quantify User Guide

Welcome to quantify, your educational platform for exploring quantitative trading strategies. This guide explains how the app works so you can interpret strategy results with confidence.

1) Strategy Rebalancing

All strategies in quantify follow a fixed rebalancing schedule.

  • Yearly strategies: Holdings are selected on the first trading day of each year and sold on the last trading day of the year.

  • Monthly strategies: Holdings are rebalanced on the first trading day of each month.

  • Quarterly strategies: Holdings are rebalanced on the first trading day of each calendar quarter.

Between rebalances, the portfolio remains unchanged.

2) Portfolio Weighting

All strategies are equally weighted.

  • If a strategy selects 10 stocks, each receives 10% of the portfolio.

  • No single holding is overweighted unless the strategy rules specify a smaller number of stocks.

Equal weighting ensures that every stock contributes proportionally to performance.

3) Estimated Return (CAGR)

Each strategy includes an Estimated Return, displayed as CAGR (Compound Annual Growth Rate).

What is CAGR?

CAGR represents the average annual growth rate of an investment over a given time period, assuming profits are reinvested. It smooths out the year-to-year ups and downs of returns into a single, comparable figure.

Formula:

CAGR=(Ending ValueBeginning Value)1/n−1CAGR = \left(\frac{\text{Ending Value}}{\text{Beginning Value}}\right)^{1/n} - 1CAGR=(Beginning ValueEnding Value​)1/n−1

Where n = number of years.

Example: If a $1,000 portfolio grows to $1,610 over 5 years, CAGR = 10% per year.

4) Performance and Backtests

  • Strategy results are based on historical backtests, not live trading.

  • Returns do not include taxes, brokerage commissions, slippage, or other costs.

  • Benchmarks (e.g., SPY) are provided for context but are not investable through quantify.

  • Backtested results are hypothetical and may differ significantly from future performance.

5) Rankings and Labels

Strategies may display labels such as High Buy, Mid Neutral, or Low Sell.

  • These are educational labels, not recommendations.

  • They reflect rules or scoring systems described in the strategy details.

6) Data and Updates

  • All holdings and performance statistics are based on S&P 500 constituents at the time of each rebalance unless otherwise noted.

  • Strategies update automatically when new rebalancing periods begin.

  • Data is sourced from third-party providers and may be delayed or revised.

7) Key User Notes

  • Equal weighting ensures simple comparison across strategies.

  • Rebalancing frequency determines how often holdings change.

  • CAGR allows you to compare long-term returns between strategies on an equal footing.

  • Past performance is not a guarantee of future results.

8) Support and Contact

For help, feedback, or questions:
Email: investors@arisinvestmentsolutions.com
Website: https://quantifyapp.framer.website