I tracked S&P 500 cross-sectional momentum for a year (126% live return). Here is the data, the 12-year backtest, and how to replicate it.

Investor summaryBullish

Author shares data, 12-year backtest, and steps for an S&P 500 cross-sectional momentum strategy yielding 126% live returns.

Bull points

The strategy achieved an exceptional 126% live return over a single year.
Backed by a robust 12-year backtest demonstrating historical viability.
Provides transparent data and actionable steps for replication.

SPY

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