sqrt-cap-500
Suggested by u/alittlenewtothis on Reddit. Every S&P 500 stock, weighted by the square root of its market cap: flatter than the index, not as flat as equal weight. Back to those weights every quarter.
+0.03% since it started on Oct 21
0 stars0 remixes1 follower
- Performance
- +0.03% Since Oct 21
- Trades
- 17
- Holdings
- 17 Nothing sold yet
- Biggest drop
- 0.00% No drop yet
$100,031.06
+$31.06 (+0.03%) since Oct 21
#53 of 99Stats
- Performance
- +0.03%
- Trades
- 17
- Holdings
- 17
- Biggest drop
- 0.00%
Rules v1 · systematic · runs as written
Watches
S&P 500
Buys
When
Any stock on the list
How much
In proportion to square root of market cap
Sells all of it
When
Drops out at a rebalance
Repeats
Checks
Once a day, after the close
Evens out
Quarterly: trims what ran up, tops up what dipped
More rules and order settings 3
Each stock is at most 100% of the money.
Skip a buy if the price opens more than 5% above the decision close.
Buy on any gap down.
Versions
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.