Introduction
Momentum strategies are based on measures of “speed” – change in price (distance traveled) over a specific unit of time. Acceleration goes one step further and measures the rate of change of momentum. This strategy is relatively new – we set it up in the middle of November. It would be interesting to see how this strategy pans out.
Performance summary
| held since | returns (%) | |
|---|---|---|
| 8KMILES |
2015-Nov-19
|
+0.54
|
| GODFRYPHLP |
2015-Nov-19
|
+19.06
|
| RAJESHEXPO |
2015-Nov-19
|
+3.81
|
| GAYAPROJ |
2015-Nov-19
|
+9.19
|
| JUBILANT |
2015-Nov-19
|
+2.91
|
| COSMOFILMS |
2015-Nov-19
|
+1.02
|
| RUSHIL |
2015-Nov-19
|
+3.29
|
| MANGALAM |
2015-Nov-19
|
+40.62
|
| HIMATSEIDE |
2015-Nov-19
|
+6.74
|
| ALLSEC |
2015-Nov-19
|
+18.78
|
| TVSELECT |
2015-Nov-19
|
+2.29
|
| NIITLTD |
2015-Nov-19
|
+7.47
|
| PTL |
2015-Nov-19
|
+8.51
|
| ESTER |
2015-Nov-19
|
+8.71
|
| TRIGYN |
2015-Nov-19
|
+25.91
|
| EMMBI |
2015-Nov-19
|
+22.39
|
| TRIDENT |
2015-Nov-19
|
+8.37
|
| GUFICBIO |
2015-Nov-19
|
+24.46
|
| NITCO |
2015-Nov-19
|
+20.29
|
| MERCATOR |
2015-Nov-19
|
+4.63
|
Since the last rebalance on 2015-Nov-19 till 2015-Nov-30, this strategy has returned +9.70%
You can find more details about the Acceleration Theme here.