Top Performing Stock Models

Guru Based on	Strategy Name	Number Of Stocks	Rebalancing	Annual Return	S&P 500	+/- S&P 500
Dashan Huang	Twin Momentum Investor	10	Monthly	21.3%	12.4%	8.9%
Partha Mohanram	P/B Growth Investor	10	Tax Efficient	15.2%	6.9%	8.3%
Motley Fool	Small-Cap Growth Investor	10	Tax Efficient	12.6%	7.5%	5.1%
James O'Shaughnessy	Value Composite Investor	10	Tax Efficient	16.9%	12.4%	4.5%
Wesley Gray	Quantitative Momentum Investor	20	Monthly	10.9%	7.1%	3.8%
Wayne Thorp	Earnings Revision Investor	10	Quarterly	16.5%	12.9%	3.6%
Validea	Momentum Investor	20	Tax Efficient	10.7%	7.5%	3.2%
Martin Zweig	Growth Investor	20	Tax Efficient	10.7%	7.5%	3.2%
Patrick O'Shaughnessy	Millennial Investor	20	Monthly	15.4%	12.4%	3.0%
Kenneth Fisher	Price/Sales Investor	10	Monthly	10.0%	7.5%	2.5%

* Returns are model returns and do not reflect actual trading. Full performance disclaimer

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Top Performing ETF Models

Portfolio	Annual Return	Benchmark	+/- Benchmark	Beta	Standard Deviation	Maximum Drawdown	Sharpe Ratio
Factor Rotation - Momentum with Trend	12.1%	8.8%	3.3%	0.58	18.8%	34.7%	0.58
Factor Rotation - Composite with Trend	11.7%	8.8%	2.9%	0.57	18.6%	40.7%	0.56
Factor Rotation - Momentum	10.7%	8.8%	1.9%	0.95	22.7%	57.3%	0.42
Factor Rotation - Macro with Trend	10.6%	8.8%	1.8%	0.56	18.1%	38.9%	0.51
Factor Rotation - Composite	9.9%	8.8%	1.1%	0.98	23.4%	64.0%	0.37

* Returns are model returns and do not reflect actual trading. Full performance disclaimer

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Our Latest Articles

10/21/2020

What Bitcoin Taught Me About Risk & Reward In Investing & Life

By Justin Carbonneau (@jjcarbonneau)

In 2015, my firm Validea hired a technology consultant who was also building a company utilizing blockchain technology. At the time, the consultant suggested, "You know, you should take a few hundred dollars and buy some Bitcoin and just let it sit for 20 years." Whether or not that was sound investment advice will require another 15 years of waiting. But there's a story I want to tell about how cautiously tiptoeing into a relatively unknown investment helped save the life of someone I had never met that lived across the globe.

10/14/2020

Is Passive Investing Distorting the Market?

By Jack Forehand (@practicalquant)

There is little disagreement among market observers that passive investing is growing. There is also little dispute that the trend is likely to continue as a result of the rise of ETFs, investors’ focus on fees, the inconsistency of active manager outperformance, and numerous other factors. That is where the agreement ends, though. There are substantial disagreements as to if there has been an impact on the pricing of securities within the market, and if so, what that impact is.

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Our Podcast - Excess Returns

10/26/2020

Episode 49: The Dangers of Trying to Outsmart the Market

All of us can fall into the trap of thinking that a certain outcome in investing is obvious. Whether it be the future direction of the market, which asset classes will perform best going forward, or the types of stocks that will lead the way, it is easy to think that certain outcomes are a virtual certainty. This can be particularly true during a period like the one we are in where opinions are polarized. But it is important to understand that the market's collective wisdom is usually smarter than all of us and what we think is obvious often is not. In this episode, we discuss some of the things that may seem obvious in the current market, and why they might be wrong.

10/22/2020

Episode 48: Interview: Curating Investing Content and Sharing Knowledge w/ Tadas Viskanta of Abnormal Returns

The volume of financial content that is produced these days can be completely overwhelming. Filtering through it to find the best articles is a task that most investors just don't have the time to complete. Thankfully, they don't have to. Tadas Viskanta helped solve this problem when he launched Abnormal Returns over 15 years ago. Every day, Tadas identifies the best financial content and distills it down to a condensed series of links. And he does it for free. Tadas is also the Director of Investor Education at Ritholtz Wealth Management.

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Videos

Webinar: An Overview of Validea

A detailed look at the site and how to use it.

Top Quant and ETF Strategies in a Historic Market

A look at some of our strategies and how they worked in the historic 2020 market

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What Our Users Are Saying About Validea

Validea is an incredible valuable tool to have. I depend on it for much of my research to help weed out stocks for my portfolio designs. The filters used for stock selection are easy to use and comes with a detailed analysis as to the why each particular stock either passes or fails the test. The articles & blogs are a great wealth of knowledge too.

Eric J.
Financial Advisor

As a retail investor, I particularly value Validea’s top-notch research capability. With the deluge of investment commentary available via innumerable blogs, articles, FinTwits, white papers, podcasts, etc., the Validea team is one of my go-to sources to maintain some perspective on what's really happening.

Rolf D.

I am always checking my investment/trading ideas with Validea. I feel better knowing that any of the guru models they are following might also be on my side!

Urs K.

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Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.

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