Alpha Architect Merlyn.AI Best-of-Breed Core Momentum ETF
BOB
Chicago Board Options Exchange- -
USD
- -
- -
Capital Structure
FRC
•
in mil. unless spec.Working Capital
FRC
•
in mil. unless spec.Growth Rates
FRC
•
in mil. unless spec.Quarterly Revenue
FRC
•
in mil. unless spec.Quarterly Earnings Per Share
FRC
•
in mil. unless spec.Quarterly Dividends Per Share
FRC
•
in mil. unless spec.- Sector
- Financial Services
- Industry
- Asset Management
- Address
- United States of America
- IPO Date
- Jan 12, 2021
- Similar Companies
- Business
- Alpha Architect Merlyn.AI Best-of-Breed Core Momentum ETF (BOB), a series of the Alpha Architect ETF Trust, is an actively managed exchange-traded fund that employs a tactical momentum strategy to track the MAI Best-of-Breed Core Momentum Index before fees and expenses. The ETF holds a dynamically selected portfolio of three diverse giga-cap ETFs, each with assets under management exceeding $10 billion as of the selection date; these underlying ETFs span broad and divergent U.S. markets and are chosen monthly as momentum leaders during bull markets for a 100% equity allocation, automatically shifting to a defensive position of up to 100% in treasuries, bonds, gold, or similar assets during bear markets as signaled by the proprietary StormGuard indicator. This indicator assesses U.S. equity market conditions using price-trend, market momentum, value sentiment, and volatility metrics to trigger shifts, typically at month-end but potentially mid-month, incorporating advanced signal processing, adaptive tuning, fuzzy logic, and genetic algorithms under Temporal Portfolio Theory to enhance momentum signal clarity and risk management. The fund operates within the large blend category, targeting retail and institutional investors seeking tax-efficient tactical trading benefits via the ETF structure's in-kind exchange mechanism, which minimizes taxable events from monthly rebalancing; it emphasizes automated execution to allow focus on other priorities while aiming to deliver momentum-driven returns in bull phases and defensive preservation in bear phases, including potential black swan events. Launched in 2022 as part of Merlyn.AI Corporation's suite of tactical ETFs sponsored through a licensing partnership with SumGrowth Strategies, LLC for the underlying indices and advised by Empowered Funds, LLC (an affiliate of Alpha Architect, LLC), BOB continues active trading on the Cboe BZX Exchange amid recent liquidations of related Merlyn.AI ETFs such as DUDE and WIZ in November 2023 due to insufficient scale. Alpha Architect ETF Trust, founded in 2010 and headquartered in the Philadelphia suburbs of Havertown, Pennsylvania, manages the fund as a service-disabled and minority-owned firm with approximately $20 billion in total assets under formal advisement, including over $8 billion in Alpha Architect ETFs; no major acquisitions, funding rounds, or strategic expansions specific to BOB have been announced in the last 1-2 years, with operations focused on ongoing index tracking and portfolio reconstitution.