Project Algo3

Currently, Algo3 divides its capital allocation between two investment strategies.

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The first strategy extensively employs leveraged ETFs, taking long positions during low-volatility periods to enhance benchmark returns and deleveraging during highly volatile market conditions to reduce risks. It utilizes comprehensive quantitative models to assess market conditions and daily adjust the portfolio to ensure alignment with evolving market dynamics.

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The second strategy involves meticulous selections of stocks with the utmost potential for capital appreciation from a pool of high-quality stocks. This stock-picking process is guided by a rigorous, data-driven methodology that combines fundamental, technical, and quantitative signals. Every other week, the portfolio undergoes addition of a new stock, carefully chosen based on its promising prospects. Meanwhile, existing stocked are retained unless prompted by explicit exit signals. The portfolio is rebalanced accordingly to reflect the newest list and relative position weights.