Quantitative Strategy

Research

Factor Strategy

Tickers in this strategy: $SPHQ, $IVE, $IVW, $SPLV, $SPMO, $IWM

Our factor product starts with the multi-factor portfolio described above and applies a rules-based, unemotional approach to tilt weight between factors. The goal is to use market-based signals to allocate toward factors that are likely to work going forward. The resulting “dynamic rotation” strategy has outperformed both the static portfolio and the S&P 500. If this is your first time visiting our Factor Strategy, please visit our extensive intro page here.

The table below shows the current weights assigned to each factor in the dynamic rotation strategy. You can find the latest rebalance moves in our latest factor strategy publication January 2023 Factor Commentary.

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