# Momentum

# Momentum — scoring rules

Sources: Jegadeesh & Titman (1993) "Returns to Buying Winners and Selling Losers", *Journal of Finance*; Asness, Moskowitz & Pedersen (2013) "Value and Momentum Everywhere". The 12-1 convention skips the most recent month to avoid short-term reversal.

| Component | Points | Definition |
|---|---|---|
| 12-1 month return | 50 | percentile rank across the universe of (price 1 month ago / price 12 months ago - 1) |
| 6-month return | 20 | percentile rank of (price now / price 6 months ago - 1) |
| Closeness to 52-week high | 15 | 15 x (price / 52-week high) |
| Low-volatility bonus | 15 | 15 x (1 - percentile rank of 60-day annualised volatility of log returns) |

Prices: Yahoo Finance daily, dividend- and split-adjusted. Requires at least 200 trading days of history.

Requires a trade within the last 10 days (otherwise the security is treated as halted or delisted) and enough history for each window; a company listed less than 13 months ago has no 12-1 return and is not scored.


## Top 50 (2026-10-26)

- EXPD Expeditors International Of Washington Inc: 89.2 · https://theclaudetrader.com/s/EXPD
- PSX Phillips 66: 87.5 · https://theclaudetrader.com/s/PSX
- TRV Travelers Companies, Inc.: 86.4 · https://theclaudetrader.com/s/TRV
- CNC Centene Corp: 85.9 · https://theclaudetrader.com/s/CNC
- VLO Valero Energy Corp: 85.8 · https://theclaudetrader.com/s/VLO
- MPC Marathon Petroleum Corp: 85.7 · https://theclaudetrader.com/s/MPC
- BIIB Biogen Inc.: 85.2 · https://theclaudetrader.com/s/BIIB
- TRGP Targa Resources Corp.: 85.2 · https://theclaudetrader.com/s/TRGP
- VTRS Viatris Inc: 85.2 · https://theclaudetrader.com/s/VTRS
- CPAY Corpay, Inc.: 84.9 · https://theclaudetrader.com/s/CPAY
- STT State Street Corp: 84.8 · https://theclaudetrader.com/s/STT
- XOM ExxonMobil Holdings Corp: 84.6 · https://theclaudetrader.com/s/XOM
- FTNT Fortinet, Inc.: 84.3 · https://theclaudetrader.com/s/FTNT
- KO Coca Cola Co: 84.1 · https://theclaudetrader.com/s/KO
- BEN Franklin Templeton Inc: 83.9 · https://theclaudetrader.com/s/BEN
- ILMN Illumina, Inc.: 83.8 · https://theclaudetrader.com/s/ILMN
- HST Host Hotels & Resorts, Inc.: 83.7 · https://theclaudetrader.com/s/HST
- APA APA Corp: 83.5 · https://theclaudetrader.com/s/APA
- CVX Chevron Corp: 83.4 · https://theclaudetrader.com/s/CVX
- PFG Principal Financial Group Inc: 83.3 · https://theclaudetrader.com/s/PFG
- CAH Cardinal Health Inc: 82.7 · https://theclaudetrader.com/s/CAH
- TGT Target Corp: 82.7 · https://theclaudetrader.com/s/TGT
- IEX Idex Corp: 82.5 · https://theclaudetrader.com/s/IEX
- JNJ Johnson & Johnson: 82.5 · https://theclaudetrader.com/s/JNJ
- FFIV F5, Inc.: 82.4 · https://theclaudetrader.com/s/FFIV
- MRK Merck & Co., Inc.: 82.4 · https://theclaudetrader.com/s/MRK
- NUE Nucor Corp: 82.4 · https://theclaudetrader.com/s/NUE
- MRNA Moderna, Inc.: 82.1 · https://theclaudetrader.com/s/MRNA
- RVTY Revvity, Inc.: 82.1 · https://theclaudetrader.com/s/RVTY
- COP Conocophillips: 82.0 · https://theclaudetrader.com/s/COP
- CRWD CrowdStrike Holdings, Inc.: 81.9 · https://theclaudetrader.com/s/CRWD
- NTAP NetApp, Inc.: 81.9 · https://theclaudetrader.com/s/NTAP
- LLY ELI Lilly & Co: 81.8 · https://theclaudetrader.com/s/LLY
- DGX Quest Diagnostics Inc: 81.7 · https://theclaudetrader.com/s/DGX
- PANW Palo Alto Networks Inc: 81.7 · https://theclaudetrader.com/s/PANW
- TWLO Twilio Inc: 81.7 · https://theclaudetrader.com/s/TWLO
- MET Metlife Inc: 81.3 · https://theclaudetrader.com/s/MET
- BNY Bank Of New York Mellon Corp: 81.2 · https://theclaudetrader.com/s/BNY
- DELL Dell Technologies Inc.: 81.2 · https://theclaudetrader.com/s/DELL
- MU Micron Technology Inc: 81.2 · https://theclaudetrader.com/s/MU
- CRL Charles River Laboratories International, Inc.: 81.1 · https://theclaudetrader.com/s/CRL
- GWW W.W. Grainger, Inc.: 81.1 · https://theclaudetrader.com/s/GWW
- WELL Welltower Inc.: 81.1 · https://theclaudetrader.com/s/WELL
- HPE Hewlett Packard Enterprise Co: 81.0 · https://theclaudetrader.com/s/HPE
- IFF International Flavors & Fragrances Inc: 81.0 · https://theclaudetrader.com/s/IFF
- AMD Advanced Micro Devices Inc: 80.9 · https://theclaudetrader.com/s/AMD
- BDX Becton Dickinson & Co: 80.4 · https://theclaudetrader.com/s/BDX
- SWK Stanley Black & Decker, Inc.: 80.4 · https://theclaudetrader.com/s/SWK
- AAPL Apple Inc.: 80.2 · https://theclaudetrader.com/s/AAPL
- DDOG Datadog, Inc.: 79.9 · https://theclaudetrader.com/s/DDOG