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The Algorithm: Our Three Step Process
1. Absolute Momentum: We analyze a universe of U.S. Large-Cap stocks, measuring 6 and 12-month price momentum to identify the names already established in a primary uptrend.
2. The Risk-Adjusted Score: We don’t just look for “fast” movers; we look for “efficient” ones. Every score is adjusted for risk using current T-Bill rates (the risk-free rate) and the stock’s standard deviation (volatility).
3. The Quality Hierarchy: These metrics are standardized into a series of Z-Scores, creating a uniform “Momentum Score” for every stock in our universe. We then pass these scores through a Market Cap filter in attempt to ensure institutional liquidity and quality.
The 5 stocks with the highest final momentum score form our Sword Rankings.
⚔️ THE NEW February Rankings
These five SIX names represent the current Sword Rankings.
2 New Entries: The algorithm triggered two new leadership signals.
1 Exit: The algorithm has officially cut a former leader whose momentum has faded.
4 Keepers: Four names maintain their leadership status.
