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Trading The Top 10 Stocks From 40 Large Hedge Funds: Trading Update 4/30/2022

Georg Vrba profile picture
Georg Vrba


  • This portfolio strategy uses the quarterly 13F filings to extract 50 consensus stocks from 40 large hedge funds that have more than $3.5 billion Assets Under Management.
  • After the Q4-2021 13F filings the consensus holdings were updated, 7 stocks were removed and 7 added from the universe now holds 48 stocks.
  • From 1/2/2016 to date, investing in all 50 stocks, equally weighted, would have produced a total return of 99.4%, an active return of -26.8% when compared to SPY’s 126.3%.
  • A strategy selecting 10 of the 50 stocks, equally weighted, would have increased the total return to 187.4%, an active return of 61.1% when compared to SPY.
  • Here we report the most recent holdings and the trading signals for 5/2/2022.

Book with name hedge fund and trading data.

designer491/iStock via Getty Images

Research from Barclays and Novus published in October 2019 found that a copycat stock selection strategy that combines conviction and consensus of fund managers that have longer-term views outperformed the S&P 500 by 3.80% on average

This article was written by

Georg Vrba profile picture
Georg Vrba is a professional engineer who has been a consulting engineer for many years. In his opinion, mathematical models provide better guidance to market direction than financial "experts." He has developed financial models for the stock market, the bond market, yield curve, gold, silver and recession prediction, most of which are updated weekly at http://imarketsignals.com/.

Analyst’s Disclosure: I/we have no stock, option or similar derivative position in any of the companies mentioned, and no plans to initiate any such positions within the next 72 hours. I wrote this article myself, and it expresses my own opinions. I am not receiving compensation for it. I have no business relationship with any company whose stock is mentioned in this article.

Seeking Alpha's Disclosure: Past performance is no guarantee of future results. No recommendation or advice is being given as to whether any investment is suitable for a particular investor. Any views or opinions expressed above may not reflect those of Seeking Alpha as a whole. Seeking Alpha is not a licensed securities dealer, broker or US investment adviser or investment bank. Our analysts are third party authors that include both professional investors and individual investors who may not be licensed or certified by any institute or regulatory body.

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Comments (4)

Is there any news on when the top 10 variable weight will be released? It is the top performer of the 3 strategies. It has been on "Will be released soon" for a long time
Is there any evidence these weekly Top 10s are outperforming the S&P?
Mick Research profile picture
@stuarts2 It depends on your time frame. Look at the chart.
sgt.red.blue.red profile picture
Thanks for update, Georg.
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