Free systematic mid and big cap portfolios...

The blog for systematic investing (not trading!) is still in process, I will keep you posted!

I put those models to free (no additional cost if you have a subscription to P123, lowest tier 25$ subscription (monthly, yearly billed) is enough to get them!):

https://www.portfolio123.com/app/r2g/summary?id=1765750 (Cost was 35$ or so, I trade other models, so I set it free ;-))

They popped today, cap chart is from yesterday —>

Same here:

https://www.portfolio123.com/app/r2g/summary?id=1757039

Both above strategies —> careful, this is high beta stuff, mix them in a book and give 20-30% weighting altogether (not higher) and maybe cost average into them!

Free Screen:

https://www.portfolio123.com/app/screen/summary/301565?st=0&mt=1

Backtest of the screen (4 week rebalance!):

This free models are in the pipeline (they need 3 Months out of sample before they go live):

I can share above model (6 week rebalance!) before the incubation time is over (including the logic), for that please book a 1:1 Zoom Call here —> https://calendly.com/portfolio123meeting

Why the call? It is a really nice model to learn how to design mid and big cap models with P123 (hint: it captures everything about cap size and earnings estimates on the stocks and subindustry level, no price momentum is included + it avoids value traps!).

The model also works well on the SP500 Universe (with one parameter change), again talk to me and I will share it with you.

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The free (again behind the min. 25$ paywall of P123) models from P123 I like the best are the following:

https://www.portfolio123.com/app/investment/add-new?browse=1&t=STOCK_STRATEGY&pid=1503605

Nice for a conservative cost average investor:

And the Buffett Strategy from Marc:

https://www.portfolio123.com/app/r2g/summary?id=1039193

Nice for a conservative cost average investors too (out of sample since 2013!):

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Non free small cap models:

This small cap model is live now (max. Portfolio Size 300-400k, this stuff is not very liquid, but tradable in an account that size)!

https://www.portfolio123.com/app/r2g/summary?id=1795028

A similar model, but with a bit (!) more liquidity will go live in 13 Days…

And three more are in the 90 Day pipeline, here is an example with 50 Stocks, that scales up to 1 million (maybe 2 million) AUM. If you manage money, contact me, this model also works with 200 Stocks or even 400 Stocks on the North Atlantic Universe (US, Canada, EU + UK). Yes, less performance, but cap curve still looks good.

All right, here you have it!

All the best and best regards.

Andreas

P.S. —> Disclosure: I am a fellow of P123 and I do consulting work for P123.

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, 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.