One composite score, distilled from nine distinct signals, driving a daily systematic long/short portfolio.
2026-10-10 · Updated daily
Sharpe
2.98
0.71
Total Return
104.1%
73.6%
Ann. Return
16.2%
12.3%
Ann. Vol
5.5%
17.3%
Max DD
-5.8%
-24.5%
Turnover
32.1%
—
Sharpe
Total Return
Ann. Return
Ann. Vol
Max DD
Turnover
2.98
104.1%
16.2%
5.5%
-5.8%
32.1%
0.71
73.6%
12.3%
17.3%
-24.5%
—
Drag horizontally to zoom in. No transaction costs, slippage, or borrow costs modeled. Past performance does not indicate future results.
Top 20 Long
Top 20 Short
Top 20 Long
Top 20 Short
Top 20 Long
| # | Ticker | Wt | Sector |
|---|---|---|---|
| 1 | FRNM↗ | 16.0% | Healthcare |
| 2 | SCTX↗ | 11.2% | Healthcare |
| 3 | ILMN↗ | 10.1% | Healthcare |
| 4 | SPCX↗ | 6.4% | Industrials |
| 5 | MU↗ | 4.9% | Technology |
| 6 | MMED↗ | 4.5% | Healthcare |
| 7 | JOBY↗ | 4.1% | Industrials |
| 8 | AJG↗ | 3.9% | Financial Services |
| 9 | BKNG↗ | 3.7% | Consumer Cyclical |
| 10 | FDS↗ | 3.6% | Financial Services |
| 11 | AAP↗ | 3.5% | Consumer Cyclical |
| 12 | VSTS↗ | 3.3% | Industrials |
| 13 | JBLU↗ | 3.2% | Industrials |
| 14 | HPQ↗ | 3.2% | Technology |
| 15 | PAYX↗ | 3.2% | Technology |
| 16 | CPB↗ | 3.2% | Consumer Defensive |
| 17 | MRNA↗ | 3.0% | Healthcare |
| 18 | CRK↗ | 3.0% | Energy |
| 19 | RF↗ | 3.0% | Financial Services |
| 20 | AFL↗ | 3.0% | Financial Services |
Top 20 Short
| # | Ticker | Wt | Sector |
|---|---|---|---|
| 1 | MRVL↗ | 11.9% | Technology |
| 2 | XPO↗ | 7.8% | Industrials |
| 3 | TEAM↗ | 7.3% | Technology |
| 4 | NFLX↗ | 5.7% | Communication Services |
| 5 | MSFT↗ | 5.2% | Technology |
| 6 | DAL↗ | 5.2% | Industrials |
| 7 | KLAR↗ | 5.0% | Financial Services |
| 8 | CRBG↗ | 4.8% | Financial Services |
| 9 | BLSH↗ | 4.7% | Technology |
| 10 | ESLT↗ | 4.5% | Industrials |
| 11 | MET↗ | 4.3% | Financial Services |
| 12 | CATX↗ | 4.0% | Healthcare |
| 13 | TSLA↗ | 3.9% | Consumer Cyclical |
| 14 | SECZ↗ | 3.9% | Technology |
| 15 | COP↗ | 3.8% | Energy |
| 16 | SU↗ | 3.7% | Energy |
| 17 | VOYA↗ | 3.7% | Financial Services |
| 18 | META↗ | 3.6% | Communication Services |
| 19 | KNX↗ | 3.5% | Industrials |
| 20 | CRSP↗ | 3.5% | Healthcare |