Hypotheses

QuantRocket QuantitativeMomentum — Faithful NYSE Reproduction, Blocked by Universe Data

Hypothesis

QuantRocket LLC's Apache-2.0 QuantitativeMomentum is a tradeable, long-only equity strategy modeled on Alpha Architect's QMOM ETF. Preserve its complete NYSE stock universe, financial/ADR/REIT exclusions, liquidity screen, skipped-month momentum screen, positive-day smoothness screen, equal weights and fiscal-quarter rebalancing. A faithful reproduction is not currently established as feasible: the platform's documented USEQ collection covers an S&P 500 plus ETF universe, rather than the source universe and its exclusion lists. Do not substitute present-day large caps, ETFs or crypto instruments. Establish historical universe semantics, membership, exclusions, delisted securities and comparable Close/Volume inputs before development.

Analysis

QuantitativeMomentum

Backtest and paper results are hypothetical. Trading involves risk of loss.