Real cases from global investors. Using SA Quant's four-layer screening system, they systematically discovered high-quality small-cap opportunities overlooked by the market.
This family office previously relied on the CIO's personal judgment for stock selection, with concentrated holdings in 5–8 familiar large caps. During the 2023 Hang Seng Index decline of 13.8%, the portfolio drew down 22%, prompting the board to mandate a systematic approach.
After adopting the four-layer screening system, the portfolio shifted from 8 concentrated positions to 22 equal-weight holdings across 6 sectors. The quality factor (Layer 2) eliminated 4 potential financial-risk stocks, while valuation pricing (Layer 3) uncovered 5 undervalued small caps.
An independent investor with 8 years of US equity experience focused on small caps. After losing over $40K from two emotional chase entries in 2024, they sought a systematic stock selection framework to constrain trading behavior.
Adopted Layer 1 (Liquidity Screen) and Layer 4 (Momentum Cross-Validation) as the core trading framework. Strictly enforced liquidity threshold filtering — only trading stocks passing Layer 1 — and used momentum signals to confirm entry timing, avoiding gut-feel chasing.
An Asia-Pacific focused private equity fund looking to scale its small-cap strategy from $20M to $80M. Key challenge: stricter liquidity constraints at scale, and the traditional deep-research model (covering 3–5 stocks per week) couldn't support a larger portfolio.
Deployed the full four-layer screening system as the first-round filter. The quant system screens 1,800 stocks down to 50–80 candidates quarterly, then the analyst team conducts deep due diligence. Coverage efficiency improved from 3–5 stocks per week to 50–80 per quarter.
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