Educational screening tool — not investment advice. Not SEBI-registered. Momentum strategies have historically suffered drawdowns of 30–50%. Full disclaimer
One published formula, every segment, every trading day: 12-month return (skipping the latest month) ÷ annualized volatility. What ranks highest is listed below — a description of past prices, not advice.
Scores refresh each trading day; the backtest rebalances weekly (Friday close)
score = 12-1 return ÷ annualized volatility
This is a mechanical calculation on historical prices. A high score describes past behaviour only — it says nothing about what the stock will do next. Details, evidence and limitations are on the methodology page.
| # — rank | Δ prev — rank change vs the previous calculation | Symbol | Name | Sector | 12-1 return — 12-month return skipping the most recent month | Volatility — annualized volatility of daily returns | Score — 12-1 return divided by volatility |
|---|---|---|---|---|---|---|---|
| 01 | — | SNDK | Sandisk | Information Technology | 4834.1% | 108.9% | 44.39 |
| 02 | — | WDC | Western Digital | Information Technology | 870.4% | 74.2% | 11.72 |
| 03 | 1 up 1 vs last month | MU | Micron Technology | Information Technology |
These are the stocks currently ranking highest on the formula. A place on this list is not a recommendation, rating or endorsement of any security. Momentum rankings change often, sometimes drastically.
| 807.1% |
| 76.6% |
| 10.54 |
| 04 | 1 down 1 vs last month | LITE | Lumentum | Information Technology | 875.4% | 89.9% | 9.74 |
| 05 | — | STX | Seagate Technology | Information Technology | 588.7% | 69.7% | 8.44 |
| 06 | — | CIEN | Ciena | Information Technology | 461.0% | 69.5% | 6.63 |
| 07 | — | INTC | Intel | Information Technology | 457.9% | 77.2% | 5.93 |
| 08 | 1 up 1 vs last month | TER | Teradyne | Information Technology | 366.0% | 73.3% | 4.99 |
| 09 | 1 up 1 vs last month | LRCX | Lam Research | Information Technology | 286.7% | 59.1% | 4.85 |
| 10 | 2 down 2 vs last month | FIX | Comfort Systems USA | Industrials | 263.0% | 57.3% | 4.59 |
| 11 | 1 up 1 vs last month | MRVL | Marvell Technology | Information Technology | 327.4% | 76.0% | 4.31 |
| 12 | 1 down 1 vs last month | COHR | Coherent Corp. | Information Technology | 330.8% | 77.4% | 4.27 |
| 13 | — | GLW | Corning Inc. | Information Technology | 261.6% | 66.0% | 3.96 |
| 14 | 2 up 2 vs last month | AMD | Advanced Micro Devices | Information Technology | 251.7% | 68.9% | 3.65 |
| 15 | 9 up 9 vs last month | AMAT | Applied Materials | Information Technology | 196.1% | 55.8% | 3.52 |
| 16 | 1 up 1 vs last month | CAT | Caterpillar Inc. | Industrials | 133.3% | 38.1% | 3.50 |
| 17 | 3 down 3 vs last month | GOOGL | Alphabet Inc. (Class A) | Communication Services | 103.5% | 30.4% | 3.41 |
| 18 | 1 up 1 vs last month | ROST | Ross Stores | Consumer Discretionary | 87.3% | 25.8% | 3.38 |
| 19 | 1 down 1 vs last month | DELL | Dell Technologies | Information Technology | 230.4% | 68.4% | 3.37 |
| 20 | 5 down 5 vs last month | GOOG | Alphabet Inc. (Class C) | Communication Services | 101.1% | 30.0% | 3.36 |
Sandisk
Information Technology
Western Digital
Information Technology
Micron Technology
Information Technology
Lumentum
Information Technology
Seagate Technology
Information Technology
Ciena
Information Technology
Intel
Information Technology
Teradyne
Information Technology
Lam Research
Information Technology
Comfort Systems USA
Industrials
Marvell Technology
Information Technology
Coherent Corp.
Information Technology
Corning Inc.
Information Technology
Advanced Micro Devices
Information Technology
Applied Materials
Information Technology
Caterpillar Inc.
Industrials
Alphabet Inc. (Class A)
Communication Services
Ross Stores
Consumer Discretionary
Dell Technologies
Information Technology
Alphabet Inc. (Class C)
Communication Services