Back to 100% long + New blog “Systematic Portfolios” in the oven...

Housekeeping

I will start a second blog for investors (“Systematic Portfolios”) soon (what ever that means, give it some time please ;-))

(No worries, this blog will stay. Thank you for your support!)

The new blog “Systematic Portfolios” will have 3-5 strategies, stuff like that (yes, you will get the buy and sell signals, if you are a paying subscriber of the blog). Costs are about 25$ a month (30% will go to P123).

Stuff like that (6 Week rebalance!) —>

+ an AI Factor Strategy I build on P123 (put all my heart into that one, I am pretty sure it will do well, but I am exploring the AI Factor, so let us see out of sample!).

+ I will point out to very interesting “out of the box” strategies and screens that come with a P123 (25$ a month) subscription and have a ton of positive out of sample time:

(If you want to know more, please book a demo here https://calendly.com/portfolio123meeting )

Market Timing for Investors —> will be based 100% on liquidity, so yearly calls instead of daily calls (I hear you :-)). But you also need to take drawdowns (2020 liquidity was up and we still had a 30% DD on the SPY!), so best is cost averaging into the systems…

I get a ton of questions from investors, the tell me “look, I do not have the time to follow you and you change your tape opinion too fast” and “I do not want to learn how to build strategies, just give me good strategies and give yearly outlooks on the hedge” and “I just want to cost average into strategies, otherwise just shut the hell up ;-)”.

The main reason for the new blog: get people to invest, light financial repression is in play and if you do not invest (best cost average), you will be run over by inflation. The upper class knows that: they have fertile land, gold, quality real estate and quality stocks, and they are out of bonds. They have everything that survives financial repression! And the middle-class fears volatility and listens to fear mongers that make their living with eyeballs. Heartbreaking! I am pretty sure I will not change that because fear sells better, but if I get a couple of 100 people to cost average (at least) into the SP500 that would be wonderful.

Small cap strategies:

I really thought about small cap strategies in the new blog, but it does not work, too many investors will kill them (liquidity constraints!) so I keep them as Designer Models in P123 and yes, all my small cap strategies will stay exclusive so subs do not fight over liquidity (and therefore they are expensive as hell, up to 1000$ a month). Believe me, I hate that, I would love to open small cap strategies to more subscribers, but I cannot control how much capital the subs put on them, so they have to be exclusive.

Therfore stuff like that will stay in the designer model area of P123!

https://www.portfolio123.com/app/r2g/summary?id=1738375

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Market Tape:

Hedges did not cost me much, which is good.

GEX and Network momentum (Quad 1 and 2 in control) look o.k., so long 100% again…

Breakout Momo Trades

TSLA Got in it after market hours (check X, post is there), sold into strength and back into it yesterday…

Got ridd of SOFI:

RUN, gee I hate Solar stocks, weak group…

EXPE, ok, not much damage taken, will probably set up again…

NCLH, mehh… (memo to myself: either sell into strength or wait until the stop is hit…)

PDD, that is what stop losses are for… (might set up again and then I miss it ;-))

MAG

Notable systematic trades on PFIE (damn they bought it out!):

Breakout statistics: 50% winners, 50% losers last 6 weeks, which points to a good market right now…

All right, have a great week!

All the best and best regards.

Andreas

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The information on from Andreas Himmelreich / QuantStrike and this video / blog is for information and discussion purposes only. It does not constitute a recommendation to purchase or sell any financial instruments or other products. Investment decisions should not be made with this video / blog, and one should consider the investment objectives or financial situation of any person or institution.

Investors should obtain advice based on their own individual circumstances from their own tax, financial, legal and other advisers about the risks and merits of any transaction before making an investment decision, and only make such decisions based on the investor’s own objectives, experience, and resources.

The information from Andreas Himmelreich / QuantStrike and this video / blog is based on generally available and paid information and, although obtained from sources believed to be reliable, its accuracy and completeness cannot be assured, and such information may be incomplete or condensed. All performance results are hypothetical and the result of back testing only. Out-of-sample performance may be different. No claim is made about future performance.

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