Criteria for stock selection – Quant Portfolios

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The criteria applied to the active Quant Portfolios

My new Quant Model Portfolios are all deriving their information from a Quantitative research platform that provides a daily list of top-ranked stocks to buy or sell, based on a comprehensive Quant Score. This score incorporates multiple factors, including valuation, growth, profitability, momentum, and earnings estimate revisions.

I take this information, filter it thru various criteria and come up with a list of Adds and Removals for the Quant Model Portfolios. This is done weekly.

Under each Model Portfolio description are the specific criteria. See here: Quant Alpha Weekly, Quant 30 and Quant Alpha’s – Legacy.

The criteria applied to the retired Portfolios

All of the Model Portfolios listed below were officially retired as of April 30, 2025. Each was launched in 2023 and consistently outperformed its respective benchmark by a significant margin during its active period. This effort served as a clear demonstration that Swing Trading can be profitable when executed with a systematic, unemotional approach.

The strategies behind these portfolios were vigorously backtested, confirming their viability before being put into practice. In my view, backtesting is essential to developing a strategy with true edge—and I believe the results validated that principle.

Over the course of this project, I managed four Monthly Model Portfolios:

Small Cap Discoveries
Mid Cap Flyers
CANSLIM Growth
Large Cap Stalwarts

In addition, I maintained a Bi-Weekly Model Portfolio called BI-Weekly Swings and a longer-term strategy portfolio, Quant Alpha’s. All buy and sell decisions were based on signals generated by software, following a strict set of screening criteria.

Each Portfolio update was generated by a screener that I had customized to give the picks. Each screener had its criteria backtested to verify the screener is providing Alpha.

BACKTESTS – Retired Portfolios

The selections come from a powerful commercially available software package that I have customized to produce market beating results. I have done a backtest all the way back to the year 2004 and verified a dramatic outperformance over a 19 year period. The software program provides an audit trial of the selections allowing me to verify that it is providing Alpha not just making it up.

See the Backtests for the Model Portfolios

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