QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM US) – Portfolio Construction Methodology

The investment process guiding the actively managed QRAFT AI-Enhanced U.S. Large Cap Momentum ETF focuses on U.S. large-capitalization equities, employing a proprietary AI system to isolate momentum while minimizing unintended factor exposures. The model ingests extensive fundamental, price, and alternative data to forecast relative performance over the near term and recommends a portfolio drawn primarily from U.S. large caps (≥80% of assets) with discretion retained by the adviser. Security selection and weights are optimized for expected risk-adjusted return, with stock-specific considerations such as volatility and size incorporated; the fund is non-diversified, allowing concentrated active bets. Liquidity is supported by the large-cap universe; capacity is managed through the model’s sizing and adviser discretion. Portfolio construction reflects dynamic exposure bands rather than static sector caps. Rebalancing occurs as the model updates and positions breach risk/efficiency thresholds; sells are driven by momentum decay, risk overrides, or better opportunities.

To explore AMOM in more depth, visit our ETF analytics platform for institutional-grade insights — including performance and risk metrics, correlations, sensitivities, and factor exposure: https://www.etfstrategy.com/etf/AMOM_US