Description of Portfolios | Moon Run

Description of Portfolios

Bryan Johnson
Moon Run Report, LLC

Seven portfolios listed below are designed using quantitative analysis with Portfolio 123.  Portfolio 123 backtest charts are shown with accompanying statistics.  Backtests can be useful to a developer to determine areas of the market to focus on and are strictly hypothetical, while future results may not be similar.  Enhancements to models after implementation on the Stock Picks page may or may not influence future performance.

The red line is portfolio simulation and the blue line is the S&P 500.

Conservative Portfolio

The Conservative Portfolio picks value stocks and is timed by the Long Term S&P timer.  The competition for the Conservative Portfolio may be your equity mutual fund.  The timer used, the Long Term S&P timer, stays out of the 2000 to 2003 bear market as well as the 2007 to 2009 bear market.

 

 

Mega Cap Portfolio

The Mega Cap Portfolio features stocks with over 10 billion market cap and uses the Long Term S&P timer. 

 

Undervalued Blue Chip Stocks Portfolio

The Undervalued Blue Chip Stocks Portfolio buys an average of 10 stocks with PE ratio 45% below its average Industry PE ratio.

 

Prudent Portfolio

The Prudent Portfolio has an average volume of 250,000 or better and features growth stocks with an average of 10 stocks.  The Tsunami Indicator will be the timer.

Value Stocks Portfolio

This portfolio buys Value stocks with the Price to Earnings less than Return on Equity.  The average volume is > 100,000 and price > 1.

Aggressive Portfolio

The Aggressive Portfolio consists of 5 stocks with 50,000 or more average daily volume.  The Tsunami Indicator will be the timer.

 

Microcap Portfolio

The Microcap Portfolio consists of stocks with market capitalization from 25 million to 500 million.  The timing used will be the Tsunami Indicator.

Breakout Portfolio

This portfoflio trades stocks that have broken over at least a 20 day consolidation period.  This is an exciting portfolio that backtests very well.

Small Cap Portfolio

This is a 10 stock average portfolio for minimum volume of 50,000 shares that looks for exciting earnings prospects.