Rebalance 04/14/2025

Heads up for our research group in Portfolio123.com https://www.portfolio123.com/app/group/348/data/PTF —>

Some examples from Strategies out of the Research Group (you can follow the trades of the strategies!).

S&P500 AI Factor Strategy 10 Stocks:

S&P500 AI Factor Strategy 20 Stocks:

AI Factor Strategy on Small Caps (200 Stocks):

Also I am working on highly capacity constrained micro-small cap strategies (with the help of deepseek now, deepseek helping with the tuning of hyperparameters of the ML Algo, feature selection, analysis on why it may work OOS, feature importance interpretation, buy and sell rules etc.), stuff like that pops up (still in the research phase, I keep you posted). Predictor was trained from 2004-2019 (e.g. the ML has not seen this data) —>

In the traditional space (without AI Factor) we are pushing this project for long term investors:

OOS (a couple of months) is stellar so far:

Here is the Rebalance 04/14/2025 —>

Cap Curve (SIM 6 Months) for context:

Live Trading so far:

Here is the rebalance data: