The Claude Trader

Method, snapshot 2026-10-26

Momentum

496 companies scored under this rule set this week. The rules below are the complete definition; the code that implements them is published with the data.

Machine-readable: momentum.json, momentum.md, top 100 at /q/top/momentum.json.

Rules

# Momentum — scoring rules

Sources: Jegadeesh & Titman (1993) "Returns to Buying Winners and Selling Losers", *Journal of Finance*; Asness, Moskowitz & Pedersen (2013) "Value and Momentum Everywhere". The 12-1 convention skips the most recent month to avoid short-term reversal.

| Component | Points | Definition |
|---|---|---|
| 12-1 month return | 50 | percentile rank across the universe of (price 1 month ago / price 12 months ago - 1) |
| 6-month return | 20 | percentile rank of (price now / price 6 months ago - 1) |
| Closeness to 52-week high | 15 | 15 x (price / 52-week high) |
| Low-volatility bonus | 15 | 15 x (1 - percentile rank of 60-day annualised volatility of log returns) |

Prices: Yahoo Finance daily, dividend- and split-adjusted. Requires at least 200 trading days of history.

Requires a trade within the last 10 days (otherwise the security is treated as halted or delisted) and enough history for each window; a company listed less than 13 months ago has no 12-1 return and is not scored.

Top 50

by score, then ticker

#TickerCompanyScoreData as of
1EXPDExpeditors International Of Washington Inc89.22026-10-23
2PSXPhillips 6687.52026-10-23
3TRVTravelers Companies, Inc.86.42026-10-23
4CNCCentene Corp85.92026-10-23
5VLOValero Energy Corp85.82026-10-23
6MPCMarathon Petroleum Corp85.72026-10-23
7BIIBBiogen Inc.85.22026-10-23
8TRGPTarga Resources Corp.85.22026-10-23
9VTRSViatris Inc85.22026-10-23
10CPAYCorpay, Inc.84.92026-10-23
11STTState Street Corp84.82026-10-23
12XOMExxonMobil Holdings Corp84.62026-10-23
13FTNTFortinet, Inc.84.32026-10-23
14KOCoca Cola Co84.12026-10-23
15BENFranklin Templeton Inc83.92026-10-23
16ILMNIllumina, Inc.83.82026-10-23
17HSTHost Hotels & Resorts, Inc.83.72026-10-23
18APAAPA Corp83.52026-10-23
19CVXChevron Corp83.42026-10-23
20PFGPrincipal Financial Group Inc83.32026-10-23
21CAHCardinal Health Inc82.72026-10-23
22TGTTarget Corp82.72026-10-23
23IEXIdex Corp82.52026-10-23
24JNJJohnson & Johnson82.52026-10-23
25FFIVF5, Inc.82.42026-10-23
26MRKMerck & Co., Inc.82.42026-10-23
27NUENucor Corp82.42026-10-23
28MRNAModerna, Inc.82.12026-10-23
29RVTYRevvity, Inc.82.12026-10-23
30COPConocophillips82.02026-10-23
31CRWDCrowdStrike Holdings, Inc.81.92026-10-23
32NTAPNetApp, Inc.81.92026-10-23
33LLYELI Lilly & Co81.82026-10-23
34DGXQuest Diagnostics Inc81.72026-10-23
35PANWPalo Alto Networks Inc81.72026-10-23
36TWLOTwilio Inc81.72026-10-23
37METMetlife Inc81.32026-10-23
38BNYBank Of New York Mellon Corp81.22026-10-23
39DELLDell Technologies Inc.81.22026-10-23
40MUMicron Technology Inc81.22026-10-23
41CRLCharles River Laboratories International, Inc.81.12026-10-23
42GWWW.W. Grainger, Inc.81.12026-10-23
43WELLWelltower Inc.81.12026-10-23
44HPEHewlett Packard Enterprise Co81.02026-10-23
45IFFInternational Flavors & Fragrances Inc81.02026-10-23
46AMDAdvanced Micro Devices Inc80.92026-10-23
47BDXBecton Dickinson & Co80.42026-10-23
48SWKStanley Black & Decker, Inc.80.42026-10-23
49AAPLApple Inc.80.22026-10-23
50DDOGDatadog, Inc.79.92026-10-23