The Sabrient Investor's (H)Edge Portfolio is an absolute return, long/short (with puts) portfolio based on a proven, back-tested, institutional quant strategy. Managed by David Brown, the portfolio is designed to be unbiased, emotionless, and highly disciplined to make money in all market conditions.

The Strategy. The portfolio is based on a 13-long/13-put/13-week hold strategy using stocks from Sabrient's forward-looking Company Outlook model.

• Long positions are selected from the top-ranked stocks in the Outlook model; put positions (delta weighted) from the bottom-ranked stocks in the Outlook model.
• Positions are held for 13 weeks.
• Each week, the oldest long and put positions are reviewed and either renewed (if they still meeting the strategy requirements) or replaced.
• We recommend allocating a set amount of capital to the strategy and taking on all positions in equal dollars (not equal shares).
• We strongly recommend that you do not "cherry pick" only a few stocks. This is a quantitative model that relies upon a "basket approach" to ensure steady performance and to diversify the risk of one stock hurting the portfolio.
• We also recommend that new subscribers build their portfolios over 13 weeks, adding the two new positions reviewed each week.
• Here is the backtested strategy on which the portfolio is based. (pdf)

Performance Update: April 16, 2013
Year-to-Date: +0.31%
Since inception (1-30-09): +21.59%

Historical Portfolio Performance
2012 Portfolio
2011 Portfolio
2010 Portfolio
2009 Portfolio

Video: "Absolute Return Portfolio Strategy"

David Brown and Scott Martindale explain Sabrient's Absolute Return Portfolio Strategy in this video. Or read about Martindale's article Demystifying Absolute Return Stock Trading Strategies