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Momentum

Apex Momentum

Our best ideas, ranked by momentum. Apex Momentum holds the ten strongest names drawn from the combined conviction holdings of Core 20, Tepper Tactical, and Market Masters, rebalanced every quarter. Higher returns, a wilder ride.

Today's Portfolio Return

All figures are backtested → · benchmark: S&P 500 TR

20.65%
+6.02%
1.09
1.92
-34.1%
1.06

Growth of $10,000

Data through May 18, 2026Log scale

Apex Momentum
S&P 500
Final Value
$201,562.43
Apex Momentum
S&P 500 Value
$88,856.63
Benchmark
Outperformance
+126.8%
vs Benchmark
$10k$20k$50k$100k$200k2010201320152018202120232026
Year

Performance

Live
Updated through Jul 20, 2026
Year-to-date
Jan 1 → Jul 20, 2026
Portfolio+26.0%
S&P 500 TR+9.4%
Alpha+16.6%
Since last rebalance
May 18, 2026 → Jul 20, 2026 · 63 days
Portfolio+3.6%
S&P 500 TR+0.7%
Alpha+2.9%
1-year trailing
Jun 30, 2025 → Jul 20, 2026
Portfolio+43.1%
S&P 500 TR+21.5%
Alpha+21.6%

All three windows use the same data source as the chart. YTD spans the most recent rebalance; the rebalance window is one holdings composition only.

Year by Year Returns

Data through May 18, 2026

Annual returns vs S&P 500 TR. Green beats the benchmark, red trails it.

Apex Momentum
S&P 500 TR
10
Years Beat Benchmark
5
Years Trailed
67%
Win Rate
About these numbers: Advising Alpha is a publisher, not a Registered Investment Adviser. We can't publish audited live returns the way mutual funds and hedge funds do, but we can share rigorous backtests of our methodology. Hypothetical, backtested performance based on the methodology applied to historical data. Members who execute the same trades may not achieve the same results due to timing, fees, taxes, and individual circumstances. Past performance does not guarantee future results. Read the full methodology disclosure →
Portfolio Normality Indicator

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Risk and reward

Both reads below are computed from the strategy's realized return history, not from a snapshot of today's holdings. The score only moves when the strategy's real behavior changes.

Reward for riskvs S&P 500
16 yr recordlast 12 months

Over its full record this strategy has been paid for the risk it takes relative to the S&P 500. The last 12 months have run cooler than that record. Right of center means the strategy earned more return per unit of downside than the S&P 500 over the window. The last 12 months marker is a rear view read of the strategy, not a forecast.

Risk score0 to 100 scale
85of 100

In its worst historical year Apex Momentum fell about -15%, and its deepest drawdown was -34.1%.

On the same scale: cash sits near 2, investment grade bonds near 18, a 60/40 mix near 45, and the S&P 500 near 72. Every portfolio we publish is a 100% equity, concentrated book, so each one is aggressive relative to a blended account. Size it to your own tolerance by blending in safer assets.

Reward for risk over time
20132026

Rolling 3 year window. Above the dashed line: paid for the risk versus S&P 500. Below: not paid.

Risk score over time
20132026

Rolling 3 year window on the same 0 to 100 scale. Risk breathes with market regimes; a snapshot score would hide that arc.

Why not just buy the momentum ETF?

Fair question. MTUM is the iShares MSCI USA Momentum Factor ETF, the standard way to own momentum as a factor. It ranks the whole large cap universe. Apex Momentum applies a similar discipline to a far smaller universe: the combined conviction holdings of our core models. Same idea, more selective inputs. Here is the head to head since MTUM launched in 2013.

20132026
Apex Momentum
20.6%
per year · $10K became $116K
MTUM
16.2%
per year · $10K became $71K
S&P 500 TR
14.5%
per year · $10K became $59K

The gap did not come from taking wilder swings. Over this window the deepest drawdowns of all three were within a point of one another. The difference came from the inputs: ranking ten conviction names instead of several hundred index constituents. The risk worth naming: a ten stock book can trail badly when momentum concentrates somewhere our models do not own, and a factor this popular can get crowded.

Growth of $10,000, total return, 2013-04-30 through 2026-05-18, log scale. Apex Momentum is hypothetical backtested performance; MTUM and S&P 500 figures are from public market data over the same window. Past performance does not guarantee future results.

Returns by Rebalance Period

How each set of holdings performed in its own window. Different time period than YTD — YTD covers Jan 1 forward and spans rebalances; each row below covers a single holdings composition.

Showing 14 of 65
PeriodDatesDaysPortfolioS&P 500 TRAlpha
Current (from Q2 2026)Live
May 18, 2026 → Jul 20, 202663+3.6%+0.7%+2.9%
Q1 2026
Feb 18, 2026 → May 17, 202688+10.7%+8.0%+2.7%
Q4 2025
Nov 17, 2025 → Feb 17, 202692-13.4%+2.9%-16.3%
Q3 2025
Aug 15, 2025 → Nov 16, 202593+6.0%+4.7%+1.3%
Page 1 of 17
4
Live Periods Beat S&P 500 TR
2
Live Periods Trailed
67%
Win Rate (live tracking only)

Key Characteristics

  • The ten strongest-momentum names from across our core models
  • Rules-based selection, re-ranked and rebalanced every quarter
  • Draws on the same elite institutional conviction holdings as Core 20, Tepper, and Market Masters
  • Built to ride market leadership, not to minimize risk
  • A concentrated growth sleeve, best paired with a diversified core

Rebalance Schedule

Last: May 18, 2026(63d ago)
Next: August 20–25, 2026(31d)

Apex Momentum rebalances four times a year, on the 20th to 25th of February, May, August, and November — anchored to the SEC 13F filing cycle so we can act on the latest institutional disclosures. Pro members get the trade list by email the moment we publish.

Sector Posture

Apex Momentum vs S&P 500

Apex Momentum
Offense 80%
Def 0%
Ind 20%
100%
S&P 500
Offense 63%
Def 21%
Ind 16%
100%
Offense +17.0pp
Defense -21.0pp
Independents +4.0pp
Aggressive cyclical tilt: underweight the slowdown resilient sectors.

Sector weights as of 2026-05-04. Posture is one of several lenses we use to read a portfolio — never used in isolation.

Current Holdings

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Weekly Model Report

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Full sector breakdown

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