Rebalance 05/12/2025

adding two more Strategy Books!

I will start publishing two more books this week. My aim is to document what is possible (with AI Factor and with traditional ranking systems) via Portfolio123.com.

Long night spent, let’s see how they do Out of sample.

This is early, we (the 4 Quant guys ;-)) are still working on implementation (Investable instrument via a Hedge Fund, shareable Live Strategy Books in the research group of this blog).

If you are interested is individualizing strategies and strategy books please contact Kurtis Hemmerling: https://x.com/Quant_Kurtis for consulting.

Here is the growth strategy I have been publishing since 01/31/25:

AI Actuals and Estimates Earnings Momentum (traditional ranking system inspired by AI Factor importance).

Here are the new ones, I will describe the strategy books in depth later, both work very well with a permanent 15% hedge position on TWM (long) —>

AI Big Caps Substack Start 05/12/2025 (pure AI Factor!)

AI Factor Small and Micro Cap Index 125 Stocks (pure AI Factor)

Please use the positions for ideas and deeper analysis for discretionary trading. If you want follow all trades make sure you only apply a small amount and be fine with fighting for liquidity.

Here are the links to the positions and trades (Cloud Files):