Description
Advanced momentum strategy that combines multiple momentum signals across different timeframes. Incorporates Fama-French factors, risk parity principles, and dynamic factor loadings to create a robust momentum portfolio while controlling for sector, size, and value biases.
Key Features
- •Multi-timeframe momentum signals
- •Factor risk neutralization
- •Dynamic portfolio rebalancing
- •Regime-aware position sizing
Strategy Details
Holding Period2.1 weeks
Min. Capital$100,000
Active Users890
Market ConditionsTrending, Bull Market
Strategies Available12