Top/Bottom 12 month momentum s-To The Moon - Tiger Brokers Online Investing Community - To The Moon

Top/Bottom 12 month momentum score + frog-in-a-pan score for S&P500 and NAS100 stocks (July 2025)

Momentum: Past 12 months momentum excluding current month.

Frog-in-pan-score: Measure of jumpyness/smoothness of momentum. (More negative = smoother, better quality momentum)

Scores are ordered in the following format (momentum, frog-in-a-pan-score)

Only stocks with a negative frog-in-a-pan-score are included)

The idea is to long stocks with the highest quality momentum and short those with the lowest quality momentum in a portfolio.

Be mindful/selective of your shorts, since stocks tend to have a positive drift over time.

Top 10 momentum winners

PLTR (5.3818,-0.1527)

APP (4.2067,-0.1091)

GEV (3.0899,-0.1527)

AXON (2.8138,-0.1200)

HWM (2.4049,-0.1455)

VST (2.2699,-0.0727)

DASH (2.2661,-0.1382)

NRG (2.1005,-0.0836)

TPR (2.0994,-0.0655)

JBL (2.0095,-0.1091)

Bottom 10 momentum losers

MRNA (0.2323,-0.1236)

ENPH (0.3977,-0.0364)

REGN (0.5009,-0.0036)

DOW (0.5233,-0.0836)

BIIB (0.5418,-0.0655)

SMCI (0.5982,-0.1091)

TER (0.6092,-0.0073)

AES (0.6319,-0.0218)

DECK (0.6389,-0.0291)

STZ (0.645,-0.0291)

Derived from the book "Quantitative Momentum" by Jack Vogel and Wesley Gray.

Data used in the calculations derived from yahoo finance (Python yfinance library).

Use at your own risk.

