EQMOM — live sleeve
Buys the strongest large-caps by six-month momentum, rebalanced about monthly, and moves to cash when credit markets get stressed. Long only. Live since 2026-09-08.
Backtest +1065% base (OOS) · 1.25 · −41%·Live +3.23% · 0.38 · −1.98%·Read paper →·Dashboard →
Buys the strongest large-caps by six-month momentum, rebalanced about monthly, and moves to cash when credit markets are stressed. Long only.
About 100 liquid large-caps.
About every 21 days.
Backtest is net of costs; live fills are paper.
Backtest +1065%, Sharpe 1.25, max drawdown −41%. Long-only and unlevered.
| Sleeve | Sep 26 | Oct 26* | Total | Positive |
|---|---|---|---|---|
| Equity Momentum | -0.8 | +1.3 | +0.5% | 50% |
* Current month is partial.
Today, month-to-date, last month, year-to-date and year-over-year returns by sleeve, with day-by-day history.
| Sleeve | Today | Prev day | MTD | Last mo | YTD | YoY |
|---|---|---|---|---|---|---|
| Equity Momentum | +0.00% | −1.66% | +1.32% | −0.84% | — | — |
| S&P 500 | — | −1.79% | −0.87% | −0.59% | — | — |
Today is live vs the prior close; weekends show — until the next session. MTD/YTD anchor on the prior month/year-end close; YoY needs ~1y of history. The vs S&P 500 view subtracts the benchmark's same-period return.
| Equity | vs S&P 500 | ||
|---|---|---|---|
| 2026-10-31live | $10,046.32 | +0.00% | — |
| 2026-10-30 | $10,046.32 | −1.66% | +0.13pp |
| 2026-10-29 | $10,215.47 | +0.39% | +0.75pp |
| 2026-10-28 | $10,176.05 | +0.16% | −0.17pp |
| 2026-10-27 | $10,159.61 | +0.95% | +0.37pp |
| 2026-10-26 | $10,063.68 | +0.40% | −0.31pp |
| 2026-10-23 | $10,023.21 | −0.42% | +0.13pp |
| 2026-10-22 | $10,065.87 | −0.98% | +0.20pp |
| 2026-10-21 | $10,165.20 | +0.20% | −0.32pp |
| 2026-10-20 | $10,144.76 | +0.71% | +0.38pp |
| Symbol | Qty | Value | % | P&L | P&L % |
|---|---|---|---|---|---|
| MRK | 6.455 | $965.17 | 9.6% | −$4.45 | −0.5% |
| ABBV | 3.248 | $957.92 | 9.5% | +$100.31 | +11.7% |
| MA | 1.486 | $947.76 | 9.4% | −$7.01 | −0.7% |
| DIS | 8.516 | $944.73 | 9.4% | −$10.94 | −1.1% |
| LMT | 1.467 | $934.60 | 9.3% | −$19.15 | −2.0% |
| TMO | 1.331 | $927.78 | 9.2% | +$52.84 | +6.0% |
| AMGN | 1.025 | $477.80 | 4.8% | −$3.50 | −0.7% |
| AMD | 0.834 | $420.80 | 4.2% | −$33.89 | −7.5% |
| Shown (8) | — | $6,576.56 | 65.5% | +$74.21 | +1.1% |
| Cash | — | $3,469.76 | 34.5% | — | — |
% of equity · P&L unrealized · positions + cash = 100%
8 positions · top 5 = 72% · effective N = 7.5
Gross market value, so both legs of a hedge count. Cash is excluded; P&L in the drill-down is unrealized.
| Time (ET) | Symbol | Side | Qty | Fill | Value | P&L % | P&L $ |
|---|---|---|---|---|---|---|---|
| Oct 30, 9:34 AM | DIS | buy | 8.5157 | $112.22 | $955.67 | — | — |
| Oct 30, 9:33 AM | PM | sell | 4.6433 | $212.70 | $987.63 | +5.83% | +$54.42 |
| Oct 30, 9:33 AM | V | sell | 2.4823 | $415.83 | $1,032.22 | +9.80% | +$92.14 |
| Oct 30, 9:32 AM | CNC | sell | 14.4256 | $68.45 | $987.39 | +1.28% | +$12.49 |
| Oct 30, 9:32 AM | AMZN | sell | 3.664 | $230.61 | $844.97 | −8.99% | −$83.51 |
| Oct 30, 9:31 AM | ABBV | sell | 0.1688 | $291.49 | $49.20 | +10.41% | +$4.64 |
| Oct 30, 9:31 AM | MRK | buy | 6.4551 | $150.21 | $969.62 | — | — |
| Oct 30, 9:31 AM | MA | buy | 1.4855 | $642.73 | $954.78 | — | — |
| Oct 30, 9:31 AM | LMT | buy | 1.4673 | $650.00 | $953.75 | — | — |
| Oct 30, 9:30 AM | TSLA | sell | 1.2412 | $392.35 | $486.98 | +2.57% | +$12.19 |
| Oct 30, 9:30 AM | AMGN | buy | 1.0253 | $469.42 | $481.30 | — | — |
| Oct 30, 9:30 AM | TMO | sell | 0.1112 | $710.69 | $79.03 | +8.12% | +$5.94 |
| Oct 30, 9:30 AM | AMD | sell | 0.6661 | $508.97 | $339.02 | −6.69% | −$24.31 |
| Oct 9, 9:32 AM | PM | buy | 4.6433 | $200.98 | $933.21 | — | — |
| Oct 9, 9:32 AM | ADM | sell | 10.785 | $82.17 | $886.16 | −6.28% | −$59.37 |
Live stats are annualized from daily equity; short windows are noisy. Backtest numbers are from the paper’s full window.