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Investment Strategies / Mechanical Investing
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Author: rayvt 🐝  😊 😞
Number: of 5502 
Subject: Re: Statistics for Nasdaq 100 monthly Momentum Screen
Date: 05/11/26 10:46 AM
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No. of Recommendations: 8
Surely we aren't the only people who have taken notice of this strategy. It does not seem possible that others would not have noticed and the extraordinary gains would have been arbitraged away. What am I missing? Is it just the volatility risk?


Below is the top 20 of Nasdaq 100 sorted by 1 year price gain, as of this morning.

Ticker   Perf_YTD  Perf_Year
SNDK 559.51% 4048.26%
WDC 200.36% 1073.30%
MU 174.16% 811.36%
STX 201.68% 768.04%
AMD 115.21% 348.16%
LRCX 74.00% 295.24%
AMAT 72.96% 185.64%
MRVL 97.28% 181.05%
KLAC 55.13% 168.82%
GOOGL 26.06% 158.31%
GOOG 24.71% 153.50%
MPWR 78.27% 153.35%
ASML 43.99% 118.13%
AVGO 24.00% 106.14%
ADI 52.99% 99.94%
NVDA 17.27% 87.49%
ARM 94.95% 84.03%
DDOG 45.53% 83.44%
MCHP 53.88% 77.21%
BKR 41.05% 76.03%

Isn't the difference between GOOGL and GOOG interesting?
It sure feels like this should be some kind of anomaly, so many stocks doubling or more in a year.

The same table for the S&P 500 is similar, but the #20 stock is up 158%. SNDK is still #1.
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