Comprehensive US stock market analysis (UP or LONG)
SKU:
$100.00
$100.00
per item
A comprehensive, quantitative analysis of the US stock market to find the optimal long portfolios.
It is performed after market close based on a year of historical data. It checks ~10,000 US tickers that trade, finds those that pass data validation (~3,000), then searches through centillions of portfolio combinations (~10^1000) to find the optimal US-listed common stock portfolio to buy and hold.
It takes us a few hours to run the analysis on our powerful in-house server using our proprietary software platform and code, accessing a full set of premium, market data services from Intrinio with every run.
Finally, we then spend a few minutes reviewing the results and pulling them together into an email or data drop for you.
The optimal US-listed common stock portfolio is one the largest difference between expected returns and historical risk. It should perform better than a passive US equity index fund such as the famous 500, technology 100 or small cap 2000.
We invented the Chicago Quantum Net Score and wrote the code to determine the best way to do this. We released the ideas into the public domain before COVID via three arXiv articles and have been cited numerous times in other academic works. The logic still holds.
We don't like the idea of giving a potential investor only one option as it could cause crowding into a specific portfolio. Therefore, we give clients the top 25 portfolios in order of their Chicago Quantum Net Score. We also provide a spreadsheet with summary statistics for all stocks that passed data validation.
We also provide other interesting statistics about the stocks we analyzed that are produced by our model (see list).
How does this work for investors?
The optimal portfolio, if things continue as they were, is expected to outperform the US equity market by having lower price volatility and higher expected returns. That should result in a portfolio that rises quickly and steadily when markets advance.
This portfolio can be hedged to protect against downside market risk. We did that when we ran our portfolio simulation for our separately managed accounts. We hedged the optimal long portfolio with the optimal short portfolio since that made the most logical sense to us.
If you become a repeat client, you can ask us to customize things.
What you receive:
A set of 25 optimized stock portfolios that are the most efficient, and have the best risk-return trade-off, along with their portfolio CQNS score. This allows our clients to tailor their holdings with known impacts to their mathematical advantage over a passive US equity index.
In addition to finding and providing a set of optimized stock portfolios by CQNS score, we provide additional analytical deliverables, as follows:
For each stock that passed data validation, over the past 253 trading days:
For stocks that beat a threshold value over the past 253 trading days:
Timing:
Once we see that you purchased the service, we initiate the analysis after 7pm ET to ensure complete trading day information.
We email, upload or file transfer to you the model output in a text file with a spreadsheet (.CSV) before the next market open, and sometimes before midnight ET.
What you do:
You provide us with the following information as you place your order:
You may also call or email us with your information.
For repeat orders, you may request an invoice. We accept payment via check, ACH, or through an online payment processor (secure).
We will not sell or share your information unless legally required.
Thank you for your order and your business.
It is performed after market close based on a year of historical data. It checks ~10,000 US tickers that trade, finds those that pass data validation (~3,000), then searches through centillions of portfolio combinations (~10^1000) to find the optimal US-listed common stock portfolio to buy and hold.
It takes us a few hours to run the analysis on our powerful in-house server using our proprietary software platform and code, accessing a full set of premium, market data services from Intrinio with every run.
Finally, we then spend a few minutes reviewing the results and pulling them together into an email or data drop for you.
The optimal US-listed common stock portfolio is one the largest difference between expected returns and historical risk. It should perform better than a passive US equity index fund such as the famous 500, technology 100 or small cap 2000.
We invented the Chicago Quantum Net Score and wrote the code to determine the best way to do this. We released the ideas into the public domain before COVID via three arXiv articles and have been cited numerous times in other academic works. The logic still holds.
We don't like the idea of giving a potential investor only one option as it could cause crowding into a specific portfolio. Therefore, we give clients the top 25 portfolios in order of their Chicago Quantum Net Score. We also provide a spreadsheet with summary statistics for all stocks that passed data validation.
We also provide other interesting statistics about the stocks we analyzed that are produced by our model (see list).
How does this work for investors?
