{"product_id":"julius-baer-equity-1000-vca","title":"Julius Baer Equity 1000 VCA","description":"\u003cdiv class=\"qwen-markdown-paragraph\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-text\" data-spm-anchor-id=\"a2ty_o01.29997173.0.i5.54ef55fbPPuNOC\"\u003eBased on the DPT VCA Factory data, Julius Baer’s 678 stocks generate \u003c\/span\u003e\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e4,475 trades per year\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e (approx. 6.6 trades per stock).\u003c\/span\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"qwen-markdown-space\"\u003e\u003cbr\u003e\u003c\/div\u003e\n\u003cdiv class=\"qwen-markdown-paragraph\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-text\"\u003eBy expanding the universe to exactly 1,000 highly liquid, high-alpha stocks, the trade frequency scales linearly to \u003c\/span\u003e\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e6,600 trades per year\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e.\u003c\/span\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"qwen-markdown-space\"\u003e\u003cbr\u003e\u003c\/div\u003e\n\u003cdiv class=\"qwen-markdown-paragraph\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-text\" data-spm-anchor-id=\"a2ty_o01.29997173.0.i4.54ef55fbPPuNOC\"\u003eUsing our highly conservative \u003c\/span\u003e\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e0.30% net profit per trade\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e and \u003c\/span\u003e\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e4% position sizing\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e:\u003c\/span\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"qwen-markdown-space\"\u003e\u003cbr\u003e\u003c\/div\u003e\n\u003cul class=\"qwen-markdown-list\" dir=\"ltr\"\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eReturn per Trade on Total NAV:\u003c\/span\u003e\u003c\/span\u003e\u003cspan class=\"qwen-markdown-text\"\u003e 0.30% × 4% = \u003c\/span\u003e\u003cspan class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e0.012% (1.2 bps)\u003c\/span\u003e\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eTotal Annual Trades:\u003c\/span\u003e\u003c\/span\u003e\u003cspan class=\"qwen-markdown-text\"\u003e 6,600\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eThe \"X%\" Annual Return:\u003c\/span\u003e\u003c\/span\u003e\u003cspan class=\"qwen-markdown-text\"\u003e 6,600 × 0.012% = \u003c\/span\u003e\u003cstrong class=\"qwen-markdown-strong\" dir=\"auto\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e79.2%\u003c\/span\u003e\u003c\/strong\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cp\u003e \u003c\/p\u003e\n\u003ch3 class=\"qwen-markdown-heading\" dir=\"ltr\"\u003e\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\" data-spm-anchor-id=\"a2ty_o01.29997173.0.i6.54ef55fbPPuNOC\"\u003eThe Selection Criteria for the \"Alpha 322\"\u003c\/span\u003e\u003c\/strong\u003e\u003c\/h3\u003e\n\u003cdiv class=\"qwen-markdown-paragraph\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eTo ensure the 322 added stocks are mathematically justified and not just random tickers, DPT’s quant developer must apply a strict, three-tier filter:\u003c\/span\u003e\u003c\/div\u003e\n\u003cdiv class=\"qwen-markdown-space\"\u003e\u003cbr\u003e\u003c\/div\u003e\n\u003col class=\"qwen-markdown-list\" start=\"1\" dir=\"ltr\"\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eThe \"Profit Per Trade\" Filter (Primary):\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e 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.\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eThe Liquidity Gate:\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e Every single one of the 322 stocks must have an Average Daily Dollar Volume (ADDV) of \u003c\/span\u003e\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e\u0026gt;$100 Million\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e. This ensures the 0.30% edge is never eroded by slippage, even at a $1B NAV.\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eCorrelation Diversification:\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e 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).\u003c\/span\u003e\n\u003c\/li\u003e\n\u003c\/ol\u003e","brand":"Daily Pro Trader","offers":[{"title":"Default Title","offer_id":43396286447651,"sku":null,"price":100.0,"currency_code":"USD","in_stock":false}],"url":"https:\/\/dailyprotrader.com\/products\/julius-baer-equity-1000-vca","provider":"Daily Pro Trader","version":"1.0","type":"link"}