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Momentum Cascade Portfolio May 2024

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This post documents the Momentum Cascade Portfolio performance from 1st January 2019 up to 2nd May 2024. For each month in the table the Date represents the end of the month, the Return the column the return on an equal investment in the 10 tickers (T0-T9) at the beginning of that month, and the Acculated column the overall performance of the strategy ince 1st January 2019.

For the first trading day of May 2024 the portfolio constituents are to updates to: NVDA, AVGO, META, MU, KLAC, LRCX, AMZN, PDD, AMAT, AMD.

Note that data for the first month is missing as a side effect of the cascade calculations.

Historical portfolio performance data since 1st January 2019

Date Return Accumulated T0 T1 T2 T3 T4 T5 T6 T7 T8 T9
2019-02-28 1.0278751409891016 1.0278751409891016 ADBE ADSK AEP AMAT AMD AMGN AMZN ANSS ASML AVGO
2019-03-31 1.0368431699625102 1.0657453195088022 ADBE ADSK AEP AMAT AMD AMGN AMZN ANSS ASML AVGO
2019-04-30 1.0724132887924243 1.1429194431095675 ADBE ADSK AEP AMAT AMD AMGN AMZN ANSS ASML AVGO
2019-05-31 0.9195343505117923 1.0509536878070556 ADBE ADSK AEP AMAT AMD AMGN AMZN ANSS ASML AVGO
2019-06-30 1.0964668634525678 1.1523358937037114 ADBE ADSK AEP AMAT AMD AMGN AMZN ANSS ASML AVGO
2019-07-31 1.0141609327405594 1.168654044788982 ADBE ADSK AEP AMAT AMD AMGN AMZN ANSS ASML AVGO
2019-08-31 0.9990498576993219 1.1675436571461693 ADBE ADSK AEP AMAT AMD AMGN AMZN ANSS ASML AVGO
2019-09-30 1.0072107775718293 1.1759625547632504 ADBE ADSK AEP AMAT AMD AMGN AMZN ANSS ASML AVGO
2019-10-31 1.050437407040875 1.2352750568026718 ADBE ADSK AEP AMAT AMD AMGN AMZN ANSS ASML AVGO
2019-11-30 1.093688597451771 1.3510062443416708 ADBE ADSK AEP AMAT AMD AMGN AMZN ANSS ASML AVGO
2019-12-31 1.0506826497957111 1.4194788206954587 ADBE ADSK AEP AMAT AMD AMGN AMZN ANSS ASML AVGO
2020-01-31 1.0115965174929369 1.435939831670507 AMD TTD LRCX KLAC ASML MELI DXCM LULU AMAT CDW
2020-02-29 0.9864882220556217 1.416537731523487 AMD TTD MELI LRCX TSLA DXCM MDB CSGP LULU ANSS
2020-03-31 0.866971913901196 1.228098428212176 TSLA TTD DXCM NVDA AMD LRCX CSGP MELI MDB QCOM
2020-04-30 1.202471586525787 1.4767534653821206 AMD DXCM NVDA TSLA ASML MSFT LRCX TTWO MRNA QCOM
2020-05-31 1.1595201386654668 1.712325382954585 DXCM TSLA MRNA AMD PDD NVDA ASML MSFT ODFL TTD
2020-06-30 1.0939330360135453 1.8731693048185658 TSLA DXCM PDD MRNA NVDA AMD MELI ODFL VRTX LULU
2020-07-31 1.1389091626302088 2.133369684415523 TSLA PDD DXCM MRNA NVDA TTD ASML ODFL KLAC AMD
2020-08-31 1.109886073035916 2.367797301369816 TSLA MRNA PDD DXCM NVDA AMD LRCX TTD ODFL MELI
2020-09-30 0.933989720495252 2.2114983396958063 TSLA MRNA PDD NVDA AMD DXCM REGN LULU MELI PYPL
2020-10-31 0.9820644683723561 2.17183394127971 TSLA MRNA NVDA AMD DXCM PDD TTD REGN MELI PYPL
2020-11-30 1.3646550212051942 2.9638040931912233 TSLA MRNA TTD NVDA PDD AMD MELI DXCM REGN MDB
2020-12-31 1.0638740630135732 3.153114302599606 MRNA TSLA TTD PDD MELI AMD NVDA MDB DXCM PYPL
2021-01-31 1.0647698531830263 3.3573410530482826 TSLA MRNA PDD TTD MELI MDB NVDA AMD PYPL CDNS
2021-02-28 0.9925733267649808 3.332407178108778 TSLA MRNA PDD MELI TTD MDB NVDA PYPL MRVL TEAM
2021-03-31 0.9144814445672695 3.0474245301232536 MRNA TSLA PDD TTD MELI MDB NVDA PYPL AMAT ASML
2021-04-30 1.0599008031646546 3.2299677070613066 MRNA TSLA PDD MELI AMAT MRVL TTD ASML PYPL ON
2021-05-31 0.9672949195183197 3.124331353248638 TSLA MRNA TTD PDD MELI ON AMAT PYPL LRCX ASML
