Lumos Alpha
Quant Portfolio II
Quant Portfolio II is built for bold investors who aspire to capture extraordinary returns while embracing higher levels of risk.
Powered by advanced artificial intelligence, the portfolio uses the same proven algorithm behind Quant Portfolio I—refined to target higher-beta stocks and ETFs for amplified growth potential. Like its predecessor, it remains strictly long-only, requiring no margin and avoiding the complexity of short positions.
Launched after years of research and development, the AI system was trained before 2020 and battle-tested in live markets with real capital from 2020 through 2024. The results speak for themselves: an impressive 60.1% compound annual growth rate (CAGR) and a total return of 952.7% over just five years!
With Quant Portfolio II, clients gain access to a high-conviction strategy designed to pursue market-beating performance at scale.
Figure 1. Annual returns comparison between the Quant Portfolio II and the S&P 500 Index from 2020 to 2024. The Quant Portfolio II achieved a compound annual growth rate (CAGR) of 60.1%, resulting in a total return of 952.7%. In comparison, the S&P 500 Index delivered a CAGR of 14.5% and a total return of 96.5% over the same period.
Figure 2. Monthly and cumulative return comparison between Quant Portfolio II and the S&P 500 Index from January to October 2025. The year-to-date (YTD) return for Quant Portfolio II is 66.7%, compared to 17.5% for the S&P 500 Index.