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Sabrient Quantitative Investment Research
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The Sabrient Investor's (H)Edge Portfolio is an absolute return, long/short portfolio based on a proven, back-tested, institutional quant strategy. Managed by David Brown and Walter Gault, 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 26-long/26-short/26-week hold strategy using stocks from Sabrient's forward-looking Company Outlook model.
  • Universe. Long positions are selected from the top-ranked stocks in the Outlook model; short positions, from the bottom-ranked stocks in the Outlook model.
  • Holding period. Positions are held for 26 weeks.
  • Review period. Every two weeks the oldest long and short positions are reviewed and either renewed (if they still meet the strategy requirements) or replaced.
  • Equal dollar allocation. We recommend allocating a set amount of capital to the strategy and taking on all positions in equal dollars (not equal shares).
  • Basket approach. 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.
  • New Subscribers. We recommend that new subscribers build their portfolios over 26 weeks, adding the new positions reviewed every other week.
  • Current Subscribers. Since you should already have 26 stocks in your Investors’ Hedge portfolio (13 longs and 13 puts), on Thursday April 3, we suggest you enter the 26 new positions (13 longs and 13 shorts) that we will recommend, plus the stock(s) already slated for review that Thursday (if they are replaced).
    • Current put positions. We will continue to provide updates on the put positions until they are cycled out of the portfolio.
  • Early exit on shorts. The portfolio manager reserves the right to exit a short position earlier than the year-long holding period if the desired drop in stock price has occurred.
  • Backtest. Here is the backtested strategy on which the portfolio is based. (pdf)
Performance Update: July 28, 2014
Year-to-Date: +17.31%
Since inception (1-30-09): +48.75%

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

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