Where to Find Momentum Stock Index Constituents Data

The monthly constituents of a transparent, rules-based momentum strategy, published as point-in-time data by Alphanume.

Momentum is one of the most studied factors in equities, but turning it into something you can actually track is surprisingly annoying. You need a defined universe, a consistent ranking rule, a rebalance schedule, and a record of what the basket held on each historical date. Vendors will sell you raw price data, but a clean, point-in-time list of momentum constituents is rarely on the menu.

That list is exactly what the Alphanume Quant Galore Momentum Index provides.

What the dataset is

The Quant Galore Momentum Index is the constituent list of a rules-based, cross-sectional momentum strategy. It is a 10-stock monthly basket drawn from deeply liquid US equities, restricted to names with at least six consecutive weeks of weekly option expirations. It rebalances monthly at 4:05 PM ET, and each constituent carries a rank from 1 to 10, where rank 1 is the highest momentum name in the basket.

Because it is published as point-in-time data, every rebalance is preserved as it existed on the date it happened. You are not looking at a back-filled idealized index. You are looking at the basket that was actually selected.

What fields you get

• date: the rebalance date
• ticker: the constituent symbol
• rank: momentum rank from 1 to 10 (1 is strongest)

What you can do with it

A clean constituent history unlocks a lot of analysis that is painful to do from scratch:

• Replicate or track the strategy without rebuilding the selection logic.
• Run attribution and turnover analysis across rebalances.
• Study momentum concentration and how often names persist month to month.
• Measure post-rebalance drift in the days after each selection.
• Layer options or hedging overlays on a known basket.

How to access it

The index is available on the free tier as a rolling 30-day delayed window. One call returns the latest basket:

curl "https://api.alphanume.com/v1/quant-galore-momentum-index?api_key=alp_your_key"

Grab a free Alphanume API key, read the API documentation, or explore it on Alphanume to see the current constituents.

Why a point-in-time constituent history is rare

Plenty of vendors sell price history, but a clean record of what a momentum basket held on each past rebalance is unusual. Reconstructing it yourself means re-deriving the universe, applying the exact ranking rule, respecting the rebalance schedule, and storing each basket as it existed, all without letting later knowledge leak into earlier dates. Small errors there quietly inflate backtest results.

The Quant Galore Momentum Index removes that work. Each monthly rebalance is preserved exactly as selected, with a rank from 1 to 10 per name, so you can study turnover, persistence, and post-rebalance drift on data that reflects what was actually tradable at the time.

Frequently asked questions

How many stocks are in the index?

It is a 10-stock monthly basket. Each constituent carries a rank from 1 to 10, where rank 1 is the highest-momentum name in that month's selection.

How often does it rebalance?

Monthly, at 4:05 PM ET. Each rebalance is preserved point-in-time, so the history reflects the basket that was actually selected on each date rather than a back-filled ideal.

What universe does it draw from?

Deeply liquid US equities, restricted to names with at least six consecutive weeks of weekly option expirations. That keeps the basket tradable and option-friendly.

Is it free to access?

Yes, on the free tier as a rolling 30-day delayed window. Pro raises the rate limit to 600 requests per minute and removes the delay.

Can I see the full rebalance history?

Yes. Use date range filters to pull past rebalances, then group rows by date to reconstruct each monthly 10-name basket and study turnover and persistence.