Reference Portfolio · Updated
Rubin Momentum
Passive buy-and-hold at inception-date momentum weights (63-trading-day price ratio). Notional 500k USD.
Thesis
Rubin Momentum applies the same 63-day price-ratio weighting used by the live CL-RUBIN-MW index — names that have outperformed over the trailing quarter get a heavier dollar allocation, names that have lagged get less. The raw weight per constituent is max(0.01, P(start) / P(start − 63 trading days)), normalized so the book sums to 100%. It's the simplest possible momentum expression, built on price alone, without any RSI, SMA, or basis-offset layering.
Inception: 2026-01-02 with 500,000 USD notional. Weights are fixed at inception; no rebalancing between inception and today. The portfolio therefore captures the momentum tilt that existed in late 2025 / early 2026 and holds it. Real-time divergence from the live CL-RUBIN-MW index (which re-computes weights daily) will grow the further you are from inception — this is the passive-investor's version of the strategy, not the index tracker.
Composition and inception attribution are below. For the live daily-rebalanced momentum index version, see Rubin Build-Out 100 and its CL-RUBIN-MW variant.
Related
Beyond the snapshot
Closelook.money adds the live layer
The composition above is the end-of-day snapshot. Closelook.money adds what sits between snapshots: the historical move log with Thomas' reasoning per trade, per-holding performance attribution, per-portfolio real-time alerts when a position changes, and CSV export for analysis.
- Full historical moves log with per-trade reasoning
- Per-holding attribution — which position drives the return
- Real-time alerts on opens, closes, and ≥10% size changes
- CSV export of current composition
Methodology & disclaimer
Rubin Momentum is a reference portfolio — it reflects how Thomas Look, author and publisher of Closelook, implements the analytical theses discussed on this site. Position data is updated daily from end-of-day broker exports (Barchart). Benchmark prices come from EODHD.
Reference portfolio, educational purpose only. Not investment advice. Inception-weighted buy-and-hold — drift vs. live momentum index is expected.
Reference portfolio, not investment advice. Past performance is not indicative of future results. Closelook Venture GmbH is a publishing company and does not manage client capital.