The Momentum Index

Published Jul 10, 2026Live

Performance since launch

Total return
Max drawdown
Frequency
Risk level
Medium

Backtest volatility

About this strategy

The passive way to own the US equity momentum factor, holding the MTUM ETF at full weight with new cash kept invested.

How it works

  1. Agent triggers

    Triggered daily at 10:55 AM. It activates to ensure funds are consistently invested in the MTUM ETF, responding to cash inflows and account drift.

  2. Computes its signals

    It reads current cash levels and market behavior, deciding to invest only when there are fresh contributions or notable shifts. The agent maintains a 100% target allocation to the ETF.

  3. Sets the target portfolio

    The target portfolio is formed by fully investing in the diversified MTUM ETF. It adapts as cash arrives or if the account deviates significantly from the target.

  4. Executes orders

    Your account trades toward that target, sells before buys, inside the platform's risk rails: stop-loss and daily loss limits you control.

Ask this agent

. Preview chat needs an account.

Answers describe the strategy’s rules, not investment advice.

Backtests

* Backtest figures are simulated based on historical market data. Past performance is not indicative of future results.