Strategy 02 · Equity Alpha

Alpha Picks

A systematic long/short equity strategy built on Seeking Alpha's quantitative Strong Buy ratings — hedged with a 75 % RSP short and dynamically sized via a 15 % volatility target.


Volatility-Targeted
Position Sizing.

27.4%
Fast EWMA Vol (21d)
22.0%
Slow EWMA Vol (126d)
27.4%
Realized Vol (MAX)
54.8%
Exposure (Target 15%)
$58,080
Invested on $106k

Strategy: AP Strong Buy (equal-weight) − 75 % RSP (short hedge). Vol measured as MAX(EWMA 21d, EWMA 126d) on daily net returns. Position = min(1.0, 15 % / realized vol).

4 years. Consistent alpha.

+22%
CAGR (AP − 75% RSP)
1.28
Sharpe Ratio
−13.2%
Max Drawdown
1.64
Calmar Ratio
+11.6%
Alpha vs SPY /yr
69%
Win Rate

* Backtest results Jul 2022–Jul 2026. 90 trades, ~27 avg. positions. Past performance is not indicative of future results. Gross of taxes and transaction costs.

Active Strong Buy
Positions.

45 active positions — equal-weight allocation — updated 2026-08-06

Ticker Company Rating Added Price (USD)
AGX Argan, Inc. Strong Buy 2024-10-15 $602.39
ALL The Allstate Corporation Strong Buy 2025-01-02 $273.51
APP AppLovin Corporation Strong Buy 2023-11-15 $339.06
B Barrick Mining Corporation Strong Buy 2026-01-02 $41.07
BLBD Blue Bird Corporation Strong Buy 2024-05-15 $67.02
BRK.B Berkshire Hathaway Inc. Strong Buy 2024-07-01 $521.90
BTSG BrightSpring Health Services, Inc. Strong Buy 2026-07-15 $61.09
CAAP Corporación América Airports S.A. Strong Buy 2023-05-01 $26.33
CCL Carnival Corporation Ltd. Strong Buy 2024-11-01 $29.41
CDE Coeur Mining, Inc. Strong Buy 2025-09-15 $16.35
CLS Celestica Inc. Strong Buy 2024-11-15 $318.29
CNC Centene Corporation Strong Buy 2026-08-03 $64.10
CRDO Credo Technology Group Holding Ltd Strong Buy 2026-05-01 $235.31
CSTM Constellium SE Strong Buy 2026-04-01 $29.36
CVSA Covista Inc. Strong Buy 2024-07-15 $125.21
DY Dycom Industries, Inc. Strong Buy 2026-02-02 $406.17
EAT Brinker International, Inc. Strong Buy 2025-04-15 $224.81
EZPW EZCORP, Inc. Strong Buy 2025-04-01 $29.35
FN Fabrinet Strong Buy 2026-03-02 $536.61
GM General Motors Company Strong Buy 2026-02-17 $87.13
ICHR Ichor Holdings, Ltd. Strong Buy 2026-07-01 $65.61
INCY Incyte Corporation Strong Buy 2025-11-03 $117.43
KGC Kinross Gold Corporation Strong Buy 2025-09-02 $25.54
LITE Lumentum Holdings Inc. Strong Buy 2026-03-16 $855.71
MFC Manulife Financial Corporation Strong Buy 2025-05-01 $44.70
MU Micron Technology, Inc. Strong Buy 2025-10-15 $890.01
MXL MaxLinear, Inc. Strong Buy 2026-05-15 $69.76
NEM Newmont Corporation Strong Buy 2026-01-15 $104.81
NEXA Nexa Resources S.A. Strong Buy 2026-04-15 $14.14
OKTA Okta, Inc. Strong Buy 2024-02-15 $143.15
PARR Par Pacific Holdings, Inc. Strong Buy 2025-11-17 $68.41
POWL Powell Industries, Inc. Strong Buy 2024-10-01 $207.06
SNDK Sandisk Corporation Strong Buy 2026-06-01 $1,272.85
SNEX StoneX Group Inc. Strong Buy 2026-06-15 $68.49
SSRM SSR Mining Inc. Strong Buy 2025-06-16 $29.45
STRL Sterling Infrastructure, Inc. Strong Buy 2025-08-01 $552.08
SYF Synchrony Financial Strong Buy 2024-09-03 $79.14
TIGO Millicom International Cellular S.A. Strong Buy 2025-12-15 $106.26
TMUS T-Mobile US, Inc. Strong Buy 2023-09-15 $179.37
TTMI TTM Technologies, Inc. Strong Buy 2025-10-01 $144.39
TWLO Twilio Inc. Strong Buy 2024-02-01 $189.27
UBER Uber Technologies, Inc. Strong Buy 2023-06-01 $70.15
UNFI United Natural Foods, Inc. Strong Buy 2025-05-15 $48.26
VISN Vistance Networks, Inc. Strong Buy 2025-08-15 $10.38
W Wayfair Inc. Strong Buy 2025-12-01 $105.93

Source: Seeking Alpha Alpha Picks quantitative ratings (quant score ≥ 4.5). Prices as of market close. RSP short hedge not shown.