James O'Shaughnessy: Trending Value
Buys James O’Shaughnessy’s “Trending Value” strategy from “What Works on Wall Street”: first the cheapest tenth of all screened companies is picked out by a combined valuation score built from five ratios — price to earnings, to book equity, to revenue, to cash flow from the business, and to free cash; a missing figure counts neutrally. From that group, the 25 stocks with the strongest price gain over the past six months go into the portfolio — cheap and already trending up. Market cap has to be at least 200 million dollars, and the selection is recalculated on every run. Only shares our own deep-dive analysis rates green are bought — yellow or no analysis at all is not enough. New positions are added four times a year; a stock is sold as soon as it drops out of the selection or is no longer rated green. If the list holds no green-rated share, the portfolio stays in cash.
This portfolio buys shares.
- Performance
- 0.00%
- Lead over QQQ
- −0.86%
- Largest drawdown
- 0.00%
- Win rate
- —
- Cash ratio
- 100.0%
- Portfolio value
- $100,000
Performance against the yardsticks
What the portfolio holds
Nothing is held at the moment — the entire capital sits in cash.
The rules of this portfolio
- Buys
- once a quarter
- Sells
- checked every trading day: rating turned red, stop-loss hit, holding period over, or the stock dropped out of the selection.
Every trade with its reason
The complete history of this portfolio, most recent trade first. It is never truncated — it doubles as the recommendation history required by Art. 4(1)(i) of Delegated Regulation (EU) 2016/958.
This portfolio has not traded yet.