OCTOBER
-0.79%
YEAR TO DATE
+15.84%
1 YEAR
+11.12%
ALL TIME
+53.49%
ANNUALIZED RETURN
+21.86%
TRACK RECORD
2.8 years
About Momentum-LS
Momentum long-short is a systematic approach seeks to profit from price trends in equities. This strategy buys stocks that show consistent upward momentum, while simultaneously short-selling those with downward momentum, aiming for stable returns even amid volatile markets.
The Momentum-LS portfolio screens all US stocks available on eToro, selecting those with adequate market capitalization and liquidity. After identifying the strongest and weakest momentum stocks, the strategy equally weights both long and short positions to maintain balance, targeting consistent returns in varying market conditions.
Rebalance Frequency: Monthly
Minimum Investment: $2,000
The Momentum-LS portfolio screens all US stocks available on eToro, selecting those with adequate market capitalization and liquidity. After identifying the strongest and weakest momentum stocks, the strategy equally weights both long and short positions to maintain balance, targeting consistent returns in varying market conditions.
Rebalance Frequency: Monthly
Minimum Investment: $2,000
Smart Portfolio Stats
Type
Smart Portfolio
Copiers
600
Assets Under Copy
$5M+
Risk Score
4
Type
Smart Portfolio
Copiers
600
Assets Under Copy
$5M+
Risk Score
4
Trades
No trades during this period.
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-4.78% | Sep 2023 | Nov 2023 | 2 |
-4.08% | Dec 2024 | Jan 2025 | 1 |
-3.33% | Apr 2023 | Jun 2023 | 2 |
-2.95% | Feb 2025 | Apr 2025 | 2 |
-1.94% | Apr 2024 | May 2024 | 1 |
-1.16% | Sep 2024 | Oct 2024 | 1 |
-0.79% | Oct 2025 | - | 1 |
-0.2% | Jul 2023 | Aug 2023 | 1 |
Performance Metrics
Score 6.9/10
Beta
0.55
0.55
0
0.8
1.2
0
2
Sharpe Ratio
1.15
1.15
0
0.5
1
2
2
Sortino Ratio
2.35
2.35
0
1
2
3
3
Jensen's Alpha
2.59
2.59
-2
0
2
4.5
4.5
Omega Ratio
0.71
0.71
0
1
1.5
2.5
2.5
Treynor Ratio
1.83
1.83
0
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-1
0.3
0.6
1
1
Calmar Ratio
3.65
3.65
0
0.3
0.6
4
4
Beta
0.55
0.55
0
0.8
1.2
0
2
Sharpe Ratio
1.15
1.15
0
0.5
1
2
2
Sortino Ratio
2.35
2.35
0
1
2
3
3
Jensen's Alpha
2.59
2.59
-2
0
2
4.5
4.5
Omega Ratio
0.71
0.71
0
1
1.5
2.5
2.5
Treynor Ratio
1.83
1.83
0
0.75
1.25
2
2
Information Ratio
-0.54
-0.54
-1
0.3
0.6
1
1
Calmar Ratio
3.65
3.65
0
0.3
0.6
4
4
Diversification
Sectors Breakdown
- Sector
- Total
- 🪨 Non Energy Minerals27.64%
- 💰 Finance16.67%
- 💻 Electronic Technology13.74%
- 🖥️ Technology Services11.8%
- 🍞 Consumer Non Durables6.91%
- 🛠️ Producer Manufacturing4.9%
- 🧬 Health Technology4.79%
- 🚗 Consumer Durables3.86%
- 🧪 Process Industries2.95%
- 🚚 Transportation2.72%
- 💇♀️ Consumer Services1.95%
- 💵 Cash1.17%
- 📦 Distribution Services0.98%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE63.77%
- 🇺🇸 Nasdaq35.14%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States66.24%
- 🇨🇦 Canada14.85%
- 🇬🇧 United Kingdom5.94%
- 🇩🇪 Germany2.99%
- 🇿🇦 South Africa2.99%
- 🇨🇴 Colombia2.95%
- 🇪🇸 Spain2.95%
Dividends
Dividend Yield
0.49%
37 out of 51 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $CIB (10.63%)
Dividend Yield Breakdown
Instrument | Portfolio Yield | Company Yield | Per Share |
|---|---|---|---|
 CIB | 0.31% | 10.63% | $3.37 |
 BTI | 0.16% | 5.43% | $2.92 |
 AU | 0.06% | 2.18% | $0.22 |
 DB | 0.06% | 2.11% | $0.49 |
 SAN | 0.05% | 1.74% | $0.13 |
 GFI | 0.04% | 1.49% | $0.31 |
 B | 0.04% | 1.32% | $0.4 |
 GLW | 0.04% | 1.26% | $1.12 |
 NEM | 0.03% | 1.13% | $1.3 |
 AEM | 0.03% | 0.96% | $1.6 |
 STX.US | 0.03% | 0.98% | $2.8 |
 AVGO | 0.02% | 0.66% | $19.7 |
 WPM | 0.02% | 0.65% | $0.61 |
 LRCX | 0.02% | 0.59% | $8 |
 KGC | 0.01% | 0.48% | $0.12 |
 WDC | 0.01% | 0.26% | - |
 AAON | 0% | -0.36% | $-0.32 |
 FCNCA | 0% | -0.44% | $-5.67 |
 BRKR | 0% | -0.49% | $-0.2 |
 GWW | -0.01% | -0.93% | $-7.63 |
 AMP.US | -0.01% | -1.37% | $-5.53 |
 CHD | -0.01% | -1.39% | $-1.11 |
 LPX | -0.01% | -1.46% | $-1 |
 APO | -0.01% | -1.52% | $-1.75 |
 TXRH | -0.02% | -1.68% | $-2.32 |
 BALL | -0.02% | -1.72% | $-0.8 |
 RGA | -0.02% | -1.95% | $-3.4 |
 RPM | -0.02% | -1.92% | $-1.8 |
 CBSH | -0.02% | -2.01% | $-1.04 |
 WH | -0.02% | -2.2% | $-1.46 |
 BDX | -0.02% | -2.3% | $-3.76 |
 MTH | -0.02% | -2.48% | $-2.04 |
 BC | -0.03% | -2.69% | $-1.64 |
 WD | -0.04% | -4.04% | $-2.56 |
 RHP | -0.05% | -4.85% | $-4.3 |
 IP.US | -0.05% | -4.88% | $-1.85 |
 SLG | -0.06% | -6.1% | $-3.17 |
Next Dividends
Stock | Type | Date | Pay Per Share |
|---|---|---|---|
GLW | Ex-Dividend | Nov 14, 2025 | $0.28 |
AEM | Ex-Dividend | Dec 1, 2025 | $0.40 |
GLW | Pay Day | Dec 12, 2025 | $0.28 |
AEM | Pay Day | Dec 15, 2025 | $0.40 |
BTI | Ex-Dividend | Dec 30, 2025 | $0.75 |
BTI | Pay Day | Feb 9, 2026 | $0.75 |
Monthly Returns
Copy Trading does not amount to investment advice. The value of your investments may go up or down. Your capital is at risk. Past performance is not an indication of future results