Quant Portfolio Crushed Skulls Again This Week

For the week, my systematic portfolio crushed helmets and skulls, higher by 0.61%, outpacing the tepid SPY by 70bps. I think I’v demonstrated over and over again that my quantitative method is much better. Now it’s time to reduce the churn and build a quant portfolio for longer durations.

For this week, I was directed into mega caps, just a handful of them, with a TLT/GLD hedge.

Timing could not be better, since I am interested in winding down my operations heading into 2018.