Methodology
AlphaGo HK Barbell Methodology
HK barbell: 50% dividend-quality + 50% close-to-high momentum, PIT universe, monthly rebalance.
Process
| 1 | Universe: point-in-time Hang Seng constituents |
| 2 | Dividend leg: TTM-yield Top6 + stable payers + above 200dma |
| 3 | Momentum leg: close-to-high (63d/252d) Top10 |
| 4 | 50/50 monthly rebalance; HK lot-size rounding applied |
| 5 | Long-only: never shorts; sells never exceed held positions, residual is cash |
| 6 | Real IBKR HK fees and odd-lot rules booked |
Parameters
| Param | Value |
|---|---|
| 哑铃 | 红利50 / 动量50 |
| 红利腿 | TTM股息率Top6 |
| 动量腿 | CTH Top10 |
| 再平衡 | 月度 |
Risks & notes
· HK liquidity/FX/stamp-duty costs higher than US
· Shorter OOS window (from 2026)
Full whitepaper and monthly reports available in the reports section. Paper track record — not a registered fund.