«Alpha-Booster» – Fractional Momentum: Turning Theory into Real Investments

Our Quant Engineer, Dr. Soros Chitsiripanich, developed a theoretical foundation for a so-called Fractional Momentum equity strategy as part of his PhD research – a modern approach to trend-following. In simple terms, the strategy identifies U.S. stocks with a positive long-term price trend, where short-term pullbacks present attractive entry opportunities.

Encouraged by promising research findings, QuantArea proceeded to refine the strategy for practical application. After several months of intensive modeling, the strategy was first launched in a managed account in December 2024.

Thanks to an exceptionally strong track record, both QuantArea and a family office decided to continue the strategy within an Actively Managed Certificate (AMC). UBS AG was selected as the issuer. From December 20, 2024 to August 25, 2025, the strategy outperformed the S&P 500 ETF (USD) by 28.6%.

Asset managers can license the strategy and offer it under their own brand as a white-label solution.

Interested in learning more about our strategy? Get in touch with our CIO, Carmine Orlacchio.

Disclaimer:
The statements and information contained in this publication have been compiled by QuantArea AG to the best of its knowledge for informational and marketing purposes only and are intended exclusively for professional investors within the meaning of the Swiss Financial Services Act (FinSA). This publication does not constitute a solicitation, invitation, offer, or recommendation to purchase or sell any investment instruments or to engage in any other transactions. Past performance or positive returns of an investment are not a guarantee of future results or positive returns. No warranty is given for the accuracy or completeness of the information contained herein.