Harvesting momentum and low vol factor returns, from mid and small cap universe, using a systematic rules based strategy.
Investment Rationale
AlphaBets is a system based (non-discretionary) portfolio which enables long term wealth creation by picking stocks that are moving up (momentum) consistently (low volatility).
- Based on research that shows that low volatile winners that move up consistently beat high volatile short term winners over the long run
- Portfolio has beaten benchmark in back tests and live tests.
- It is rebalanced every week to minimize impact of volatile down movement
- Unutilized cash is kept in liquidbees
smallcase is played out