Volledige momentum-ranking (12-1-momentum, alle 30 Dow-tickers — top 6 geselecteerd)
| # | Symbool | Momentum-score | Status |
|---|
| 1 |
CAT |
+1.4485 |
geselecteerd |
| 2 |
CSCO |
+0.7545 |
geselecteerd |
| 3 |
UNH |
+0.7101 |
geselecteerd |
| 4 |
MRK |
+0.6999 |
geselecteerd |
| 5 |
JNJ |
+0.5802 |
geselecteerd |
| 6 |
GS |
+0.4258 |
geselecteerd |
| 7 |
AAPL |
+0.3996 |
— |
| 8 |
TRV |
+0.2887 |
— |
| 9 |
AMGN |
+0.2640 |
— |
| 10 |
KO |
+0.2310 |
— |
| 11 |
WMT |
+0.1656 |
— |
| 12 |
IBM |
+0.1393 |
— |
| 13 |
AXP |
+0.1391 |
— |
| 14 |
CVX |
+0.1389 |
— |
| 15 |
NVDA |
+0.1264 |
— |
| 16 |
JPM |
+0.1210 |
— |
| 17 |
MMM |
+0.1053 |
— |
| 18 |
SHW |
+0.0503 |
— |
| 19 |
HON |
+0.0410 |
— |
| 20 |
VZ |
+0.0401 |
— |
| 21 |
AMZN |
+0.0181 |
— |
| 22 |
V |
+0.0010 |
— |
| 23 |
PG |
-0.0042 |
— |
| 24 |
HD |
-0.0148 |
— |
| 25 |
BA |
-0.0242 |
— |
| 26 |
MCD |
-0.0773 |
— |
| 27 |
DIS |
-0.1802 |
— |
| 28 |
MSFT |
-0.2952 |
— |
| 29 |
CRM |
-0.3884 |
— |
| 30 |
NKE |
-0.4353 |
— |
Strategie-validatie (uit de gevalideerde backtests, niet live herberekend)
| Periode | Momentum (na kosten) | Dow30 eerlijke benchmark | SPY |
|---|
| 10 jaar | +386,28% | +384,91% | +300,00% |
| 2018 | −5,24% | −3,93% | −5,25% |
| 2020 | +39,96% | +19,64% | +17,24% |
| 2022 | −4,57% | −5,95% | −18,65% |
Kosten: 0,05%/omgewisselde positie. Zie project-geschiedenis voor de volledige
onderbouwing en kanttekeningen (survivorship bias, kostengevoeligheid, edge tegen de eerlijke
benchmark verdwijnt bij hogere kostenaannames).