Custom Strategy (Horizon with less risk)

  • Long-Only Equal Weight Portfolio of 15 Stocks selected by:

    • Top 750 Stocks by Market Cap

    • Piotroski F-Score > 6

    • Beta to SPY < 1.2

    And Horizon’s Logic;

    Rebalanced every 3 weeks.


Strategy Performance vs. SPY last 200 trading days


Signal Sigma Strategies

 
Asset Class Analysis :
Sectors Analysis :
Factors Analysis: