The ASX Momentum strategy works on the idea that stock prices that have risen significantly over the past, relative to their peers, tend to continue to outperform. This is known as the momentum effect and has been examined extensively in the academic literature. This strategy takes advantage of this effect by buying the top 5 momentum stocks in the S&P/ASX 100 index.
ASX Momentum Strategy Historical Updates
Last update - 15 May 2023
By Rivkin