iQ Greatest Hits Model
Investment Objective
The iQ Greatest Hits Model seeks long-term capital appreciation in excess of the S&P 1500 Index by holding the 10 stocks that appear most frequently across iQUANT.pro's full suite of independent quarterly models. The premise is straightforward: a stock selected by multiple unrelated models — each with its own distinct factor logic — has demonstrated appeal across more dimensions than a stock picked by just one (or not at all).
Investment Process
Each quarter, the iQ Greatest Hits Model runs every non-sector-specific iQUANT.pro quarterly stock model simultaneously.
The 10 stocks appearing across the most models are selected. Ties are broken by highest average rank per model. The Model selects exactly 10 stocks, reconstituted every February, May, August, and November.
Potential Benefits
The logic here is simple and compelling. Each of the models approaches stock selection from a different angle — some favor value, some momentum, some dividend growth, some buybacks, some defensive characteristics. When a stock surfaces independently across many of these models simultaneously, it is not a coincidence. It means that stock is scoring well on valuation, and on momentum, and on capital efficiency, and on earnings quality — across frameworks that were never designed to agree with each other. That multi-dimensional validation is a stronger foundation for a high-conviction position than any single model's output alone.
The breadth of the starting universe — nearly 30 models spanning all caps, styles, and approaches — means the 10 final selections are genuinely battle-tested. This is also iQUANT's most widely utilized all-cap model, reflecting the intuitive appeal of a strategy that asks simply: what does the collective wisdom of every model we run agree on?
Potential Risks: Concentrating in 10 stocks means individual position events can move the portfolio materially. Because the selection process favors stocks appearing across multiple models, the portfolio may develop unintended factor or sector concentrations when broad market conditions cause many models to converge on the same names simultaneously. In fast-moving markets, the seasonal quarter reconstitution may leave the portfolio holding consensus names that have already peaked in their cross-model popularity.