Systematic Strategies · Rules-Based

Rules-based strategies.Proven returns.

No discretionary calls. No anxiety. Just rules and rebalances.

Why This Works

Why I invest systematically

Rules remove emotion. Data removes guesswork. Over 20–40 years of US market data, simple rules-based strategies have consistently beaten discretionary stock picking and the S&P 500. I've seen it in the research and I've seen it in my own capital.

Growth of $100,000 (2006–2025)

20-Year Backtest
● Momentum 21.7% CAGR — $5.05M (50.5x) ● S&P 500 ~10.9% CAGR — $747K (7.5x)
$5.05M
Momentum
$747K
S&P 500
0.95
Sharpe Ratio
85%
Win Rate
01

Rank the universe

Each strategy ranks thousands of stocks using quantitative metrics — value ratios, momentum signals, or both.

02

Select the top 10–25

The highest-ranked stocks are selected. Equal weight. No discretion. The rules decide, not emotions.

03

Rebalance at your pace

When you're ready, repeat the process. Sell the old, buy the new. Annually is recommended — monthly is more effective if your tax regime allows it.

How to use it

1.

Pick one or more strategies. Value, Momentum + Value, or Momentum. Or run all three for better diversification.

2.

See today's ranked stocks. The system ranks thousands of stocks daily using live market data. Pick your top 10–25.

3.

Buy when you're ready. In your own broker (IBKR, any broker), equal weight. There's no fixed date — you decide when to act.

4.

Rebalance at your own pace. Check back when you want to rotate. Annually is recommended. The data is always there.

5.

The system does the thinking. You just execute. No research, no analysis, no second-guessing.

How many stocks should you hold?

I recommend a minimum of 10 stocks per strategy. That's where diversification starts to meaningfully reduce single-stock risk while still capturing the momentum or value signal.

For larger portfolios, 25 stocks is optimal. My backtests show the Sharpe ratio peaks at 25 — beyond that, you dilute the factor exposure.

Minimum
10 stocks
Good diversification
Recommended
25 stocks
Optimal Sharpe ratio
Too few
<5 stocks
Concentrated risk
“The strategy that works best is the one you can stick with. Rules-based systems remove the hardest part of investing: yourself.”
— James O'Shaughnessy, What Works on Wall Street

The Three Strategies

How each strategy works

Value Strategy — 18.61% CAGR

A systematic approach to finding undervalued stocks. The strategy ranks the entire market using a proprietary composite of fundamental value metrics, then selects the cheapest stocks. No discretion. Rebalance annually.

Sector and quality filters remove stocks where the valuation metrics aren't meaningful, ensuring a clean universe of investable companies.

The exact ranking formula, filters, and market cap thresholds are available to Pro members.

Run strategy →

Momentum + Value — 21.19% CAGR

Combines two of the strongest factors in finance — value and momentum. First, the system identifies the cheapest stocks using the Value composite. Then, within that group, it ranks by price momentum and selects the top performers.

You're buying cheap stocks that are already moving up — avoiding value traps while capturing upside momentum.

The exact momentum window, value decile, and filter parameters are available to Pro members.

Run strategy →

Intermediate Momentum — 21.7% CAGR

Based on peer-reviewed academic research. Unlike short-term momentum (which tends to reverse), this strategy targets an intermediate momentum window that has persisted across decades and geographies.

The strategy focuses on larger, more liquid stocks — closely matching the universe where the original research was conducted.

The exact momentum calculation, lookback periods, and market cap filters are available to Pro members.

$5.05M
$100K → 20 years
0.95
Sharpe Ratio
85%
Win Rate (17/20 yrs)
Run strategy →

Why I run all three

Running all three lowers my overall portfolio variance and improves the Sharpe ratio. Value and momentum are negatively correlated — when one underperforms, the other picks up the slack. Combining them smooths out returns and makes the portfolio easier to hold through drawdowns.

That's the beauty of systematic investing: I don't need to think, analyse, or second-guess. The rules run themselves. I run all three with real capital, and the systematic side requires almost zero time — just one rebalance per year.

Monthly rebalance is more effective

My backtests show that monthly rebalance outperforms annual by ~3–3.5% CAGR, with significantly lower drawdowns (−18% vs −30%). The momentum signal decays over time — refreshing it monthly captures more of the effect.

The catch: more frequent rebalancing means higher turnover, which triggers short-term capital gains tax in many jurisdictions. If short-term gains are taxed higher than long-term (e.g. the US), the tax drag can eat most of the extra return.

Rule of thumb: same tax rate for both? Monthly is clearly better. Higher short-term rate? Annual may win after tax. Choose based on your tax regime.

Pricing

Free to explore. Pro to deploy.

See 3 stocks for free. Go Pro for the full system.

The alternative costs more.

Similar services: $1,000–2,000/year. Financial advisor: 1% AUM. Bivar Capital: $39/month. Cancel anytime.