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Capital Brain AI manages a series of alpha-generating model portfolios

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Noone has time to read lengthy market analysis so we only give the concise relevant data points that matter as viewed by the AI and provide systematic thinking about the market.

Since 2013 our NLP algorithms have indexed over 1 million articles and using that data we were able to build scoring algorithms to foresee the movement of an asset or a security price. Thus, CBAI model portfolio was born, completed in 2021 after 3 years of development by a team of six PhDs and data scientists. It is an alpha-generating strategy run by an AI and a machine learning algorithm. The flagship model is CBAI REIT product, a long-only long-term strategy with quarterly reallocation with about 40-50 REIT stocks held in the portfolio at any given quarter.

We do not have a crystal ball - we believe in data science and measuring what we can measure to decrease the risk. By rigorously applying the latest advances in machine learning and probability theory, we let the model stay objective in its allocations. The algorithm largely ignores the macro sentiment and does not take into account concensus estimates. It focuses on company fundamentals instead.

However, like every investing tool, the CBAI algorithm has its limitations, and should not be used alone for making an investment decision.

Out of the library of about 100 factors we identify the top 25 factors that historically have been correlated the best with the future value of the company Market Cap. Every quarter we update the model through a machine learning loop to feed the latest financial results. Analyzing the results for all public companies (REITs or S&P 500) allows us to optimize the returns in the portfolio with companies that are most likely to have the highest share price based on the historic fundamentals performance since the company inception. See Methodology

Outperformance of the CBAI model portfolio vs. FTSE-NAREIT U.S. Real Estate Index in 2021 ~910 bps

Dividend yield of the CBAI model portfolio vs. FTSE-NAREIT U.S. Real Estate Index in 2021: 3.01% vs 2.85%

Outperformance of the CBAI model portfolio vs. FTSE-NAREIT U.S. Real Estate Index as of September 30, 2022 on a trailing 12-months basis 990 bps

- Summary of the stock positions in the portolio after each quarterly rebalancing on February 15, May 15, August 15, and November 15 delivered in the xls format for easy analysis

- Monthly overview of top portfolio holdings

- Monthly summary of the news alerts affecting the top portfolio holdings

- Monthly market analysis as viewed by the AI probabilistic approach - key strategic opportunities for each real estate property type for REITs strategy or per industry sector for SP500 strategy

- The scoring results and growth probabilities for portolio holdings

Our analysis is not for day traders but for long-term value investors with self-managed stock portfolios, those who want to understand the market and the reasons behind the performance of certain stocks.

This product is good for those long-term investors who do not have time to look at the market but still attempt to show portfolio outperformance.

This product is for institutional fund managers and Financial Advisors seeking additional, AI-backed rationale behind their investments positions and a bump in alpha.

Individual investors with self-managed portfolios to gain access to AI-run alpha portfolio.

REIT-only, S&P500, and custom themed strategies available.

CBAI Investment Notes are delivered on the last Friday of the month.

CBAI Methodology and Sample analysis upon request

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