Equifax Retail and Auto Dynamic
Equifax Retail and Auto Dynamic is a strategy predicated on Equifax Consumer Credit Trend data. The strategy selects optimal entry for large cap retail constituents and holds them as long as they satisfy the conditions that selected them in the first place.
The AI engine retrains its models every 3 months and dynamically identifies which Equifax features are most informative for current market regime. The strategy selects its constituents using a 2 phased screening process. First, it identifies the macro level for retailers using mainly Equifax's data. It then further screens for constituents exhibiting strong fundamental / technical conditions for entry. The strategy max its number of constituents at 50.
This backtest performance report is completely out-of-sample. In addition, it accounts for transaction costs and slippage.