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ALGORITHMIC QUALITY · GROWTH LIVE

Quality × Growth

A quality strategy that buys financially strong companies (solid fundamentals, low debt and healthy growth) and holds a focused basket of US stocks, refreshed twice a year.

Growth of $100

What $100 would have become. The dashed line marks the live-trading start.

Current portfolio

Equal-weight, rebalanced twice a year. Growth is each stock's price change since the last rebalance (its entry into the portfolio).

Monthly returns (%)

Plain rows are the backtested model; LIVE rows are live trading. Live won't match the model exactly: real costs, execution timing, and a gradual start.

How it works

The strategy ranks US companies on quality, financial strength and reasonable valuation, then holds a focused, equal-weighted basket. The selection is recomputed twice a year from the latest published company accounts and rebuilt automatically, with no discretion.

Strong fundamentals
Only profitable companies with solid, improving fundamentals make the shortlist. Weak or deteriorating balance sheets are filtered out before anything else.
Low debt, healthy growth
Among quality names, the strategy favours low-debt companies with healthy growth, trading at a sensible price.
Focused & protected
The basket is concentrated and equal-weighted. A per-position protective stop limits the damage from any single holding between rebalances.

The exact selection rules are the result of years of research and walk-forward validation, and are kept private.

Important disclaimers

Backtest vs live. Left of the dashed line, the curve is a simulation on historical company and price data with cost assumptions. It is a model, not a track record. Right of the dashed line is live trading, and live results differ from the model and will keep differing.

Concentration risk. This is a focused basket of individual stocks. A single holding can fall sharply and weigh heavily on the portfolio. You can lose a substantial part of your investment.

Not investment advice. Past performance does not guarantee future results. The holdings shown are for transparency, not a recommendation. Do your own research and never invest money you cannot afford to lose.