Methodology
How Momentum Screener calculates rankings and surfaces opportunities.
Universe & Data
Our universe includes US and global equities, as well as selected Forex and digital currency pairs. Data sources may be real-time (WebSockets), delayed (REST), and intraday historical (REST). See Data & Delays for details.
Momentum Signals
We focus on long-term momentum, emphasizing sustained trends over short-term spikes. Composite scores combine multiple indicators with robust smoothing and normalization.
Ranking
Securities are ranked relative to peers. Ranks update on a regular cadence aligned to our data refresh schedule.
Backtesting
Models are validated on decades of history. Results are hypothetical and for research/education only. Past performance does not guarantee future results.
Limitations
- Delayed data can affect real-time comparability.
- Corporate actions and survivorship biases are mitigated but may persist in some datasets.
- Transaction costs, taxes, and slippage are not included in raw scores.