The optimal portfolio, if things continue as they were, is expected to outperform the US equity market by having lower price volatility and higher expected returns. That should result in a portfolio that rises quickly and steadily when markets advance.
This portfolio can be hedged to protect against downside market risk. We did that when we ran our portfolio simulation for our separately managed accounts. We hedged the optimal long portfolio with the optimal short portfolio since that made the most logical sense to us.
If you become a repeat client, you can ask us to customize things.
What you receive:
A set of 25 optimized stock portfolios that are the most efficient, and have the best risk-return trade-off, along with their portfolio CQNS score. This allows our clients to tailor their holdings with known impacts to their mathematical advantage over a passive US equity index.
In addition to finding and providing a set of optimized stock portfolios by CQNS score, we provide additional analytical deliverables, as follows:
For each stock that passed data validation, over the past 253 trading days:
- CQNS score for each stock
- Volume for each stock (% prior year average)
- Price Change (% prior year average)
- BETA (vs. SPY)
- Dividends paid (% prior year average price)
- Expected returns (% for next year)
- Equity market capitalization ($)
- Stock variance for each stock, normalized to allow comparison.
For stocks that beat a threshold value over the past 253 trading days:
- Non-normal distributions in fourth-order price distribution (kurtosis) and low daily price variance
- Non-normal distributions in the third-order price distribution (skewness)
- Stocks with negative, high, or low BETA values (BETA vs. SPY).
- Stocks with large price changes (% of average)
- Stocks with volume spikes (# of days volume)
Timing:
Once we see that you purchased the service, we initiate the analysis after 7pm ET to ensure complete trading day information.
We email, upload or file transfer to you the model output in a text file with a spreadsheet (.CSV) before the next market open, and sometimes before midnight ET.
What you do:
You provide us with the following information as you place your order:
- Your name, physical address, email address & phone number
- Any special requests, instructions, or actionable objectives
- How you would like to receive your report and spreadsheet (if not by email). We use Google Drive, Slack, Microsoft Teams/Office, and other collaboration technologies.
You may also call or email us with your information.
- Email: jeffrey@quantum-usaci.com
- Cell: +1.312.515.7333
For repeat orders, you may request an invoice. We accept payment via check, ACH, or through an online payment processor (secure).
We will not sell or share your information unless legally required.
Thank you for your order and your business.
Disclosure:
Our algorithm, platform and methods are subject to change and continued development. Please perform your own due diligence and research into companies before investing. Investments in equities can and do lose money. We do not guarantee your results.
Explanations:
Please see our webpage "Market Questions & Data" for further details, and our homepage for our brochure.
How we perform the analysis:
We start with a list of every US listed ticker that traded that day. We perform data analysis and validation to find a set of profitable US listed common stocks that meet our data validation criteria. We filter out stocks with negative net income, equity market capitalization below a floor level (e.g., $100M), and stocks with negative BETA.
We run our proprietary, quantitative analysis on professionally-sourced market data from Intrinio on our platform after market close for the date purchased. We write the management report sharing the results of the 'run' and our observations.
We guarantee that we will email your report before the next market open or your analysis is free.
The following video shows how you might use the model output to build your own individualized CQNS fund.
Our algorithm, platform and methods are subject to change and continued development. Please perform your own due diligence and research into companies before investing. Investments in equities can and do lose money. We do not guarantee your results.
Explanations:
Please see our webpage "Market Questions & Data" for further details, and our homepage for our brochure.
How we perform the analysis:
We start with a list of every US listed ticker that traded that day. We perform data analysis and validation to find a set of profitable US listed common stocks that meet our data validation criteria. We filter out stocks with negative net income, equity market capitalization below a floor level (e.g., $100M), and stocks with negative BETA.
We run our proprietary, quantitative analysis on professionally-sourced market data from Intrinio on our platform after market close for the date purchased. We write the management report sharing the results of the 'run' and our observations.
We guarantee that we will email your report before the next market open or your analysis is free.
The following video shows how you might use the model output to build your own individualized CQNS fund.