The Large-Cap Alpha strategy focuses on long positions in stocks with a market cap greater than $10 billion. This system uses a proprietary 4 level scanner comprising technical, fundamental and factor-based quantitative analysis.  Positions are typically held for 6 to 15 months.  Approximately four percent of capital is allocated to each trade.

Summary of Benefits

• Diversified across approximately 25 stocks when fully allocated to reduce single stock and single sector risk.
• Follows well defined exit rules to close positions when triggered, which increases the probability of preserving capital and a high percentage of the gains during periods of high volatility.

Sophisticated analysis comprising technical, fundamental and factor-based quantitative analysis

• Identify stocks that have moved into high probability technical setups, including:
  • Accumulation and distribution
  • Relative strength
  • Momentum
  • Candlesticks
  • Support & Resistance
• Identify stocks with strong fundamentals, including:
  • Sales growth
  • Earnings growth
  • Pre-tax profit
  • Return on equity
• Factor-based quantitative screen to identify stocks with the following:
  • Have high probability of making an upward move
  • Have high probability that the magnitude of the move will be significant

To view the fact sheet for this strategy please go here.
To view the performance for this strategy please go here.