Cyclical Barbell
Symbol | Why it was picked | Picked | Closed | Average Price | Sell Price | Total Gain | Portfolio Weight | Ranking |
|---|---|---|---|---|---|---|---|---|
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The Cyclical Barrel Strategy targets cyclical sectors within the LIMEX universe, maintaining a medium-term horizon. It balances long/short positions, typically holding 50 stocks. The strategy optimizes for maximum Sharpe ratio with a beta target of 1.0 and enforces a sector-neutral constraint of 20% per sector. It operates on a ~63-trading-day horizon with an active stop-gain rule to secure gains.
Total Return +6,550.8% · Long Term
Cyclical Sector Focus
Strategic focus on sectors that thrive in cyclical upturns.
Value-Quality Blend
Incorporates value investing with quality metrics to select robust investment candidates.
Dynamic Risk Management
Adapts to market volatility through tactical allocations and diversified exposure.
Strengths & Advantages
- Cyclical Upswings
Outperforms during periods of market recovery and economic growth.
- Inflation Protection
Utilizes value investments to hedge against inflationary pressures.
- Quality Assurance
Ensures investments are in high-quality firms for consistent performance.
Weaknesses & Risks
- Economic Downturns
Susceptible to losses during prolonged recessions affecting cyclical sectors.
- Sector Concentration Risk
High allocation in certain sectors may expose to significant drawdowns.
- Interest Rate Volatility
Rate changes can impact value stocks, leading to short-term performance hits.
- Value
Strong value orientation to identify undervalued firms.
- Momentum
Moderate momentum factor to capture market trends.
- Volatility
Moderate exposure to manage risk through volatility analysis.
- Size
Focus on smaller firms for higher growth potential.
- Quality
High-quality selections to ensure sustainability of returns.
2020 COVID-19 Pandemic
Overcame market downturn with strategic sector allocations.
2021 Market Recovery
Rode the market recovery trend effectively through cyclical picks.
2022 Inflation Surge
Minimized losses through value-driven investments amidst inflation.
2023 Tech Resurgence
Capitalized on tech sector growth post-recovery.
2025 Economic Expansion
Benefited from broad market expansion through diversified sector investments.
- Sharpe0.9639
- Beta0.9694
- Information Ratio0.8285
- Treynor Ratio0.2519
- Number of Predictions25,744
- Correct Predictions13,444
- Information Co-Efficient0.0444
- Up Periods2,579
- Down Periods2,160
- Up/Down Ratio0.54%
- Total Return6519.68%
- Annualized Return24.91%
- Avg. Actual Dividend Yield3.03%
- Benchmark Return628.00%
- Benchmark Annualized Return11.11%
- Avg. Benchmark Dividend Yield1.85%