New rentable big cap trading system goes live today!
Update on the ETF Trades first:
GBTC: move stop to 58.55
GLD
Move stop to 217.50
Now, this big cap system goes live today:
https://www.portfolio123.com/app/r2g/summary?id=1765750
Here are some details:
Backtest by year:
Statistics:
50% Win rate, but winners are bigger than the losers on average.
The model buys the best 10 fundamentally ranked stocks out of the SP500 + have the best earnings estimates rate of change (up) during the last 13 weeks.
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)
So why do I publish those big cap systems? —> I will time them by the quads, so we get out of sample results on how to time strategies (that add alpha) with the Quads (that mitigate big drawdowns). The hedges will be probably only break even (yep, shorting is hard) or cost a bit of money, but the aim is to protect from the big drops.
Why is a strategy with a sharpe ratio of about 1 worthwhile? Because you trade in one of the the best Markets: USA —> Details here:
So, let’s see how it goes!
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.
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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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