Drag to Zoom
Distribution of Weekly Returns, Split into .5% Intervals
How it Works
An original algorithm screens for assets with strong growth and ranks them according to their potential returns in the near future. Portfolios are intelligently generated on a weekly basis. Funds are allocated to the highest ranking assets, taking risk metrics into account. The algorithm rebalances the portfolio once a week before market open, ready to buy and sell securities on command.
Risk vs. Reward
Annual return, compounding year over year
Amount of risk experienced relative to the S&P 500
Ratio of risk-free returns to excess returns.
μSanie - μS&P 500 = 0
μSanie - μS&P 500 > 0
With an effective p-value of 0.0003, we can be 99.97% confident that the Sanie Strategy outperforms the S&P 500 on a weekly basis. These findings are highly unlikely due to chance.