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CQ_Emerging Momentum 🎢
Today’s Change
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About

A fast, momentum-driven rotation across emerging-market country ETFs: each day, pick the 5 with the strongest 30‑day returns and split the portfolio equally among them. Concentrates in recent winners and shifts as market leadership changes.
NutHow it works
It rotates among single-country stock funds in emerging markets. Each day it checks how each country has done over the last 30 days, picks the 5 with the best recent performance, and splits the money equally among them. It rebalances daily, so holdings can change often and will reflect current leaders (e.g., Taiwan=chips, Brazil=materials/energy, India=financials/tech).
CheckmarkValue prop
Ride EM leadership via a daily top-5 momentum rotation (equal weights). Out-of-sample results show stronger upside capture and lower correlation to the S&P 500 in EM upcycles, plus diversification from US-focused risk.

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Invest in this strategy
OOS Start Date
Oct 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Emerging markets, momentum, country rotation, equities, etfs, long-only, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type