Institutional-grade momentum signals

Stop reacting to the market.
Start beating it.

Quaevo scores thousands of US equities daily and tells you exactly which 20 to own this quarter.

Systematic·Factor-driven·No discretion

+43%

Annual CAGR (9yr)

1.28

Sharpe ratio

-30%

Max drawdown

+279pp

vs SPY (OOS 4yr)

9yr

Backtested history

The problem

Markets reward discipline.
Most investors can't maintain it.

The market doesn't care about your conviction. It rewards consistency.

Signal overload

Thousands of analyst ratings, earnings calls, and macro headlines — all updated daily. No investor can process it all, but everyone still has to decide.

Emotion decides

Fear and greed cause the average investor to buy high and sell low. Retail investors underperform their own funds by over 1% per year — purely from timing mistakes.

No repeatable edge

Without a rules-based process, every decision is discretionary. Discretionary means inconsistent. And inconsistent means you can't compound.

The solution

What if your portfolio ran on
math instead of mood?

Quaevo runs a systematic momentum strategy across thousands of US equities — every stock, every day, scored objectively on quality, momentum, and valuation. The top 20 become your portfolio.

"No guessing. No headlines. No second-guessing. I just sit back, let the model do its work, and rebalance once a quarter."

— Quaevo user

US Equities

Broad universe scored daily

3 factors

Quality · Momentum · Value

Top 20

Equal-weight holdings

Quarterly

Rules-based rebalance

How it works

Four steps. Repeated every quarter.

Momentum doesn't predict the future. It identifies who's winning right now — and stays with them.

Universe

We score thousands of US equities every trading day across quality, momentum, and valuation — the same factors institutional managers have used for decades.

Score

Every stock receives a composite score. The model is factor-weighted so the most predictive signals carry the most influence. No gut, no guessing.

Filter

A built-in regime filter monitors broad market conditions. When risk is elevated, the strategy automatically reduces exposure — protecting capital without you having to decide.

Rebalance

Hold the top 20 in equal weight. Rebalance once a quarter. No discretion, no second-guessing, no exceptions.

Built to evolve

The algorithm improves.
Every quarter.

Quaevo isn't a static screener. Our AI-driven research engine continuously evaluates new factors, market regimes, and signal combinations — looking for every edge the data will support.

Each quarter, alongside your portfolio rebalance, we ship algorithm improvements. The system doesn't just rebalance your holdings — it gets smarter.

AI-driven research

Machine learning continuously stress-tests new factor combinations and strategy configurations against live market data.

Quarterly releases

Algorithm updates ship on the same cadence as your rebalance — no surprises, no hidden changes mid-quarter.

Transparent evolution

Every release ships with performance attribution. You see exactly what changed and why.

Performance

Results across every market cycle.

Backtested across 9 years · 2017–2026 · Core strategy

+345%

Total return

vs SPY +66%

1.18

Sharpe ratio

SPY 0.49

-26.5%

Max drawdown

SPY -24.5%

+279pp

vs SPY

68.8% beat SPY

Backtest disclosure Backtests use adjusted close prices with a 1-trading-day execution lag. Bid-ask spread, slippage, and commissions are not modelled; estimated real-world drag is less than 25 bps/year given quarterly rebalancing and Russell 1000 liquidity. Past performance does not guarantee future results. See our Investment Disclaimer.

Pricing

Simple, transparent pricing.

Free

Free no credit card needed

30-day full-access trial on every new account.

✓15 of 20 ranked positions visible

✓Live regime filter & market overview

✓News feed with ticker context

✓Full historical performance data

✕Top 5 positions locked

✕No AI holding analysis

Stop reacting to the market.Start beating it.

Markets reward discipline.Most investors can't maintain it.

What if your portfolio ran onmath instead of mood?