The following big cap strategy can be subscribed on P123 for 35$ a month.
https://www.portfolio123.com/app/r2g/summary?id=1757039
Out of sample performance so far:
Here is more information:
Works well in…
Quad 1-2 (as a trader)
Crossborder Capital points (simply watch the videos of CC on YouTube!) to higher liquidity for the year (as an investor with an o.k. stomach)
Be hedged (or better be in cash, if you can)
Quad 3-4
Crossborder Capital points to lower liquidity for the year (as an investor)
Here is the hedged version (20% TWM):
The system invests in the best growth stocks from the Nasdaq 100: the stock needs to be in the top 10% of the EPS estimate rate of change (last 4 weeks or last 8 weeks) —> e.g. one buy rule!
Sell rules (2): sorry proprietary!
Here is the ranking system:
Check it out!
If you want to test drive P123 here is a link: https://www.portfolio123.com/index.jsp?apc=judgetrade
All the best and best Regards
Andreas
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.
Investments in financial instruments or other products carry significant risk, including the possible total loss of the principal amount invested. Andreas Himmelreich / QuantStrike and this video / blog do not purport to identify all the risks or material considerations which may be associated with entering any transaction. Andreas Himmelreich / QuantStrike and this video / blog accepts no liability for any loss (whether direct, indirect or consequential) that may arise from any use of the information contained in or derived from Andreas Himmelreich / QuantStrike and this video / blog.
Curious to know how much overlap there is. And how they might interact together.
Looks solid now you got me curious what your self discipline is. Is this the same strategy that is running in the group book currently?