Motley Fool Momentum Index
A proprietary, rules-based index drawing from The Motley Fool’s analyst/newsletter “recommendation universe.” Securities are ranked by an equal-weighted Momentum Composite made of three normalized sub-scores: Core Momentum (an exponentially-weighted relative-strength measure), Factor Momentum (stocks with peak risk-adjusted momentum in model-attributed factor returns after volatility scaling), and Adjusted Price-to-Low (52-week price-to-low multiplied by a 52-week price-on-time goodness-of-fit, with sign). Constituents are weighted by blending their market caps and composite scores. The index is rebalanced quarterly.