Low beta
Stocks that move the least with the market.
How it works
Every month, buy the ten liquid stocks with the lowest positive one-year beta against the market index.
The idea
Investors who want more return often buy high-beta stocks instead of borrowing, which makes them expensive and low-beta stocks cheap (betting against beta). Low-beta stocks can still fall on their own news.
Backtests are simulations on historical data, not investment advice. Past results don't guarantee future returns.