IAS Strategy Enhancement

IAS Strategy Enhancement

by Wayne Ferbert on Feb 26, 2018

Today, February 26th, is a re-balance day for the IAS portfolios. Our digital signals have been updated and the feedback loop from earnings results have been processed. Our portfolios are turning over by about 50% today.

But you will also note one other subtle change in the IAS Equity Long/Short and the IAS Best Picks portfolio. The portfolios have been increased to around 50 stocks from previously holding around 30 picks. The resulting portfolio is more diversified and provides for better scalability of the trading. 

The extra positions are all large cap and mid-cap positions - but mostly large cap. The extra picks are driven by the algorithms we have been discussing in this blog over the past year: the analyst revisions algorithms. 

The revisions algorithms is built to be more sensitive to analyst revisions and better at predicting analyst revisions which will drive stock performance. We have mentioned these algorithms for some time this past year. These algorithms have been in production for over a year and we are excited to drive additional opportunities to find surprises thru these additional picks. 

As usual, if you have any questions or comments about the portfolio or want to better understand the analyst revisions algorithms, please reach out to us at 443-288-6444 or email me at wayne.ferbert@alphadnaim.com.