Overview: A Long-only portfolio targeting Nasdaq and S&P 500 stocks, leveraging historical seasonality and advanced validation methods. Designed for steady returns and risk management through price action verification and market regime analysis.

Objective: Optimize capital allocation, maximize returns, and minimize drawdowns by maintaining a dynamic yet disciplined approach.

Instruments: Focused exclusively on Nasdaq and S&P 500 stocks, with a maximum of 10 active positions at time.

Check the last updated performances of this Portfolio: here

KEY DATA OF THE PORTFOLIO

Expected Yearly Return: 13.03%
Profit Factor: 7.48
Max Drowdown: -7%
Net Profit/ Max DrowDown: 156,7
Sharpe Ratio: 0,47
Risk Management: Based on VIX
Signal Management: Daily signal, that will be sent every time a position has to be opened or closed.
Minimum “entry” capital recommended for this portfolio: €2.000/5,000 (depending on the commission of your broker)

All values are calculated From September 2008 to July 2024

More portfolio' details and his Historical Performances: here

Key Features of this portfolio:

Strategic Focus

Capitalizes on seasonality trends for 97 US stocks, identifying statistically robust periods for growth
Enhances signal reliability through price action and volatility analysis before executing trades

Adaptive Strategy

A well-structured seasonal methodology that dynamically adjusts stock selection based on:

Historical Seasonality Windows: Identifies statistically sound bullish trends
Daily Performance Ranking: Prioritizes top-performing stocks within the seasonal framework
Entry Timing Validation: Confirms seasonal signals with price action and volatility analysis

Stability Through Market Adaptation

Positions held from 2-3 weeks to 2–3 months, adapting to stock-specific seasonality patterns
Strict stop-loss of 20% per position ensures downside protection while allowing room for recovery.

Risk Management

Market Regime Analysis: Filters out adverse market conditions (e.g., the COVID-19 "black swan" period). Uses a systematic approach to limit concurrent positions to a maximum of 10, reducing concentration risk
Stop-loss set at 20% of the invested capital per stock, rigorously backtested for safety and flexibility

Performance Highlights

Predictability: Based on rigorously backtested seasonality patterns
Capital Optimization: Limits active positions to 10, freeing up unused capital during inactive periods
Ease of Use: Straightforward signals and uniform capital allocation simplify portfolio management

Strengths

Seasonal Expertise: Leverages historical seasonality to target statistically favorable entry points
Risk Control: Stop-loss and performance-based entry/exit ensure disciplined risk management
Clear Communication: Daily updates provide transparency and guidance for portfolio adjustments

Technical Details

Broker Requirements: Compatible with any broker allowing US stock trading (e.g., Etoro, Trading212, Degiro, Interactive Brokers, etc)
Manual Execution: Users manually enter and exit trades based on signals
Testing Phase: New users can trial the portfolio in demo mode for 3 Months
Commission Consideration: Backtests include $4 round-turn commissions.

Conclusion

This portfolio is a robust, well-researched strategy for investors seeking consistent returns with controlled risk. Its reliance on historical seasonality and disciplined signal execution makes it a powerful tool for optimizing performance across the Nasdaq and S&P 500, while its user-friendly structure ensures accessibility for all levels of investors.

Contact & Support

Signal Delivery: Regular updates through a dedicated Telegram channel
Support: For any additional info do not esitate to contact us at: info@resonancequantlab.com
Consultation: We can set up a call to better explain you this service

US SeasonalEdge Portfolio

€100.00

BlackFriday30% (Applies at CheckOut)

Subscription duration

Subscription to a private Telegram channel for:

Entry and Exit signals for this Portfolio. Signals will be sent every time a position has to be opened or closed

Periodical reporting on Portfolio Performances
Resonance QuantLab provides these information as educational financial services only that do not represent in any sort a financial advice. Any and all liability for risks resulting from investment transactions or other asset dispositions carried out by the customer based on information received or a market analysis is expressly excluded by Resonance QuantLab. All the information made available here is generally provided to serve as an example only, without obligation and without specific recommendations for action. It does not constitute and cannot replace investment advice. We therefore recommend that you contact your personal financial advisor before carrying out specific transactions and investments.In view of the high risks, you should only carry out such transactions if you understand the nature of the contracts (and contractual relationships) you are entering into and if you are able to fully assess the extent of your risk potential. Trading with futures, options, forex, CFDs, stocks, cryptocurrencies and similar financial instruments is not suitable for many people. You should carefully consider whether trading is appropriate for you based on your experience, your objectives, your financial situation and other relevant circumstances.

Past performance gives no indication of future results.

We wish to point out to you some specific risks below that may result from trading with financial instruments.

All opinions, news, investigations, analyses, prices or other information or statements offered by Resonance QuantLab are provided in the form of general remarks and comments. They do not constitute investment advice. Resonance QuantLab assumes no liability for loss or damage, including, but not limited to, lost profits that may result directly or indirectly from the use or reliance on the abovementioned opinions, news, investigations, analyses, prices or other information offered by the company. In this regard we also refer to our General Business Terms and Conditions.

All the investment forms described here involve large financial risk. The past performance of a security, an industry, a sector, a market, a financial product, a trading strategy or the individual trade does not guarantee any future results or returns. As an investor, you yourself bear the full responsibility for your individual investment decisions. Such decisions should be based on an assessment of your financial situation, your investment objectives, your risk tolerance and your liquidity needs and should be discussed in advance with your personal financial advisor in case of doubt.

US SeasonalEdge Portfolio

What is included in this package

Returns and exchanges

Disclaimer