S&P 500 Momentum Fund , long-position , Rank 4 based on the highest previous-month returns.

50% index ETFs, 50% technology based strategy. Two ETF investments and 10 tech stock investments. Five biggest tech companies, five biggest risers in tech during the last three months.

This stock belongs now to the five biggest tech risers.

Building initial portfolio based on momentum. Xilinx has been riding positive momentum wave for a while, signaling us to hop on in.

This investment follows our S&P 500 without oil and gas companies momentum strategy. It's 3 month returns are top 10 in our shortlist, so we will take a long position on it.

Our investment strategy consists of buying the top 10 performing stocks of the Nasdaq 100 index, and short-selling the 10 worst-performing stocks of the same index. We chose the companies based on their performance in the last 3 months. Due to a holding period of only one month, we believe that a passive strategy is more appropriate than an active strategy. The weight of each company in our portfolio will be approximately equal, which increases diversification benefits of this portfolio. We will use almost all available debt in order to benefit from the additional expected returns from leverage.

Merger arbitrage, expected between xilnix and AMD

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: 37