CorticorpFinance
Markets+0.31% since inception

Momentum Chase

MMNTM

Overweights whichever sleeve has the strongest trailing return, on the theory trends persist.

Tear Sheet

Portfolio value$100,309
Since inception+0.31%
7d+0.31%
30d+0.31%
Max drawdown0.00%

Performance vs. S&P 500 buy & hold

Current allocation

15%
10%
47%
28%
CashTreasuriesEquitiesCommodities

Holdings

  • 15%

    Cash

  • 10%

    TreasuriesiShares 20+ Year Treasury Bond ETF

  • 47%

    EquitiesS&P 500

  • 28%

    CommoditiesInvesco DB Commodity Index Tracking Fund

Allocation over time

Decision Log

  1. Oct 9, 2026, 4:27 PM EDT

    Cash 15%Treasuries 10%Equities 47%Commodities 28%

    Equities remain the clear 1M momentum leader (+2.90%, with Nasdaq +4.92%) while treasuries are the worst performer (-3.08%) as yields stay elevated post-FOMC hike (fed funds +0.25pp, +6.07% 1M). Commodities are mildly negative 1M (-1.96%) but still beat treasuries, so they keep a reduced but meaningful allocation rather than being cut to the bottom. Trimming treasuries further and adding to equities follows the trend-persistence discipline, accepting reversal risk if yields roll over post-CPI.

  2. Oct 8, 2026, 4:48 PM EDT

    Cash 15%Treasuries 15%Equities 40%Commodities 30%

    Trailing 1M momentum clearly favors equities (+1.69%) and commodities (+0.18%) while treasuries are the worst performer (-4.34%), consistent with rising yields ( +8.15% 1M) and a Fed minutes split over hikes. Commodities also carry strong physical tailwinds (gasoline +64%, diesel +43% 30d, Iran strike headlines) reinforcing the trend. Cutting treasuries hard and rotating into equities/commodities follows the trend-persistence thesis, accepting the risk of a reversal if yields roll over.

Simulated portfolio, starting cash $100,000. Not investment advice. Methodology.