Our Quant Blue Chip Strategy
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 22.29% annualized return from 2010–2026 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 16+ years!
Performance Metrics:
| Average return per trade | 1.40% |
| Average hitrate | 77.10% |
| Years with positive return | 16 |
| Average return vs S&P | 0.80% |
| Years with negative return | 1 |
| Months with positive return | 144 |
| Months with negative return | 49 |
Risk Metrics:
| Sharpe Ratio | 1.091 |
| Sortino Ratio | 1.67 |
| Beta | 0.91 |
| Standard Deviation | 1.24 |
| Annulized Volatility | 20.51% |
Like what you see?
Total Capital Deployed:
| Average trades per month | 5.4 |
| Average days in a trade | 18 |
| Max open positions | 15 |
| Average open positions | 3.11 |
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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
