MyRA proprietary quantitative strategies — plus rule-based portfolios inspired by the principles of legendary investors and classic factor models from the academic literature. Every holding is visible, every rebalance is logged, every metric is honest.
Multi-strategy blends combining anti-correlated signals — targeting Sharpe above 1.0 with drawdown below the S&P 500.
Rule-based equity strategies inspired by legendary investors and quantitative factor models.
Every strategy here is measured against the same idea picked at random, on data that includes the companies that later failed, with trading costs already inside the curve. Open any strategy and you will find how it was tested — including the numbers that do not flatter us.
Each strategy is a set of explicit, public rules — no black boxes, no AI hype. You can read exactly what it does.
Each portfolio rebalances monthly. New picks are computed from the latest fundamentals and prices, fully automated.
See every holding, every rebalance, every performance number. Compare against the S&P 500 benchmark in real time.