Our Strategy

The Science Behind
Systematic Momentum.

30+ years of academic research. One consistent finding. Stocks that have been going up tend to keep going up. SignalStrike turns that insight into a platform.

The Research

Why Momentum Works

Momentum investing is one of the most thoroughly documented anomalies in financial markets. Jegadeesh and Titman first published their findings in 1993, demonstrating that stocks with strong recent performance tend to continue outperforming over the following 3-12 months.

Since then, the momentum factor has been validated across decades of data, multiple markets, and numerous asset classes. It's included in the Fama-French five-factor model and is recognized by academics and practitioners alike as one of the most persistent sources of excess returns.

The challenge has never been whether momentum works — it's been how to capture it systematically, without emotion, and with proper risk management. That's what SignalStrike was built to do.

Key Academic Evidence

  • Jegadeesh & Titman (1993) — First documented momentum's persistence in U.S. equities
  • Fama-French (2012) — Included momentum in multi-factor models across international markets
  • Asness et al. (2013) — Validated momentum across every major asset class and geography
  • 30+ years of out-of-sample evidence — Momentum persists across bull markets, bear markets, and everything in between
Our Approach

SignalStrike's Quant-Based Approach

How we process 3,000+ stocks daily to identify the strongest momentum opportunities.

1

Daily Stock Processing

Every trading day, our algorithm screens 3,000+ stocks across 20+ indices — S&P 500, NASDAQ 100, Russell, sector indices, and international. Each stock receives a composite momentum score based on configurable timeframes.

2

Quantitative Ranking

Stocks are ranked by momentum scores calculated across multiple timeframes (30-day, 60-day, 6-month, 12-month). We combine price momentum with optional volatility adjustments to identify the strongest opportunities on a risk-adjusted basis.

3

Systematic Selection

Top-ranked stocks are selected based on your chosen strategy type (Momentum+MarketCap, Pure Momentum, or High Growth+Momentum) and filters. The system identifies the best momentum plays without human emotion or bias.

Selection Modes

Three Ways to Capture Momentum

Choose the approach that matches your risk tolerance and investment philosophy.

Momentum + MarketCap

Combines momentum scoring with a market capitalization health filter. Prevents buying "fallen knives" — stocks with momentum but deteriorating fundamentals. The most balanced approach.

  • Market cap quality filter
  • Best for core portfolio allocation
  • Default recommendation

Pure Momentum

Ranks stocks purely by momentum score with no additional filters. Maximum exposure to the momentum factor. Higher potential returns, higher volatility. For investors who want pure factor exposure.

  • Pure factor exposure
  • Higher volatility, higher potential
  • For aggressive allocations

High Growth + Momentum

Combines momentum with a growth bias — targeting stocks that aren't just trending but accelerating. Best for bull market environments where growth stocks lead.

  • Momentum + growth acceleration
  • Best in trending markets
  • Higher concentration risk
Customization

1,000+ Parameter Combinations

Every investor is different. SignalStrike lets you configure every aspect of your momentum strategy.

20+ Stock Universes

S&P 500, NASDAQ 100, Russell 1000/2000/3000, Dow Jones, 8 sector indices, and international indices.

6 Momentum Periods

30-day, 60-day, 6-month (with/without recent), 12-month (with/without recent), plus custom days.

Technical Filters

RSI overbought protection, MACD trend confirmation, volatility adjustment for risk-weighted ranking.

Sector & Industry

Multi-select sector and industry filtering. Concentrate on sectors you understand or diversify across all.

Market Cap Control

Mega ($200B+), Large ($10B-$200B), or Mid ($2B-$10B). Control your exposure to company size risk.

Weighting Options

Momentum-weighted (higher scores get larger allocations) or equal-weight (same allocation regardless of score).

Discipline

Why Monthly Rebalancing

Research consistently shows that monthly rebalancing captures the momentum effect without excessive turnover. Daily or weekly rebalancing adds transaction costs and noise without improving returns. Annual rebalancing misses momentum shifts.

Monthly is the sweet spot — backed by empirical evidence and practical experience. On the last trading day of each month, SignalStrike recalculates momentum scores, re-ranks stocks, and provides your updated allocations.

You review. You approve. You execute in three clicks. Then you move on with your month.

Rebalance Process

1
Scores Recalculated

3,000+ stocks re-ranked on the last trading day of the month.

2
New Allocations Ready

View your updated basket with real-time prices and dollar amounts.

3
Execute in Three Clicks

Select broker, review trades, confirm. Portfolio rebalanced.

Risk Controls

When Momentum Doesn't Work

Momentum crashes are real — they happened in 2009 and 2020. SignalStrike includes regime-responsive tools for exactly these moments.

Regime-Responsive Tools

Every basket configuration includes protective strategies you can activate with one toggle. Backtest any of them against historical market crashes before deploying with real capital.

Bond Flight

Rebalance into JPST bonds

Cash Conversion

Move to 100% cash

Short Momentum

Hedge via short positions

War Scenario

GLD + XLE + JPST allocation

Volatility Adjustment

Toggle between pure return ranking and risk-adjusted (Sharpe-like) scoring. In volatile markets, this weights stability alongside momentum — reducing drawdowns while maintaining exposure to the factor.

Deep Dive

Full Methodology Documentation

For investment advisors and investors who need the complete technical picture — our Methodology page covers data sources, backtest integrity (including survivorship bias disclosure), risk metrics, and the exact mechanics of how momentum scores are calculated and applied.

We built SignalStrike on transparency. Every parameter is visible. Every backtest is runnable. Every limitation is disclosed.

View Full Methodology Try It Yourself

Transparency Over Hype

We disclose backtest limitations, survivorship bias, and methodology details because trust is earned — not claimed.

$750K+ of founders' capital running on these same strategies.

See the Strategy in Action

Build a momentum basket. Backtest it against real data. Execute through your brokerage. All in one platform.