Portfolio Management Strategy

This strategy based on stocks of S&P 500 Index. The characteristics are:

  • undervalued stocks estimation;
  • long-only trades;
  • capital scalability;
  • no leveraged;
  • returns reinvested.

The algorithm strongly outperforms the market over 14 years and able to operate within wide range of initial capital. Commission and slippage included. This strategy had a low drawdown even in crisis of 2007-2009 years.

Backtesting

Initial capital = $10 000 project name
Initial capital = $10 000 000 project name