Concept
LQ45-Optimized is a quarterly rebalancing framework that ranks liquid Indonesian large-cap stocks using a regime-aware scoring model.
Logic
- Start from the LQ45 universe.
- Score each stock using a combination of trend, quality, and stability features.
- Apply position caps to avoid sudden concentration spikes.
- Rebalance quarterly to keep turnover under control.
Why it exists
The goal is to keep the process simple enough to maintain, but robust enough to scale into a repeatable portfolio framework.
Reading the metrics
- Total return reflects the cumulative backtest outcome.
- CAGR measures annualized growth.
- Sharpe captures return relative to volatility.
- Max drawdown shows the deepest historical decline.
Notes
This strategy is designed as a reference framework. New quarterly history entries can be added without changing the catalog page.
