companies.
momentum investing
Quality Momentum on Indian Stocks: 19% CAGR Over 25 Years
Quality + momentum on BSE+NSE from 2004 to 2025. 19.03% CAGR vs 7.75% SPY benchmark. 11.29% annual alpha, 64.4% down capture.
momentum investing
Quality Momentum Tested on 17 Global Exchanges: India Dominates
We backtested quality + momentum on 17 exchanges worldwide. India leads at 19% CAGR. South Africa surprises with 16.2% down capture. Most developed markets underperform the S&P 500 — momentum adds return but crashes harder in downturns.