Live Track Record Since 2016

The Power of
Consensus Investing

The iQUANT Greatest Hits Model selects the top 10 stocks favored by multiple independent models. Historically, this approach has resulted in an Alpha of 10.60 and significantly reduced market sensitivity.

10-Year CAGR 19.40% vs 14.63% S&P 500
Alpha 10.60 Excess Return
Down Capture 0.53 Low Sensitivity
Sharpe Ratio 1.29 vs 0.73 S&P 500

Investment Objective

The iQUANT.pro Greatest Hits Model is based on the premise that if a stock is selected by multiple (and independent) models, it may possess robust characteristics that increase the probability of positive future returns. We seek to generate long-term returns in excess of the S&P 500 Index with a global portfolio of all-cap stocks. Designed for direct implementation, this strategy offers an efficient alternative to third-party money managers.

Live Performance History

Download Fact Sheet
Growth Chart

Risk Metrics

Sharpe Ratio1.29
Beta0.77
Alpha10.60
Up Capture1.02
Down Capture0.53

Annualized Returns

Inception CAGR20.55%
10 Year19.40%
5 Year19.76%
3 Year19.82%
Best 1-Year68.37%

Consistency

Win Rate (Years)91.67%
Positive Months402
Avg Gain12.95%
Avg Loss-9.08%
Batting Avg68.48%

Methodology

The Investment Process

01

Universe Selection

We begin with a starting universe of all iQUANT.pro quarterly models that are not sector-specific. This ensures a broad, diversified pool of high-potential candidates.

02

Consensus Filtering

We identify and select the ten stocks that appear in the most models simultaneously. In the event of a tie, we select the stock with the highest average rank per model.

03

Quarterly Reconstitution

The model reconstitutes every February, May, August, and November. This disciplined schedule ensures the portfolio adapts to changing market leadership.

A Strategic Pair:
Risk On / Risk Off

Many advisors pair the Greatest Hits model with our All Assets Risk On/Risk Off Rotation model. While the Greatest Hits model targets Alpha, the Rotation model seeks to provide stability.

  • Zero Negative Years (Historical):  The model has posted positive returns in every calendar year since 2002.
  • Historical Max Drawdown:  Just -11.24% (vs deep market corrections).
  • Historical Down Capture:  0.30.

Comparative Performance

Why They May Work Together

Greatest Hits (Growth)19.40% CAGR
Rotation Model (Defense)Zero Losing Years (Historically)
"The combination is designed to offer high upside capture with a historic downside protection during downturns."

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All iQUANT models can be found on the Model Finder page.

Important Disclaimer: iQUANT.pro is a publisher of financial news and opinions and is not a registered investment advisor, securities broker-dealer, or a commodity trading advisor. The information provided is for educational and informational purposes only and does not constitute investment advice or an offer to sell or a solicitation of an offer to buy any securities.

The performance results shown represent the performance of the iQUANT Greatest Hits Model and/or All Assets Risk On/Risk Off Rotation Model. These returns are hypothetical or model-based and do not reflect the performance of actual client accounts. Model performance has inherent limitations, as it does not reflect actual trading and may not account for the impact of liquidity, spreads, or other market factors. Returns are presented gross of fees and transaction costs, which would reduce actual returns. Past performance is not indicative of future results. Investments involve risk, including the possible loss of principal.

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