Category Archives: Systems-Aggressive

Aggressive

It’s A Tough Time To Be Aggressive

July 6, 2008 – 10:34 am

In its initial version, Aggressive was an equal-weighted portfolio derived from two different quantitative stock screens, based on companies that trade on U.S. exchanges. Each screen produced an exceptional trading plan by itself, but when the two were combined, the volatility of returns was reduced without much degradation of total returns. This was because their […]

By Bill Rempel | Also posted in My Trades | Comments (0)

Aggressive Portfolio Update

June 8, 2008 – 6:00 am

In its initial version, Aggressive was an equal-weighted portfolio derived from two different quantitative stock screens, based on companies that trade on U.S. exchanges. Each screen produced an exceptional trading plan by itself, but when the two were combined, the volatility of returns was reduced without much degradation of total returns. This was because their […]

By Bill Rempel | Comments (0)

Aggressive, Simplified

May 11, 2008 – 6:49 am

In its initial version, Aggressive was an equal-weighted portfolio derived from two different quantitative stock screens, based on companies that trade on U.S. exchanges. Each screen produced an exceptional trading plan by itself, but when the two were combined, the volatility of returns was reduced without much degradation of total returns. This was because their […]

By Bill Rempel | Comments (0)

Aggressive Portfolio Up 5.87% in Last Four Weeks

April 12, 2008 – 5:37 am

Aggressive is an equal-weighted portfolio derived from two different quantitative stock screens, based on companies that trade on U.S. exchanges. Each screen produces an exceptional trading plan by itself, but when the two are combined, the volatility of returns is reduced without much degradation of total returns. This is because their backtested, detrended equity curves […]

By Bill Rempel | Comments (3)

Getting More Aggressive

March 15, 2008 – 6:31 am

Aggressive is an equal-weighted portfolio derived from two different quantitative stock screens, based on companies that trade on U.S. exchanges. Each screen produces an exceptional trading plan by itself, but when the two are combined, the volatility of returns is reduced without much degradation of total returns. This is because their backtested, detrended equity curves […]

By Bill Rempel | Comments (0)