The Model Portfolio Quant Alpha’s was updated this morning. A new Add was made. All prices are as of 02/07/2024. A total of 23 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 – TPG – TPG Inc.
Since the last update several weeks ago, this Portfolio has maintained its wide outperformance against the ETF benchmark, EQAL. The Portfolio is up over 72% for 2023-2024 and beats its benchmark by 64%.
Standout performers in the Portfolio include SMCI up 526% since its addition on 4/14/23, POWL up 147% since its addition on 5/12/23 and ANF up 106% since its addition on 10/18/23.
Quant Alpha’s Portfolio details here
Model Portfolio Performance 12-31-2022 to 02-07-2024
| Small Cap Discoveries | 25.63% |
| IJR (Small Cap benchmark) | 9.17% |
| CANSLIM Growth | 32.94% |
| IJR (Small Cap benchmark) | 9.17% |
| Mid Cap Flyers | 17.87% |
| MDY (Mid Cap Benchmark) | 13.94% |
| Large Cap Stalwarts | 17.97% |
| RSP (Large Cap benchmark) | 12.13% |
| BI-Weekly Swings | 44.58% |
| BSMAX ( Russell Small/Mid-Cap Index Fund) | 13.06% |
| Quant Alpha’s | 72.63% |
| EQAL (Russell 1000 Equal Weight ETF) | 7.73% |
Backtests for the Five Model Portfolios
The Quant Alpha Model Portfolio has had a very good last couple of weeks. Its star performer, SMCI, has exploded to the upside with a favorable earnings report fueling its rise. Some may say that this positive outlier is just blind luck, but I believe this is just an product of the Quant system identifying a promising stock that is reasonably priced and selecting that stock long before others notice its potential.
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 
You must be logged in to post a comment.