The Model Portfolio Quant Alpha’s was updated this morning. A new Add was made. In addition, a new Remove was triggered by the Quant system. All prices are as of 01/24/2024. A total of 22 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 or 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 – PTVE – Pactiv Evergreen Inc.
Remove – EXTR
Since the last update several weeks ago, this Portfolio has maintained its wide outperformance against the ETF benchmark, EQAL. The Portfolio is up over 43% for 2023-2024.
Standout performers in the Portfolio include SMCI up 330% since its addition on 4/14/23, POWL up 47% since its addition on 5/12/23 and ANF up 103% since its addition on 10/18/23.
Quant Alpha’s Portfolio details here
Model Portfolio Performance 12-31-2022 to 01-24-2024
| Small Cap Discoveries | 27.70% |
| IJR (Small Cap benchmark) | 11.02% |
| CANSLIM Growth | 33.33% |
| IJR (Small Cap benchmark) | 11.02% |
| Mid Cap Flyers | 17.76% |
| MDY (Mid Cap Benchmark) | 13.10% |
| Large Cap Stalwarts | 13.59% |
| RSP (Large Cap benchmark) | 10.38% |
| BI-Weekly Swings | 46.39% |
| BSMAX ( Russell Small/Mid-Cap Index Fund) | 12.91% |
| Quant Alpha’s | 43.31% |
| EQAL (Russell 1000 Equal Weight ETF) | 7.21% |
Backtests for the Five Model Portfolios
The Quant criteria this update added PTVE, a consumer cyclical stock. Removed was EXTR. The Portfolio continues to do very well, smashing its benchmark EQAL by 36% since the Portfolio went live in April of 2023.
All content on this site is for informational purposes only and does not constitute financial advice. Consult relevant financial professionals in your country of residence to get personalized advice before you make any trading or investing decisions. Disclaimer
Position Trader 
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