Introducing Rel-Rand
The objective of this site is to provide proprietary and non-proprietary models portfolios that suit one’s purpose.
To begin with, introducing the Rel-Rand portfolio family. The objective of the portfolio is to beat the returns of its benchmark index by buying stocks that are showing strength and selling those that are showcasing weakness. In other words, this portfolio shall aim to hold stocks that are winning while cutting back on stocks that are losing.
The portfolio consists of 25 stocks with it being long all the time (No Shorts). Each month, on the last trading day, the system is run and stocks that have weakened over the look back period are removed and fresh ones added.
| General Info | |
| Inception Date | 31-12-2010 |
| Last Rebalance Date | 31-03-2015 |
| Rebalance Frequency | Monthly |
| Rebalance Method | Semi-Automatic |
| Benchmark | CNX 500 |
Link to the PDF file containing its historical performance.
While the 5 portfolio’s each showcase different returns, since the only difference between them is the order of ranks, we believe that over time, all of them will showcase similar returns.
The file will be next updated on 30th April 2015.
Month is quite a little time given for a stock to perfom.Churning monthly may not be good idea.It takes lot of time to select stocks at first place.
Sandeep,
Its true that a month is a short time to measure performance. But this system does not look at monthly performance but looks back much farther (not too far either since the idea is not to have too much of a delay).
The rotation is monthly to allow for stocks to be exited and fresh ones entered into.