Strategy
Momentum
Australia

ASX Momentum Strategy Closed Trades

15 Nov 2019
By
Rivkin has been running the ASX Momentum Strategy since March 2016.

The ASX Momentum strategy works on the idea that stock prices that have risen significantly over the past, relative to their peers, have a tendency to continue to outperform. This is known as the momentum effect and has been examined extensively in the academic literature.  To learn more about ASX Momentum Strategy click here.

 

2019

Stock CodeStock nameEntry DateEntry PriceExit DateExit PriceUnitsGross P/L (%)Gross P/L
APT
Afterpay Touch
15 Jul 19$24.3815 Aug 19$23.13
205
(5.13%)($510.00)
ALU
Altium Limited Ordinary
17 Jun 19$32.9015 Aug 19$32.64
152
(0.79%)($81.38)
CHC
Charter Hall Group
15 Feb 19$8.5616 Sep 19$10.82
584
28.41%$2,867.33
EVN
Evolution Mining
15 Feb 19$3.7915 Apr 19$3.50
1319
(7.65%)($779.52)
EVN
Evolution Mining
15 Aug 19$5.3716 Sep 19$4.53
931
(15.64%)($1,627.92)
FMG
Fortescue Metals
15 Feb 19$6.2815 Aug 19$7.32
796
30.89%$3,069.08
GMG
Goodman Group
15 Feb 19$12.6115 Apr 19$13.04
397
3.41%$344.00
NST
Northern Star
15 Aug 19$12.4316 Sep 19$10.51
402
(15.45%)($1,584.00)
NST
Northern Star Resources
15 Jan 19$9.5215 Mar 19$8.96
525
(5.88%)($593.60)
RIO
Rio Tinto
15 Apr 19$100.8915 May 19$96.50
50
(4.35%)($439.00)
RIO
Rio Tinto Limited Ordinary
17 Jun 19$103.4715 Jul 19$103.02
48
(0.43%)($43.65)
A2M
The A2 Milk Company
15 Apr 19$14.0517 Jun 19$13.95
356
(0.71%)($71.20)
XRO
Xero Ltd.
15 May 19$54.5317 Jun 19$58.43
92
7.15%$690.30
MFG
Magellan Financial
15 Mar 19$35.9915 Oct 19$47.51
139
0.32%$1,601.28
NCM
Newcrest Mining
15 Aug 19$37.3115 Nov 19$31.15
134
(16.51%)($825.44)

2018

Stock CodeStock nameEntry DateEntry PriceExit DateExit PriceUnitsGross P/L (%)Gross P/L
AWC
Alumina Ltd
15 May 18$2.8415 Jun 18$2.73
1761
(3.87%)($418.00)
ALL
Aristocrat Leisure
16 Jul 18$31.6815 Aug 18$31.00
158
(2.15%)($213.52)
BSL
Bluescope Steel
15 May 18$18.5015 Jun 18$18.35
270
(0.81%)($90.00)
BSL
Bluescope Steel
15 Mar 18$15.5216 Apr 18$15.80
322
1.80%$185.08
CAR
Carsales.com
15 Dec 17$15.3115 Jan 18$14.28
327
(6.73%)($1,466.72)
CIM
Cimic Group
16 Oct 17$46.3615 Jan 18$50.82
108
9.62%$2,087.28
CSL
CSL Limited
15 Jun 18$188.6915 Oct 18$188.51
26
(0.10%)($9.36)
EVN
Evolution Mining
15 Mar 18$2.8815 May 18$3.28
1736
13.89%$1,396.00
EVN
Evolution Mining
15 Jun 18$3.5516 Jul 18$3.31
1408
(6.76%)($674.40)
FLT
Flight Centre Travel Group Ltd.
15 Mar 18$54.1017 Sep 18$55.11
92
2.98%$301.07
NST
Northern Star Resources
15 Mar 18$6.5915 May 18$6.70
759
2.35%$238.86
NST
Northern Star Resources
15 Jan 18$6.0615 Feb 18$6.15
825
1.49%$333.09
NST
Northern Star Resources
15 Oct 18$9.0017 Dec 18$8.07
556
(10.33%)($1,089.03)
ORG
Origin Energy
15 Dec 17$9.2015 Feb 18$8.66
543
(5.87%)($1,276.02)
RMD
Resmed Inc
17 Sep 18$15.9515 Oct 18$14.38
313
(9.84%)($1,025.21)
STO
Santos Ltd.
15 Dec 17$5.0815 Mar 18$4.80
984
(5.51%)($1,199.24)
STO
Santos Ltd.
15 Jun 18$5.8816 Jul 18$6.14
850
4.42%$442.00
STO
Santos Ltd.
15 Aug 18$6.4215 Oct 18$6.82
779
6.23%$622.00
S32
South32
15 Jan 18$3.9115 Mar 18$3.18
1279
(18.67%)($4,161.00)
A2M
The A2 Milk Company
15 Dec 17$7.4515 Mar 18$12.76
671
71.28%$5,702.94
WHC
Whitehaven Coal
16 Jul 18$5.7015 Nov 18$4.67
877
(18.07%)($1,823.10)
XRO
Xero Ltd.
16 Apr 18$35.8515 Oct 18$43.00
139
19.94%$2,123.55
A2M
The A2 Milk Company
15 Dec 17$7.4515 Jun 18$10.62
671
42.55%$2,497.96

