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Founders/Wagner Award Past Winners

All Winners:


  • 1st Place: Spencer Seggebruch, Multivariate Regression Analysis: Considering the Relevance of Past Performance
  • 2nd Place (Tie):Don Beasley, A Stock Basket Strategy in a Bullish Market Regime
  • 2rd Place (Tie) : Scott Juds, Investment Performance Improvement Utilizing Automated Polymorphic Momentum


  • 1st Place: Charlie Bilello and Michael Gayed, CFA, Lumber:  Worth Its Weight in Gold – Offense and Defense in Active Portfolio Management
  • 2nd Place: Nathan Faber, The Search for Crisis Alpha: Weathering the Storm using Relative Momentum
  • 3rd Place: , Andrew Gogerty, Momentum AND Diversification – A powerful risk-adjusted combination


  • 1st Place: Dave Walton, Know Your System! – Turning Data Mining from Bias to Benefit through System Parameter Permutation
  • 2nd Place: Arthur Grabovsky, Back to Black
  • 3rd Place: Michael Gayed, CFA, An Intermarket Approach to Tactical Risk Rotation Using the Signaling Power of Treasuries to Generate Alpha and Enhance Asset Allocation.  


  • 1st Place: David Klein, Equity Sector Rotation via Credit Relative Value
  • 2nd Place: Tony Cooper, Easy Volatility Investing
  • 3rd Place: Z. George Yang, Filtered Market Statistics and Technical Trading Rules


  • 1st Place: Gary Antonnaci, Momentum Success Factors
  • 2nd Place: Michael Hartmann, Short Term Alpha as a Predictor of Future Mutual Fund Performance
  • 3rd Place: Z. George Yang and Liang Zhong, Optimal Portfolio Strategy to Control Maximum Drawdown (The Case of Risk-based Active Management with Dynamic Asset Allocation)


  • 1st Place: Thomas Krawinkel, Buying Power – The Overlooked Success Factor
  • 2nd Place: Gary S. Antonacci, Optimal Momentum Investing
  • 3rd Place: Tony Cooper, Optimal Rotational Strategies Using Combined Technical and Fundamental Analysis


  • 1st Place: Tony Cooper, Alpha Generation and Risk Smoothing using Volatility of Volatility
  • 2nd Place: Z. George Yang, Ph.D., Buy-Write or Put-Write, An Active Portfolio to Strike it Right
  • 3rd Place: Bruce C. Greig, Alternative Overlay for a Traditional Managed Equity Portfolio


  • 1st Place: Justin Lent, Tactical Equity Allocation Model (T.E.A.M.): A Quantitative Approach for Investing in Long-Term Trends by using Short-Term Mean- Reversion Techniques to Optimize Risk-Adjusted Returns

Now Available: A public search feature to search all the NAAIM Founder/Wagner Award papers from the last eight years.  Users can request three papers at a time.

Find a Whitepaper Search Tool

Read Past Winners Success Stories