Momentum Screener
Ranks every S&P 500 stock by trailing 12-month price return — the classic momentum factor (Jegadeesh & Titman, 1993), computed fresh from today's real price data.
In a 9-year rolling backtest across this site's 195-stock tracked universe (2017-2026, annual rebalance), a top-50 momentum basket returned +414% vs. the S&P 500's +263% over the same period — the largest gap of five well-known screening strategies tested, including this site's own Buffett Quality screen (+273%). Read the caveats before treating that as a proven edge. Not investment advice.
Screener
| ★ | Rank | Pick | EPS | Ticker | Company | Sector | Price | MktCap | P/E | vs Sector | 12M % | YTD% | >50DMA | >200DMA | GC |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Investment Calculator
Splits a dollar amount across the top N tickers currently shown above (respecting your search/filter selections and current sort order is ignored — always uses Momentum Rank), using one of the weighting schemes tested in this site's backtests. Not investment advice — see the caveats below the results.
What this site's backtests found for monthly investing (e.g. $5,000 a month)
Tested on the 500 largest US stocks, including later-delisted ones, buying every month from Aug 2017 to Aug 2026, after tax, from four different start dates. One decade that included a large semiconductor run: a guide, not a promise. Not investment advice.
| Setting | Best in testing | Why |
|---|---|---|
| Number of stocks | 10 (15 as a middle ground) | 10 finished about 34% ahead of 25 and led from every start date; 15 kept about 18% of that with less reliance on a few names. |
| Weighting scheme | Rank-Weighted | Beat equal weight at every number of stocks tested. |
| Cap per stock | 15% portfolio soft cap (8–15% all worked) | Limit buys, never sell to meet it (the box below). Every soft cap from 8% to 20% matched or beat no cap from every start date; 15% did best on average, though the gaps were small. Selling down to a cap cost 2–6%. |
| Protective stop | 0 (none) | A 25% stop lost money in 10 of 12 start months and cost about 10% with monthly buying. |
| Share purchases | Fractional | With whole shares, most of a $5,000 buy can't be placed: this month's top names cost more than their share. |
| When to sell | Only shares held over a year that left the top 25 | Keeping names still in the top 25 beat selling everything at one year (long-term tax rate, and tax deferred). |
| Day and time to buy | Any day from the 1st to the 28th, mid-morning | No day of the month was reliably better; the first 15–30 minutes after the open are the most volatile. |
Portfolio soft cap (optional): tell the calculator what you already own
Monthly buyers keep getting the same top names, so one stock can grow into a big share of the portfolio. The soft cap shrinks this month's buy of any stock that would end above the cap (as a % of your whole momentum portfolio after the buy) and gives that money to the other names. It never sells. In this site's backtest ($5,000/month, 500 largest US stocks, 2017–2026, four start dates), every soft cap from 8% to 20% matched or beat no cap from every start date, and 15% did best on average. Your holdings are read in this browser only and are never uploaded or saved.
What "momentum" means here
Trailing 12-month return: today's price divided by the price roughly a year ago, minus one. Nothing more — no smoothing, no relative-strength formula, no parameter tuning. This is the same fixed, published definition used in the backtest above, applied mechanically to today's data so the live ranking can't quietly drift from what was tested.
Read this before trusting a rank
- Momentum is a trend-following signal, not a quality or value signal. A stock can rank #1 here and fail every rule on the Buffett Screener — momentum says nothing about balance-sheet health or valuation.
- Momentum strategies carry known crash risk. Academic studies document sharp, sudden reversals ("momentum crashes") after market turning points — a smooth backtest sampled once a year can miss this entirely if a crash-and-recovery happens between two annual snapshots (as 2020 did in our own backtest window).
- One 9-year backtest on a pre-selected 195-stock universe is not proof of a persistent edge — it's one look at how a well-known rule happened to perform, here, once. Treat the outperformance figure above as a lead worth watching, not a guarantee.
- Rebalancing annually realizes gains every year (a real tax cost outside a sheltered account) that a buy-and-hold index position doesn't trigger — not reflected in the backtest number above.
- Data comes from Yahoo Finance via an unofficial API — free, generally reliable, but with no uptime guarantee and occasional gaps for individual tickers.
- Not investment advice. This is a mechanical trend screen, not a recommendation to buy or sell anything.