2021-06-30 1.0886560125709317 3.4013221129780056 MRNA TSLA AMAT PDD LRCX ON ASML MELI NVDA PYPL
2021-07-31 1.0437573528241266 3.550154964744088 TSLA MRNA AMAT TTD LRCX ON NVDA ASML IDXX PDD
2021-08-31 1.0457423589187318 3.7125474273585297 MRNA TSLA AMAT ASML NVDA IDXX AMD TTD LRCX FTNT
2021-09-30 1.0016509191661245 3.718676543061502 MRNA TSLA ASML FTNT ON AMAT NVDA TEAM FANG GOOG
2021-10-31 1.0712664871054505 3.9836935569669354 MRNA FANG FTNT ON AMAT TEAM MDB ASML PANW LRCX
2021-11-30 1.022030986383666 4.0714582554771725 MRNA FANG FTNT TSLA TEAM AMAT MDB ASML ON PANW
2021-12-31 0.9897939626728082 4.029904800545669 MRNA FANG FTNT TSLA NVDA AMAT PANW ON ASML MDB
2022-01-31 0.883802134920451 3.5616384662484366 FTNT FANG ON NVDA AMAT MRVL PANW TSLA MDB INTU
2022-02-28 1.0170704522972716 3.622437245786658 FANG FTNT NVDA ON AMAT ODFL GOOG GOOGL KLAC MRVL
2022-03-31 1.0631000351800195 3.8510131634332088 FANG FTNT NVDA ON PANW ODFL ORLY BKR EXC COST
2022-04-30 0.8853366144930612 3.409442956482171 FANG FTNT NVDA EXC COST PANW DLTR TSLA ON REGN
2022-05-31 1.02507805918788 3.494945168742532 FANG PANW FTNT EXC COST BKR DLTR REGN NVDA AZN
2022-06-30 0.8919956106853684 3.1174757501043726 FANG BKR EXC ON FTNT PANW DLTR REGN PAYX AVGO
2022-07-31 1.0762000989656213 3.3550277107852504 DLTR FANG EXC PANW VRTX FTNT COST ON BKR SNPS
2022-08-31 0.9755231944697955 3.2729073499599126 ON DLTR EXC FANG VRTX COST CDNS PANW SNPS TSLA
2022-09-30 0.9156121130458826 2.996713614500196 FANG ON VRTX PANW EXC DLTR BKR COST TSLA SNPS
2022-10-31 1.0927069433301893 3.274529773736472 FANG DLTR VRTX ON ORLY EXC TSLA PEP PANW PCAR
2022-11-30 1.0363538527965936 3.3935715471089507 FANG VRTX DLTR ORLY ON AMGN PCAR PEP REGN TMUS
2022-12-31 0.945144304866864 3.2074148209082574 VRTX ON FANG AMGN GILD DLTR ORLY PCAR MNST BKR
2023-01-31 1.0270215953661133 3.294084286370115 VRTX FANG AMGN ORLY GILD BKR TMUS AZN KHC PCAR
2023-02-28 0.9637109559222499 3.1745451165062057 VRTX FANG BKR PCAR TMUS GILD REGN KHC AMGN AZN
2023-03-31 1.0456695613884996 3.3195251995850477 TMUS ON ORLY CDNS REGN GILD PCAR VRTX FANG MNST
2023-04-30 1.0049002663147424 3.3357917571015125 PDD GILD CDNS VRTX REGN BIIB ON ORLY MNST PCAR
2023-05-31 0.9713615699013556 3.2402599180421268 PDD BIIB GILD MNST CCEP ORLY PCAR VRTX SBUX CDNS
2023-06-30 1.0453322748669085 3.387148271287039 NVDA ON SNPS CDNS PDD AVGO ORLY BIIB KLAC MNST
2023-07-31 1.0282900938074429 3.482971013621467 NVDA DXCM ON AVGO CDNS PANW PCAR ISRG ORLY META
2023-08-31 0.988580196710284 3.443196169782127 NVDA NFLX TTD ON META AVGO LRCX BKNG AMAT ROST
2023-09-30 0.946370567355739 3.258539512713819 NVDA PDD NFLX META TTD AVGO MELI BKNG ON PANW
2023-10-31 0.971319257744511 3.165082180820347 NVDA META AVGO NFLX BKNG ODFL PCAR AMAT MELI LRCX
2023-11-30 1.1764674973113016 3.72361631205431 NVDA META AVGO ADBE NFLX MDB BKNG AMAT LRCX PDD
2023-12-31 1.0315841897338078 3.8412237161501355 META NVDA PDD MDB AVGO ADBE SNPS CDNS MELI LRCX
2024-01-31 1.0525273933914474 4.042993185392911 META NVDA AVGO AMD PDD PANW ADBE INTC BKNG MELI
2024-02-29 1.1024843538897022 4.457336729778373 NVDA META AMD PANW AVGO MDB MELI LRCX NFLX MRVL
2024-03-31 0.9915009095291676 4.419453421653022 NVDA META AMD AVGO MDB PANW LRCX AMAT KLAC AMZN
2024-04-30 0.913280623643119 4.036201177088988 NVDA META AMD AVGO MU LRCX AMZN NFLX KLAC INTC
2024-05-31 1.0194691240415579 4.114782478462415 NVDA AVGO META MU KLAC LRCX AMZN PDD AMAT AMD

Historical portfolio performance graph since 1st January 2019

Portfolio Performance since 28th Fenbruary 2019

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