The probationary Portfolio Quant Alpha’s was updated this morning. A new Add was made. All prices are as of 11/15/2023. A total of 20 stocks are in the Portfolio now.
This Portfolio uses Quant scores as the chief factor in adding and removing stocks. Other criteria is used to limit the scope of the stocks to be considered. The criteria is shown below.
- No Micro-Cap stocks.
- High liquidity.
- USA and Canada headquartered only stocks.
- Twice a month I will add to the Portfolio.
- I will not use subjective criteria for Stock selection.
- When a Remove signal is received, I will remove 100% of that stock, not a portion.
- I will not add any stocks that are Airlines, crypto related, BioTech or Mega Cap..
- You can expect that eventually 30 to 35 stocks will be in the Portfolio.
- The holding period is expected to range from 9 months to 2 years.
Add – MHO – M/I Homes
Since the last update two weeks ago, this Portfolio has maintained its wide outperformance against the ETF benchmark, EQAL. The Portfolio continues to be up over 22% for 2023.
Standout performers in the Portfolio include SMCI up 163% since its addition on 4/14/23, POWL up 58% since its addition on 5/12/23 and ANF up 38% since its addition on 10/18/23.
Quant Alpha’s Portfolio details here
Quant Alpha’s Performance this year to 11-15-2023
| Quant Alpha’s | +22.6% |
| EQAL – Invesco Russell 1000 Equal Weight ETF | +0.5% |
Backtests for the Four Model Portfolios
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Position Trader 
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