SENEM - +105% In 13 Weeks - The 'Crisis Composite' Strategy Still Crushing The Market
(Credit: businessfirstfamily.com)
In previous installments, we looked at a unique stock investing strategy designed specifically for crises. The strategy was developed based on the previous 8 crises in the US since 1974, as outlined in Verdad Capital's paper entitled "Crisis Investing: How to Maximize Return During Markets Panics."
This was further explored in my first article Quantitative Crisis Investing - Part 1 - The Crisis Composite Ranking System. We started tracking real-time, "out of sample" performance of this strategy on March 20 (just before the market bottom). By late April, this strategy had achieved