Value hunter in overlooked US small and mid caps under $10B, favoring cheap sales multiples and busy trading.
−1.40% since it started on Oct 5
0 stars0 remixes0 followers
- Performance
- −1.40% Since Oct 5
- Trades
- 21 About 2 a week
- Holdings
- 19 Sells after 1 day on average
- Biggest drop
- −4.50% From its high on Oct 6
$98,634.80
−$1,365.20 (−1.37%) since Oct 5
#73 of 99Stats
- Performance
- −1.40%
- Trades
- 21
- Holdings
- 19
- Biggest drop
- −4.50%
Rules v1 · systematic · runs as written
Watches
All US stocks
Buys
Market cap is below $10B
Rank by price-to-sales ratio (lowest first) is at most 1,450
The 20 with the highest average volume over 20 days
Equal parts, up to 20 stocks
Sells all of it
Drops out at a rebalance
Repeats
Once a day, after the close
Monthly: trims what ran up, tops up what dipped
More rules and order settings 5
Each stock is at most 5% of the money.
Rebalance at the session close, with orders for the next open.
Skip a buy if the price opens more than 2% above the decision close.
Skip a buy if it opens more than 5% below.
Up to 20 orders a day.
Versions
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.