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

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(More negative = smoother, better quality momentum)</p>\n<p><br></p>\n<p>Scores are ordered in the following format (momentum, frog-in-a-pan-score)</p>\n<p>Only stocks with a negative frog-in-a-pan-score are included)</p>\n<p><br></p>\n<p>The idea is to long stocks with the highest quality momentum and short those with the lowest quality momentum in a portfolio.</p>\n<p>Be mindful/selective of your shorts, since stocks tend to have a positive drift over time.</p>\n<p><br></p>\n<p>Top 10 momentum winners</p>\n<p>PLTR (5.3818,-0.1527)</p>\n<p>APP (4.2067,-0.1091)</p>\n<p>GEV (3.0899,-0.1527)</p>\n<p>AXON (2.8138,-0.1200)</p>\n<p>HWM (2.4049,-0.1455)</p>\n<p>VST (2.2699,-0.0727)</p>\n<p>DASH (2.2661,-0.1382)</p>\n<p>NRG (2.1005,-0.0836)</p>\n<p>TPR (2.0994,-0.0655)</p>\n<p>JBL (2.0095,-0.1091)</p>\n<p><br></p>\n<p>Bottom 10 momentum losers</p>\n<p>MRNA (0.2323,-0.1236)</p>\n<p>ENPH (0.3977,-0.0364)</p>\n<p>REGN (0.5009,-0.0036)</p>\n<p>DOW (0.5233,-0.0836)</p>\n<p>BIIB (0.5418,-0.0655)</p>\n<p>SMCI (0.5982,-0.1091)</p>\n<p>TER (0.6092,-0.0073)</p>\n<p>AES (0.6319,-0.0218)</p>\n<p>DECK (0.6389,-0.0291)</p>\n<p>STZ (0.645,-0.0291)</p>\n<p><br></p>\n<p>Derived from the book \"Quantitative Momentum\" by Jack Vogel and Wesley Gray.</p>\n<p>Data used in the calculations derived from yahoo finance (Python yfinance library).</p>\n<p>Use at your own risk.</p></body></html>","htmlText":"<html><head></head><body><p>Top/Bottom 12 month momentum score + frog-in-a-pan score for S&amp;P500 and NAS100 stocks (July 2025)</p>\n<p><br></p>\n<p>Momentum: Past 12 months momentum excluding current month.</p>\n<p>Frog-in-pan-score: Measure of jumpyness/smoothness of momentum. (More negative = smoother, better quality momentum)</p>\n<p><br></p>\n<p>Scores are ordered in the following format (momentum, frog-in-a-pan-score)</p>\n<p>Only stocks with a negative frog-in-a-pan-score are included)</p>\n<p><br></p>\n<p>The idea is to long stocks with the highest quality momentum and short those with the lowest quality momentum in a portfolio.</p>\n<p>Be mindful/selective of your shorts, since stocks tend to have a positive drift over time.</p>\n<p><br></p>\n<p>Top 10 momentum winners</p>\n<p>PLTR (5.3818,-0.1527)</p>\n<p>APP (4.2067,-0.1091)</p>\n<p>GEV (3.0899,-0.1527)</p>\n<p>AXON (2.8138,-0.1200)</p>\n<p>HWM (2.4049,-0.1455)</p>\n<p>VST (2.2699,-0.0727)</p>\n<p>DASH (2.2661,-0.1382)</p>\n<p>NRG (2.1005,-0.0836)</p>\n<p>TPR (2.0994,-0.0655)</p>\n<p>JBL (2.0095,-0.1091)</p>\n<p><br></p>\n<p>Bottom 10 momentum losers</p>\n<p>MRNA (0.2323,-0.1236)</p>\n<p>ENPH (0.3977,-0.0364)</p>\n<p>REGN (0.5009,-0.0036)</p>\n<p>DOW (0.5233,-0.0836)</p>\n<p>BIIB (0.5418,-0.0655)</p>\n<p>SMCI (0.5982,-0.1091)</p>\n<p>TER (0.6092,-0.0073)</p>\n<p>AES (0.6319,-0.0218)</p>\n<p>DECK (0.6389,-0.0291)</p>\n<p>STZ (0.645,-0.0291)</p>\n<p><br></p>\n<p>Derived from the book \"Quantitative Momentum\" by Jack Vogel and Wesley Gray.</p>\n<p>Data used in the calculations derived from yahoo finance (Python yfinance library).</p>\n<p>Use at your own risk.</p></body></html>","text":"Top/Bottom 12 month momentum score + frog-in-a-pan score for S&P500 and NAS100 stocks (July 2025) Momentum: Past 12 months momentum excluding current month. Frog-in-pan-score: Measure of jumpyness/smoothness of momentum. (More negative = smoother, better quality momentum) Scores are ordered in the following format (momentum, frog-in-a-pan-score) Only stocks with a negative frog-in-a-pan-score are included) The idea is to long stocks with the highest quality momentum and short those with the lowest quality momentum in a portfolio. Be mindful/selective of your shorts, since stocks tend to have a positive drift over time. Top 10 momentum winners PLTR (5.3818,-0.1527) APP (4.2067,-0.1091) GEV (3.0899,-0.1527) AXON (2.8138,-0.1200) HWM (2.4049,-0.1455) VST (2.2699,-0.0727) DASH (2.2661,-0.1382) NRG (2.1005,-0.0836) TPR (2.0994,-0.0655) JBL (2.0095,-0.1091) Bottom 10 momentum losers MRNA (0.2323,-0.1236) ENPH (0.3977,-0.0364) REGN (0.5009,-0.0036) DOW (0.5233,-0.0836) BIIB (0.5418,-0.0655) SMCI (0.5982,-0.1091) TER (0.6092,-0.0073) AES (0.6319,-0.0218) DECK (0.6389,-0.0291) STZ (0.645,-0.0291) Derived from the book \"Quantitative Momentum\" by Jack Vogel and Wesley Gray. Data used in the calculations derived from yahoo finance (Python yfinance library). 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