Let me know if this advertorial posts get on your nerves, I will stop them if so.
1st! Surprise Earnings 5 Small Cap with o.k. Liquidity: $276,964T
This model is based on this model: https://www.portfolio123.com/app/r2g/summary/1128486 But only with a lower liquidity filter, otherwise the parameters are the same. As always with my models it is based on value, momentum, size and earnings ranking. http://www.cxoadvisory.com/2091/value-premium/combining-value-and-momentum-across-asset-classes/.
I added the following sentence to all my r2Gs, so I can steer the port sizes of all subs in order to control slippage effects (well at least I hope this is a way to maximize use to the subs and not to be too restrictive with the overall sub count). This attempt is not perfect at all, I know (since subs might not want to share this information and so on) but I try anyway.
“Please let me know how big your port size is, so I can then limit subs based on this information.”
Best Regards
Andreas