• The BestogaX universe of the Russell1000 consists of the so called “Vice” stocks (excluding Gaming stocks), plus the stocks from the GICS-sub-industries: Restaurants, Soft Drinks, and Internet Retail.
• A discussion on the merits of investing in the stocks of the BestogaX universe is available here.
• The iM-BestogaX5-System is a combination of the partially hedged BestogaX-5 Investor and Trader models, each of which periodically select five of the highest ranked stocks from the Russell1000 BestogaX universe.
• No market timing in the stock buy- and sell rules. During adverse market conditions it is hedged short SSO, with hedge ratios varying from 20% to 50% of current holdings.
• This system has a low turnover, because the specified minimum holding periods are one year, and three months for the Investor and Trader component models, respectively.  

Please refer to the relevant model descriptions for performance curves of the two equal weight component models BestogaX-5 Investor partially hedged and BestogaX-5 Trader partially hedged.
Read more >

• The BestogaX universe of the Russell1000 consists of the so called “Vice” stocks (excluding Gaming stocks), plus the stocks from the GICS-sub-industries: Restaurants, Soft Drinks, and Internet Retail.
• A discussion on the merits of investing in the stocks of the BestogaX universe is available here.
• The iM-BestogaX5-Trader model periodically selects only five of the highest ranked stocks from the Russell1000 BestogaX universe, and holds them for at least three months.
• There is no market timing in the buy- and sell rules. The model is rebalanced weekly, resulting in small weight adjustments, and dividends are re-invested when available.
• Backtesting was done on the web-based trading simulation platform Portfolio 123.

In the Figure-1 below, the red graph represents the performance of the model and the blue graph shows the performance of the benchmark SPY.
Read more >

• The BestogaX universe of the Russell1000 consists of the so called “Vice” stocks (excluding Gaming stocks), plus the stocks from the GICS-sub-industries: Restaurants, Soft Drinks, and Internet Retail.
• A discussion on the merits of investing in the stocks of the BestogaX universe is available here.
• The iM-BestogaX5-Investor model periodically selects only five of the highest ranked stocks from the Russell1000 BestogaX universe, and holds them for at least one year
• There is no market timing in the buy- and sell rules. The model is rebalanced weekly, resulting in small weight adjustments, and dividends are re-invested when available.
• Backtesting was done on the web-based trading simulation platform Portfolio 123.
  

In the Figure-1 below, the red graph represents the performance of the model and the blue graph shows the performance of the benchmark SPY.
Read more >

• The BestogaX universe of the Russell1000 consists of the so called “Vice” stocks (excluding Gaming stocks), plus the stocks from the GICS-sub-industries: Restaurants, Soft Drinks, and Internet Retail.
• A capitalization weighted index of this universe outperformed SPY by about 4.5 times from Jan-2000 to Mar-2016.
• Over down-market periods the iM-BestogaX Index lost on average 87% less than SPY, and over up-market periods gained on average 24% more than SPY.
• Many of the BestogaX companies have affordable products, familiar name brands, and worldwide distribution networks, providing them with reliable revenue growth also during adverse economic climates.
• Investors holding continuously all the BestogaX stocks, and rebalancing to equal weight every four weeks, would have had an annualized return of over 17% from January 2000 to March 2016.   

Over the backtest period, Jan-2000 to Mar-2016, the number of stocks in this universe varied from a minimum of 23 to a maximum of 32. Stocks currently in the BestogaX universe are listed in the table below, with market capitalization shown in $-millions. There are 25 large-cap companies with a market-cap greater than $5-Billion.
Read more >