Outperforming the S&P since 2021.
Four actively managed equity portfolios covering U.S. large, mid and small caps and the Saudi Exchange. Twenty stocks each, selected by residual momentum. Rebalanced weekly. Full portfolio trading history available for viewing.
Built on peer-reviewed research.
See the portfoliosEach portfolio selects its twenty stocks by residual momentum: for every eligible company in its index, we separate the part of its return explained by the broad market from the part specific to the company, and rank companies on how consistently that company-specific part has grown over the medium term.
Momentum
- Blitz, Hanauer & Vidojevic (2020), “The idiosyncratic momentum anomaly”, International Review of Economics & Finance.
- Blitz, Huij & Martens (2011), “Residual momentum”, Journal of Empirical Finance.
- Gutierrez & Pirinsky (2007), “Momentum, reversal, and the trading behaviors of institutions”, Journal of Financial Markets.
- Grundy & Martin (2001), “Understanding the nature of the risks and the source of the rewards to momentum investing”, Review of Financial Studies.
Risk and volatility
- DeMiguel, Garlappi & Uppal (2009), “Optimal versus naive diversification: How inefficient is the 1/N portfolio strategy?”, Review of Financial Studies.
- Ang, Hodrick, Xing & Zhang (2006), “The cross-section of volatility and expected returns”, Journal of Finance.
- Campbell, Lettau, Malkiel & Xu (2001), “Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk”, Journal of Finance.
The method family and its research basis are public. The parameters, eligibility thresholds and data sources are proprietary. Every weekly decision, its holdings and its full model record are available to partners.
Active portfolios for clients who want more than the index.
See the portfoliosFor Brokers
Weekly rebalanced portfolios for your clients
Every portfolio is reviewed and rebalanced each week, with dated target weights and the exact changes for your dealing desk.
Explore the broker offerFor Advisors
One model, every client account
Stop assembling portfolios stock by stock. Apply one reviewed model across your accounts and keep your discretion, your fees and your relationships.
Explore the advisor offerFor Robos
An active line beside your index portfolios
Offer US large-, mid- and small-cap and Saudi stock portfolios inside the app your clients already use, with your suitability rules and execution unchanged.
Explore the robo offerThree steps to a weekly investment service.
Choose your portfolios
Pick large, mid-sized or smaller US companies, or Saudi Exchange companies: four stock portfolios, each holding twenty companies.
We publish every week
Every week we publish dated target weights and the exact changes, through the portal, files, the API, webhooks or SFTP.
You execute for your clients
Your firm sizes the positions and places the trades. The client relationship, the fees and the execution stay with you.
Run the whole range on your platform for three months before you commit.
For three months your team gets exactly what a partner gets: every portfolio, every weekly decision with complete target weights, the partner portal, the platform files and the API. Key in or import a few weeks of changes and see how they fit your clients. We help you set it up; there are no payment details, no minimum term and no obligation to continue.
Start with the portfolios that fit your clients.
Tell us your platform and we will guide your team through a trial.
Talk to our team