The Model Portfolio Quant Alpha’s was updated this morning. A new Add was made. A new Remove was made. All prices are as of 03/06/2024. 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 – BLBD Blue Bird Corporation
Remove – ACLS
Since the last update several weeks ago, this Portfolio has maintained its wide outperformance against the ETF benchmark, EQAL. The Portfolio is up over 117% for 2023-2024 and beats its benchmark by 106%.
Standout performers in the Portfolio include SMCI up 930% since its addition on 4/14/23, POWL up 203% since its addition on 5/12/23 and ANF up 168% since its addition on 10/18/23.
Quant Alpha’s Portfolio details here
Model Portfolio Performance 12-31-2022 to 03-06-2024
| Small Cap Discoveries | 44.28% |
| IJR (Small Cap benchmark) | 13.33% |
| CANSLIM Growth | 36.41% |
| IJR (Small Cap benchmark) | 13.33% |
| Mid Cap Flyers | 19.13% |
| MDY (Mid Cap Benchmark) | 21.39% |
| Large Cap Stalwarts | 22.98% |
| RSP (Large Cap benchmark) | 16.40% |
| BI-Weekly Swings | 57.46% |
| BSMAX ( Russell Small/Mid-Cap Index Fund) | 19.47% |
| Quant Alpha’s | 117.55% |
| EQAL (Russell 1000 Equal Weight ETF) | 11.36% |
Backtests for the Five Model Portfolios
The Quant Alpha Model Portfolio Added BLBD, a Consumer Cyclical company in this update. ACLS received a Remove signal from the software and was removed from the Model Portfolio. The Portfolio continues to crush its benchmark by over 100% since the beginning of 2023. Lead by outperformer SMCI, up 930% since it was added on 4/14/23, the Portfolio is up 117% since the beginning 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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