Neutral Momentum 5F Positions

Long top-3 / short bottom-3 of liquid universe (ADV ≥ $20M) ranked by a 5-factor percentile-rank blend (RSI + mom_accel + block_volume + vol_z_5d_vs_60d + stealth_accumulation). 60-day fixed hold. 6 entries/day for retail manual execution. Holdout 2025-26: hedged Sharpe 2.31, DD −3.6%.