NQ Top Picks Momentum

Definition

NQ Top Picks Momentum is an equity portfolio for Sweden with a focus on price strength adjusted for volatility and aims to select the strongest candidates

Purpose

To capture strength in Swedish companies by focusing on price development adjusted for volatility. The strategy aims to participate in uptrends without getting caught up in bigger losers.

Method

Ranks Swedish companies on price strength adjusted for volatility and selects the strongest candidates. The portfolio is based on NeuroQuants NQ Pure Momentum strategy, applied to the Swedish equity universe.

Key parameters

UniverseSweden
TypePure momentum strategy
Signal updateMonthly
RebalancingMonthly
Stop lossThe best
Position sizeVolatility-adjusted
Activity levelHigher (compared to other model portfolios)

Historical development

See current developments and comparison with other model portfolios →

Peer-reviewed

Research by Erik Hansén (CFTe) and Jens Lennen (AFA, CIIA)

Read more about Erik and Jens →

Developed by Erik Hansén (CFTe), NeuroQuant (NQ NeuroQuant AB)

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