Rules of Engagement
Holds up to 14 positions at 7.14% of capital per position. Rotates weekly based on Friday’s close. Stocks are bought when ranked 14th or higher, and sold when ranked 22nd or lower. A maximum of 3 stocks can be held from any one sector. When the market regime filter is negative, a stock needs a ranking score of 81 or higher to be held.
Latest Rankings and Signals
Current Smart Beta Weightings
Performance EXCLUDING Smart Beta Strategy