lag 1dρ +0.24holdout +0.24stable 100%$/day $1.1Mrobust
QMOM EA Series Trust Alpha Architect U.S. Quantitative Momentum ETF
- Last close
- 65.87
- 504-day return
- +4.49%
- Median $/day
- $1.4M
- Relationships shown
- 18
- Leader rank
- #100
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
QMOM vs VFMO
Both indexed to 100 at 2026-05-11.
Follows QMOM
These tend to repeat QMOM's moves later.
Moves with QMOM
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.90beyond mkt +0.56holdout +0.93stable 100%robust
ρ +0.86beyond mkt +0.40holdout +0.86stable 100%robust
ρ +0.85beyond mkt +0.38holdout +0.90stable 100%robust
ρ +0.81beyond mkt +0.33holdout +0.83stable 100%robust
ρ +0.85beyond mkt +0.33holdout +0.85stable 100%robust
ρ +0.83beyond mkt +0.32holdout +0.84stable 100%robust
Moves against QMOM
ρ -0.70beyond mkt -0.12holdout -0.74stable 100%robust
ρ -0.51beyond mkt +0.07holdout -0.42stable 100%robust
ρ -0.57beyond mkt +0.07holdout -0.51stable 100%robust
ρ -0.50beyond mkt +0.03holdout -0.36stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.41holdout +0.13stable 75%moderate
horizon 10dρ +0.40holdout +0.23stable 62%moderate
horizon 10dρ +0.39holdout +0.16stable 62%moderate
horizon 10dρ +0.37holdout +0.04stable 75%moderate
horizon 5dρ +0.31holdout +0.31stable 38%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.66recent -0.17prior +0.49beyond mkt +0.13
Δ -0.66recent -0.22prior +0.44beyond mkt +0.04
Δ -0.62recent -0.34prior +0.28beyond mkt +0.11
Δ -0.62recent -0.25prior +0.36beyond mkt +0.01
Δ -0.62recent -0.18prior +0.43beyond mkt +0.04
Δ -0.60recent -0.28prior +0.33beyond mkt -0.01
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.