Yes, you can beat the market over the long term with significantly lower beta, with the right portfolio construction. The 2015-2024 backtest of our framework against the S&P 500 (SPY) proves it:

📈CAGR: 21.55% (vs. 13.09%)

⚠️Beta: 0.61

📉Max Drawdown: -15.8% (vs. -24.7%)

📊Sharpe Ratio: 1.92 (vs. 0.74)

(This performance is grounded in a strictly systematic methodology: the backtest assumes an annual rebalance every January 1, with equal-weight allocation for the selected companies within each tier.)

How is this achieved? By treating portfolio construction like engineering a high-performance race car — Full article below.