Largecap Returns

Description

Large caps above $5B. Names are ranked on both model heads (positive and volatility) together with price against analyst target and analyst rating. Holds up to 5 names for 12 to 28 days, with a 20% stop-loss on every position.

Strategy

Equal capital is invested in every stock recommendation. Recommendations are published a few hours before the open, and each one is placed as a market order with a 20% stop-loss attached, so buys and sells fill at the opening price. If the price touches the stop during the day, the position is sold there, at 80% of its entry price. Positions are held for 12 to 28 days. Reported returns are measured from those opening prices and include every stop-loss exit.