Current signal — momentum ranking & weights (Profit Farmer's own engine signal)
| Rank | Ticker | 2-mo return | Ann. vol | Target weight | Signal |
|---|
This month's trades
Correlation matrix (2-mo daily)
Date range
1 Year
3 Years
5 Years
10 Years
All History
Start month must be on or before End month.
Performance metrics
Equity Chart
Drawdown
Monthly returns
Trade history
| Month | Holdings & weights | Month return | Cumul. growth |
|---|
Informational display only.
Signals computed from Yahoo Finance end-of-month closes via the DMS proxy. Minimum-variance weights use the analytical solution (Σ⁻¹·1, long-only). Monthly returns are portfolio-weighted EOM-to-EOM. History goes back to the earliest date all 5 tickers have data. Not investment advice.