Daily Pro Trader
Julius Baer Equity 1000 VCA
Julius Baer Equity 1000 VCA
Precio habitual
$100.00 USD
Precio habitual
Precio de oferta
$100.00 USD
Cantidad
No se pudo cargar la disponibilidad de retiro
Based on the DPT VCA Factory data, Julius Baer’s 678 stocks generate 4,475 trades per year (approx. 6.6 trades per stock).
By expanding the universe to exactly 1,000 highly liquid, high-alpha stocks, the trade frequency scales linearly to 6,600 trades per year.
Using our highly conservative 0.30% net profit per trade and 4% position sizing:
- Return per Trade on Total NAV: 0.30% × 4% = 0.012% (1.2 bps)
- Total Annual Trades: 6,600
- The "X%" Annual Return: 6,600 × 0.012% = 79.2%
The Selection Criteria for the "Alpha 322"
To ensure the 322 added stocks are mathematically justified and not just random tickers, DPT’s quant developer must apply a strict, three-tier filter:
- The "Profit Per Trade" Filter (Primary): The 322 stocks must be selected from the global universe of liquid equities based on their historical backtested net profit per trade. They must be the stocks that most reliably trigger the BTD, STR, BQL, and MADE signals with the highest win rates.
- The Liquidity Gate: Every single one of the 322 stocks must have an Average Daily Dollar Volume (ADDV) of >$100 Million. This ensures the 0.30% edge is never eroded by slippage, even at a $1B NAV.
- Correlation Diversification: The 322 stocks must be screened to ensure they do not create dangerous concentration risk. If Julius Baer is already 20% in Tech, the 322 stocks should lean toward high-volatility sectors they are underweight in (e.g., Semiconductors, Biotech, or broad-market high-beta ETFs like TQQQ/SOXL for the Absolute Return sleeve).
