Market Neutral Portfolio
Ypa Market Neutral Portfolio is a multi-model strategy designed to manage assets over $65k with a theoretical zero exposition to market trends. There are 25 holdings: 24 U.S. stocks and one inverse ETF on a benchmark index. There is no short selling. The strategy can be executed with or without leverage. The portfolio is diversified in at least 2 defensive sectors and 2 cyclical sectors of the GICS classification, with at least 10 stocks in defensive sectors. It holds at least 14 large caps (S&P 500 companies). Other stocks are in the Russell 3000 index, with a filter on liquidity. Up to 4 positions may be in cash at some points in time. Stocks are chosen using quantitative rankings based on fundamental factors. The portfolio was designed taking into account market cycles theory, the relevance of different fundamental factors in different sectors, and backtests since 1999. This is not a guarantee for future returns. We can just guarantee that a diversified portfolio selecting stocks among the best ones according to fundamental factors has a good probability to beat the index on the long term. Investors must be aware that a market neutral portfolio has a different behavior than a normal portfolio: it often underperforms the index in a bullish market, and can even go down for a while when the broad market is rising. It can be frustrating for investors who don't understand the long-term vision of this kind of strategy. If you prefer bullish strategies, the Growth Newsletter is better for you.
This is a follow-up of our portfolio for informational purposes. It's not a recommendation to buy or sell securities. We are not RIA and cannot provide investment advice. If you have a doubt, please consult a registered advisor.
YPA Market Neutral Newsletter: 87 USD / month*
*Recurring billing by credit card or Paypal. Plus tax if your billing address is located in the European Union, Switzerland, Norway or specific locations in the U.S. (NY, NC, CT, Broomfield County CO). You can stop it at any time. The address is for tax compliance purposes, there is no physical mail or delivery.
Newsletter sent by email the
1st day of every week. We publish holdings of our best high liquidity
strategies. Some of them may be
temporarily in cash if it is required by the strategy. The
newsletter also contains a set of market timing indicators and a short
You can end your subscription at any time.
This is a follow-up newsletter about our portfolio, not investment advice. It's not a recommendation to buy or sell securities on any jurisdiction. Every subscriber is free to use it in any way for personal purpose except disseminating included information. A subscriber may copy us if he/she wants to copy our performance, another may just put our list on the radar for his/her style of trading. As a financially aware and responsible investor, you are WELCOME in our community. We just wish to avoid having as subscribers people who are irresponsible, impatient, or who think that we have reduced the risk to zero. There is a risk: past performance is never a guarantee for the future. We are not certified advisors. We provide an opinion about the market and you are responsible for your investments.
Contact and support: firstname.lastname@example.org