The Horizon Strategy

Risk meets reward in this algorithmic equity model called Horizon. Serving the risk-seeking investor, this strategy is optimized to produce maximum percentage gains by using an advanced stock screener in conjunction with the asset allocation rules from earlier steps.

When equities are targeted for inclusion, Horizon forms a 10-stock portfolio. It does not wait for any trading signals, and simply allocates to target weights.

The specific method used for stock selection is a potent mixture of tried-and-tested trend following rules combined with screening on fundamental criteria. The steps outlined in the following chapters will give you a better understanding of what is happening under the hood of this strategy.