SPMO — SPMO | S&P 500 Momentum ETF 13F holdings and portfolio analysis

BereitSPMO | S&P 500 Momentum ETF · Peter Hubbard

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Baseline

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Baselinetested
Strategie-Q&A-Referenz3 Referenz-Q&A

Vorbereitete Q&A zu diesem Fonds. Als Referenzkontext für Ihre eigene Analyse verwenden.

baseline13FChat AI
What does directly following the disclosed baseline portfolio expose an investor to?

Directly following the baseline exposes an investor to a concentrated, growth-heavy portfolio that still behaves a lot like the market. The top 5 holdings are 37.06% and the top 10 are 52.48% in the baseline artifact, with AVGO at 9.77%, NVDA at 9.36%, and META at 7.81%. Sector exposure is led by Information Technology at 34.3%, Financials at 21.09%, and Communication Services at 14.08%. The baseline metrics show beta of 1.0 and max drawdown of -29.77%, so the investor is not getting much market-risk reduction despite the active stock concentration.

↳Compare the baseline sector weights and top holdings to decide whether the fund is diversified enough for your own risk tolerance.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The recent baseline trade-off is best illustrated by March and April 2025 plus the turnover-heavy rebalance months. In 2025-03 the baseline returned 2.46% versus -0.91% for SPY, showing the upside of concentrated momentum after weakness. In 2025-04 it added 11.34% versus 6.28% for SPY, another strong excess-return month. But weaker months such as 2025-02 at -7.49% versus -6.48%, 2025-07 at 0.49% versus 2.05%, and 2025-10 at -1.35% versus 0.2% show that the same concentration can lag. Turnover also spiked to 69.83 in 2025-03 and 66.72 in 2025-09, highlighting that some excess return depends on active reshuffling rather than passive stability.

↳Plot recent periodPerformance against turnover to see whether the best excess-return months came from stable holding periods or high-activity rebalances.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

The next step is to inspect whether the return advantage is coming from a few names and whether the implementation burden is acceptable. The baseline used 10,142 trades with totalEstimatedCost of 7.1806, so execution friction is not trivial. You should also review the NAV, alpha, and drawdown series around major selloffs because the strategy recovered in 55 days on average but still hit a -29.77% max drawdown. Finally, compare the top 20 weight of 68.59% and sector mix led by Information Technology and Financials to your own diversification threshold.

↳Open the baseline risk and holdings panels to test whether the trade count, drawdown profile, and concentration are acceptable for your own portfolio.
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