Momentum & Growth Investing
Identify stocks with strong price momentum and growth characteristics. Test momentum strategies with point-in-time data to avoid survivorship bias and get realistic performance expectations.
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Why Momentum Investors Choose FactorBench
📊 Momentum Metrics
Track 3-month, 6-month, and 12-month price returns to identify stocks with sustained upward trends.
🚀 Growth Fundamentals
Revenue growth, EPS growth, earnings acceleration-combine price momentum with fundamental growth signals.
📈 Rigorous Backtests
Test momentum strategies on up to 25 years of point-in-time data to see how they perform across bull and bear markets.
🔍 Quality Filters
Avoid momentum traps by combining price strength with profitability, reasonable valuations, or positive earnings.
🔬 No Survivorship Bias
Point-in-time data includes stocks that existed on each date, preventing inflated backtest results from survivor bias.
📋 Live Watchlists
Save your momentum screens and export watchlists to monitor for entry/exit signals or portfolio rebalancing.
How It Works
Define Your Strategy
Choose momentum metrics like 6-month return > 20% and growth filters like revenue growth > 15%.
Screen & Rank
Run the screen to see matching stocks ranked by momentum or growth. Add quality filters to refine.
Backtest & Validate
Select the top X% and backtest with equal or cap-weighting. See how the strategy performs over time.
Monitor & Execute
Export your watchlist and track momentum stocks. Rebalance periodically to maintain strong momentum exposure.
Example: Quality Momentum Screen
🎯 Goal
Find stocks with strong price momentum backed by fundamental growth and profitability-avoiding speculative momentum traps.
⚙️ Criteria
6-month return > 15%, revenue growth > 10%, positive earnings, ROE > 12%. Rank by 6-month momentum descending.
✅ Outcome
A watchlist of momentum stocks with solid fundamentals. Backtest shows performance with lower drawdowns than pure momentum.
Filters: 6-month return > 15% Revenue growth (YoY) > 10% EPS > 0 (positive earnings) ROE > 12% Ranking: 6-month return descending Selection: Top 20% by rank Portfolio: Equal-weight Backtest period: 15 years Rebalance: Quarterly
Built for Momentum & Growth Investors
Price Momentum
Track 3-month, 6-month, and 12-month returns with transparent data sourcing and no look-ahead bias.
Growth Metrics
Revenue growth, EPS growth, earnings acceleration, margin expansion-all with TTM/MRQ basis reporting.
Quality Filters
Combine momentum with profitability, reasonable valuations, or balance sheet strength to avoid traps.
Point-in-Time Backtests
Test on up to 25 years of historical data with no survivorship bias-see realistic performance across market cycles.
Data transparency: Every metric reports its source/basis and we handle NaNs defensively. Full auditability for professional-grade momentum research.
FAQ
What momentum metrics are available?
3-month, 6-month, and 12-month price returns. You can also create custom momentum formulas combining different lookback periods.
Can I combine momentum with growth factors?
Yes-use multi-factor ranking to combine price momentum with fundamental growth metrics like revenue growth, EPS growth, and margin expansion.
How do I avoid momentum traps?
Add quality filters like positive earnings, reasonable valuations (P/E < 30), or profitability (ROE > 10%) to screen out speculative stocks.
What is survivorship bias and why does it matter?
Survivorship bias inflates backtest results by excluding stocks that failed. Point-in-time data includes all stocks that existed on each date for realistic performance.
Is there a free trial?
Yes-the free plan includes full screener access. Paid plans with backtesting include a 7-day free trial with credit card required.
Ride Momentum. Test Rigorously. Invest Confidently.
Build momentum screens with transparent data and rigorous backtests.