Germany Momentum
Monthly signal. Top 20 XETRA stocks ranked by 12-month momentum, equal weighted.
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Liquidity note
This strategy holds small/mid-cap XETRA names. Median measured spread ~22bps, but several names run 90-245bps — well above the 40bps the backtest assumes. Use limit orders, and treat this as a sub-EUR-2M-capacity strategy, not one to scale blindly. See the strategy report for the full liquidity analysis.
Current Portfolio
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2026 YTD Return
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MTD
+19.2%
CAGR (2000–2026)
0.91
Sharpe
-26.8%
Max Drawdown
Current Portfolio · 20 equal weight · Pure monthly rebalance · No stop loss
| Ticker | Name | Weight | Entry Date | Entry (EUR) | Current (EUR) | Return (MTD) |
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Monthly Breakdown 2026
| Month | Return | Holdings |
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Signal date: | eligible stocks
| # | Status | Ticker | Name | 12M Momentum | Weight | MCap (EUR B) |
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Strategy: 12-month return, no skip-month | XETRA, German-domiciled companies only, top 70% by mcap (P30), no fundamental filter | Top 20, equal weight | DAX < MA200 → cash | Rebalance: monthly | Strategy report | Adversarial audit → | Sensitivity analysis