CALTROPIASystematic Research
Long-Term Futures Macro Signals

Caltropia Portfolios

Momentum Factor Portfolio

Live holdings, allocation, and portfolio performance

Current book-- Signal date-- RebalanceMonthly
Today --
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Performance

Portfolio history

Waiting for the protected live / delayed quote feed.

Caltropia
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MTUM
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VFMO
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Growth of $1Caltropia Momentum Factor with MTUM and VFMO references
Dec 2016 - current
Caltropia Momentum Factor MTUM VFMO
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Return history

Monthly Returns

Completed Caltropia Momentum Factor portfolio returns by calendar month.

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Current monthly book

Portfolio Breakdown

Every asset in the current momentum factor portfolio, with live / delayed performance where available.

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Portfolio analytics

Inside Portfolio

Explore positioning, rebalance activity, return contribution, and downside behavior in one view.

Active sector exposure

Current portfolio sector weights relative to the primary momentum benchmark.

MTUM · latest