2017

Stock CodeStock nameEntry DateEntry PriceExit DateExit PriceUnitsGross P/L (%)Gross P/L
AGL
AGL Energy
15 Mar 17$25.0015 Jun 17$25.28
200
1.12%$234.36
ALQ
ALS Limited
15 Aug 17$7.9916 Oct 17$8.27
626
3.50%$726.60
AWC
Alumina Ltd.
15 Sep 17$2.1816 Oct 17$2.24
2294
2.75%$586.68
AWC
Alumina Ltd.
15 Dec 16$1.7715 Mar 17$1.82
2825
5.08%$982.62
ALL
Aristocrat Leisure
19 Apr 17$19.4015 Aug 17$20.74
258
7.63%$1,382.32
BSL
BlueScope Steel Limited
15 Nov 16$9.2815 Aug 17$14.13
539
52.69%$8,401.02
COH
Cochlear Ltd
15 Nov 17$177.4015 Dec 17$175.11
28
(1.29%)($286.25)
CPU
Computershare Limited
17 Jul 17$14.7815 Aug 17$14.43
338
(2.37%)($447.65)
CPU
Computershare Ltd.
15 Mar 17$13.9015 May 17$14.81
360
6.55%$1,371.37
CSL
CSL Limited
15 Jun 17$140.6817 Jul 17$130.13
36
(7.50%)($1,540.30)
DOW
Downer EDI
15 May 17$6.3215 Jun 17$6.27
791
(0.79%)($160.90)
DOW
Downer EDI
17 Oct 16$5.6918 Apr 17$5.38
879
(3.34%)($622.25)
FLT
Flight Centre Travel Group Ltd.
17 Jul 17$44.1015 Dec 17$44.56
113
3.17%$603.40
FMG
Fortescue Metals
15 Jun 16$3.1318 Apr 17$5.35
1597
81.15%$8,585.20
ILU
Iluka Resources
15 Aug 17$9.3315 Nov 17$9.45
536
1.93%$397.98
IFL
Ioof Holdings Ltd
16 Oct 17$11.2315 Nov 17$10.60
445
(5.61%)($1,220.31)
NST
Northern Star Resources
15 Jun 17$4.7817 Jul 17$4.56
1046
(4.60%)($928.40)
NST
Northern Star Resources
15 Nov 17$5.5815 Dec 17$5.74
896
2.87%$637.44
ORG
Origin Energy
18 Apr 17$7.5215 May 17$7.62
665
1.33%$241.10
QAN
Qantas Airways
15 May 17$4.7415 Nov 17$5.72
1055
22.15%$4,540.20
RIO
Rio Tinto Limited
15 Feb 17$68.6715 Mar 17$60.20
73
(9.95%)($1,933.97)
S32
South32 Limited
15 Aug 17$3.0615 Sep 17$3.13
1634
4.94%$1,011.16
S32
South32 Ltd
15 Sep 16$2.1915 Feb 17$2.67
2283
21.92%$3,487.20

2016

Stock CodeStock nameEntry DateEntry PriceExit DateExit PriceUnitsGross P/L (%)Gross P/L
DMP
Dominos Pizza Enterprises
18 May 16$67.7715 Jun 16$68.77
74
1.48%$0.00
MPL
Medibank Private
18 May 16$3.1115 Jun 16$3.09
1608
(0.64%)$0.00
S32
South32
15 Jul 16$1.8915 Aug 16$1.98
2646
4.50%$0.00
CIM
Cimic Group Ltd.
18 May 16$38.1015 Jul 16$32.33
131
(15.14%)$0.00
STO
Santos Ltd
15 Jul 16$4.8116 Aug 16$4.71
1040
(2.08%)$0.00
NCM
Newcrest Mining
18 May 16$21.3015 Sep 16$21.17
235
(0.61%)$0.00
NST
Northern Star
15 Aug 16$4.8615 Sep 16$4.11
1029
(15.43%)$0.00
BSL
BlueScope Steel
15 Jun 16$6.1717 Oct 16$7.74
810
25.45%$0.00
COH
Cochlear
15 Sep 16$133.8917 Oct 16$137.47
37
2.67%$0.00
JBH
JB Hi-Fi
17 Oct 16$29.0715 Nov 16$25.65
172
(11.76%)$0.00
TWE
Treasury Wine Estates
18 May 16$10.2415 Jul 16$9.54
488
(6.84%)$0.00
ALL
Aristocrat Leisure
15 Aug 16$15.4215 Nov 16$14.07
324
(8.75%)$0.00
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