Rebalance 04/28/2025

Spring is coming in Germany, and we have another rebalance :-)

Here is a video about how we will approach the small cap AI Factor Systems, I cannot publish them here, because they would be run over (liquidity capacity is limited):

https://x.com/GfI_Himmelreich/status/1915740686810276044

If you are interested in renting one exclusively, please DM us (me or Kurtis), we will transfer one you select to a designer model for you: https://www.portfolio123.com/app/r2g/summary?id=1822627

Let us look at the cap curves of the AI Factor systems that run live in our research group: if you are a paying member of this blog, I add you to the group: https://www.portfolio123.com/app/group/348/data/PTF
(please make sure you use the same email address here and in P123).

No, the AI systems of the group cannot be copied, and they cannot be put into strategy books (the traditional system in the group can be copied!).

You can follow them; see OOS Live Trading Performance and you can follow the trades (all Live Strategies, they will update automatically!). The key is here that we get more and more experience in how AI Factor models do in real time. In the future, we will get more functionality on research groups.

Give us a call here if you are interested in the AI Factor Subscription: https://calendly.com/portfolio123meeting

https://www.portfolio123.com/port_summary.jsp?portid=1835644

https://www.portfolio123.com/port_summary.jsp?portid=1838369

https://www.portfolio123.com/port_summary.jsp?portid=1838367

https://www.portfolio123.com/port_summary.jsp?portid=1827791

https://www.portfolio123.com/port_summary.jsp?portid=1842807

Here is the rebalance of the system book I publish on this substack (gee, finally it shows some life!):

OOS Live so far:

Market: Quad Screen shows Quad 1-2 (e.g., Risk on): 7 out of 7 Risk on ETFs are in play —> positive Network Momentum.

Here is the rebalance of this week (all portfolio positions and trades):