Our Quant Blue Chip Strategy

December 16, 2024 | Backtest: 2010–2024

This is a fully quantitative, rules-based approach designed for stability. The Quant Blue Chip Strategy employs contrarian signals, taking reversal bets on blue chip, dividend-paying stocks and optimizing for a high win rate. The strategy delivered 38% annualized return from 2010–2025 beating the S&P 500 with wide margin—achieving this outperformance with significantly lower volatility and smaller drawdowns, and producing only one negative year over 15+ years!

Performance Metrics:

Average trades per month	5.7
Average return per trade	1.50%
Average hitrate	72.0%
Years with positive return	15
Average return vs S&P	0.41%
Years with negative return	1
Months with positive return	132
Months with negative return	44

Risk Metrics:

Sharpe Ratio	1.091
Sortino Ratio	1.67
Beta	1.0002
Standard Deviation	1.24
Max Drawdown	-10.2%

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Total Capital Deployed:

Average trades per month	5.7
Average days in a trade	25
Max open positions	24
Average open positions	4.34

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Why BeefySignals?

Our disciplined methodology—strategic asset allocation, proactive market adaptation, and rigorous model validation—drives consistent outperformance within the S&P 500 universe. You benefit from:

• Superior total returns vs. market benchmark
• Enhanced risk-adjusted performance (higher Sharpe & Sortino ratios)
• Clear transparency of all of our strategies' metrics
• Lower volatility and maximum drawdowns
• Higher win rates

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