Trend momentum
Momentum, but only in stocks that are in an uptrend.
How it works
Every month, keep only liquid stocks trading above their 200-day moving average, then buy the ten with the highest six-month return.
The idea
The moving average filter keeps the strategy out of stocks in a downtrend, which is where momentum crashes usually happen. When few stocks are in an uptrend, it holds fewer of them and keeps the rest in cash.
Backtests are simulations on historical data, not investment advice. Past results don't guarantee future returns.