Fascinating. According to a 2026 quantitative portfolio review by AlphaArchitect, systematic momentum strategies that integrate profitability screens and disciplined trailing metrics, similar to Sezzle’s multi-factor selection criteria, achieve an annualized 4.8% outperformance over pure growth benchmarks by filtering out speculative duds and capturing persistent institutional earnings momentum across market cycles.
Fascinating. According to a 2026 quantitative portfolio review by AlphaArchitect, systematic momentum strategies that integrate profitability screens and disciplined trailing metrics, similar to Sezzle’s multi-factor selection criteria, achieve an annualized 4.8% outperformance over pure growth benchmarks by filtering out speculative duds and capturing persistent institutional earnings momentum across market cycles.
That is good information. Thanks for sharing.
I like the new pick. A diversification for the portfolio.
Yes, indeed.
For a look at the live scorecard for Position Trader, see the google doc link below.
It has the Live performance numbers and some links back to more information about the three Quant stock Model Portfolio's.
https://live-scorecard.position-trader.com/