momentum investing - Trading Studio (Page 3)

Growth of $1 invested in Quality Momentum South Africa (JNB) vs S&P 500.

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.

Growth of $1 invested in Quality Momentum Sweden (STO) vs S&P 500.

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.

Growth of $1 invested in Quality Momentum US vs S&P 500 from 2000 to 2025.

momentum investing

Quality Momentum on US Stocks: 25 Years of Data

We combined quality filters (ROE>15%, low debt, positive cash flow) with 12-month price momentum to screen US stocks from 2000 to 2025. The strategy returned 8.27% annually vs 7.75% for the S&P 500 — with 0% cash periods but 106.7% down capture.