Value Momentum Across Assets (Python)

Combining value and momentum metrics, this allocation model ranks global asset classes and invests in the most attractive ones. Assets with cheap valuations and strong momentum receive higher weights. The basket is reviewed monthly with constraints to ensure diversification.

• Data: Valuation ratios and price momentum.
• Entry: Allocate to top‑ranked assets by combined score.
• Exit: Remove assets when they drop below threshold.
• Instruments: ETFs or futures representing asset classes.
• Risk: Maximum weight and volatility targeting.