Category Archives: Systems-Aggressive

Aggressive

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)

Aggressive Gets Aggressive Again

February 16, 2008 – 5:35 pm

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)

Aggressive Moves … To Cash?

January 18, 2008 – 7:57 pm

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)

Tracking Portfolios at Year-End 2007

December 31, 2007 – 6:59 pm

Trades in these systems are tracked live, with moves and analysis announced before action is taken, and the systems are mechanical in nature. Returns for each system are reviewed in a staggered, four-week schedule. This year-end post will serve as a benchmark for 2008 system performance.
Information on these systems is as […]

By Bill Rempel | Also posted in Systems-Fundamental, Systems-Rotational, Systems-Timing | Comments (0)

Aggressive

December 22, 2007 – 6:04 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 (2)