public methodology · not portfolio holdings

Cross-Sectional Momentum universe: 121 listings

Candidate universe — the public list the rules choose from, not the current holdings.

AAPL

Apple Inc.

ABNB

Airbnb Inc

ADBE

Adobe Systems Incorporated

ADI

Analog Devices Inc

ADP

Automatic Data Processing Inc

ADSK

Autodesk Inc

AEP

American Electric Power Co Inc

ALAB

Astera Labs, Inc.

ALE

Allegro.eu S.A.

ALNY

Alnylam Pharmaceuticals Inc

ALR

Alior Bank S.A.

AMAT

Applied Materials Inc

AMD

Advanced Micro Devices Inc

AMGN

Amgen Inc

AMZN

Amazon.com Inc

APP

Applovin Corp

ARM

Arm Holdings plc American Depositary Shares

ASML

ASML Holding NV ADR

AVGO

Broadcom Inc

AXON

Axon Enterprise Inc.

BDX

Budimex S.A.

BKNG

Booking Holdings Inc

BKR

Baker Hughes Co

CCC

CCEP

Coca-Cola European Partners PLC

CDNS

Cadence Design Systems Inc

CDR

CD PROJEKT SA

CEG

Constellation Energy Corp

CMCSA

Comcast Corp

COST

Costco Wholesale Corp

CPRT

Copart Inc

CRWD

Crowdstrike Holdings Inc

CRWV

CoreWeave, Inc. Class A Common Stock

CSCO

Cisco Systems Inc

CSX

CSX Corporation

CTAS

Cintas Corporation

DASH

DoorDash, Inc. Class A Common Stock

DDOG

Datadog Inc

DNP

Dino Polska SA

DXCM

DexCom Inc

EA

ea.us

EXC

Exelon Corporation

FANG

Diamondback Energy Inc

FAST

Fastenal Company

FER

Ferrovial SE

FTNT

Fortinet Inc

GEHC

GE HealthCare Technologies Inc.

GILD

Gilead Sciences Inc

GOOG

Alphabet Inc Class C

GOOGL

Alphabet Inc Class A

HON

Honeywell International Inc

IDXX

IDEXX Laboratories Inc

INTC

Intel Corporation

INTU

Intuit Inc

ISRG

Intuitive Surgical Inc

KDP

Keurig Dr Pepper Inc

KGH

KGHM Polska Miedz SA

KHC

Kraft Heinz Co

KLAC

KLA Corporation

KRU

Kruk SA

KTY

Grupa KĘTY SA

LIN

Linde plc Ordinary Shares

LITE

Lumentum Holdings Inc

LPP

LPP S.A.

LRCX

Lam Research Corp

MAR

Marriott International Inc

MBK

mBank SA

MCHP

Microchip Technology Inc

MDLZ

Mondelez International Inc

MELI

MercadoLibre Inc.

MNST

Monster Beverage Corp

MPWR

Monolithic Power Systems Inc

MRVL

Marvell Technology Group Ltd

MSFT

Microsoft Corporation

MSTR

MicroStrategy Incorporated

MU

Micron Technology Inc

NBIS

Nebius Group N.V.

NFLX

Netflix Inc

NVDA

NVIDIA Corporation

NXPI

NXP Semiconductors NV

ODFL

Old Dominion Freight Line Inc

OPL

OrangePL

ORLY

O’Reilly Automotive Inc

PANW

Palo Alto Networks Inc

PAYX

Paychex Inc

PCAR

PACCAR Inc

PCO

Pepco Group B.V.

PDD

PDD Holdings Inc.

PEO

Bank Polska Kasa Opieki SA

PEP

PepsiCo Inc

PGE

PGE Polska Grupa Energetyczna SA

PKN

Polski Koncern Naftowy ORLEN SA

PKO

Powszechna Kasa Oszczednosci Bank Polski SA

PLTR

Palantir Technologies Inc.

PYPL

PayPal Holdings Inc

PZU

Powszechny Zaklad Ubezpieczen SA

QCOM

Qualcomm Incorporated

REGN

Regeneron Pharmaceuticals Inc

RKLB

Rocket Lab USA Inc.

ROP

Roper Technologies Inc

ROST

Ross Stores Inc

SBUX

Starbucks Corporation

SHOP

Shopify Inc

SNDK

Sandisk Corp

SNPS

Synopsys Inc

SPL

Santander Bank Polska

STX

Seagate Technology PLC

TER

Teradyne Inc

TMUS

T-Mobile US Inc

TRI

Thomson Reuters Corporation Common Shares

TSLA

Tesla Inc

TTWO

Take-Two Interactive Software Inc

TXN

Texas Instruments Incorporated

VRTX

Vertex Pharmaceuticals Inc

WBD

Warner Bros Discovery Inc

WDAY

Workday Inc

WDC

Western Digital Corporation

WMT

Walmart Inc.

XEL

Xcel Energy Inc

ZAB

Zabka Group S.A.

This is the point-in-time candidate list the Cross-Sectional Momentum rules choose from every month — it is not a statement of what the strategy currently holds. The current model portfolio (holdings and weights) is part of the paid monthly update; publicly we show only the full simulated track record on the strategy page.