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Momentum strategy | Equal weighting, 5% per stock | 10 long and 10 short positions based on companies with the strongest and the worst momentum. Momentum indicator determined by dividing 3 day simple moving average by 10 day simple moving average. Portfolio rebalanced once a week. | Short position: SGEN | Rank: 6
Firms are allocated to the portfolio based on the momentum investment strategy: all firms are from the NASDAQ-100 Technology sector index which was sorted by YTD (year to date) price development. The fund decided to go long in all firms which had YTD returns of over 15% on 30th of October. $1,500,000 was divided with equal weights between the 47 stocks. Rank: 16
The Tresamigos fund constructs a portfolio based on the passive strategy of investing in 20 of the most heavily weighted companies in the iShares Ageing Population UCITS ETF. The order size is based on equally weighting 20 stocks in an unlevered, 1 million USD portfolio.
Seattle Genetics Inc. is one of the most heavily weighted companies in the iShares Ageing Population UCITS ETF.