One composite score, distilled from nine distinct signals, driving a daily systematic long/short portfolio.
2026-05-26 · Updated daily
Sharpe
3.47
0.69
Total Return
111.8%
65.5%
Ann. Return
18.8%
12.2%
Ann. Vol
5.4%
17.7%
Max DD
-3.2%
-24.5%
Turnover
32.3%
—
Sharpe
Total Return
Ann. Return
Ann. Vol
Max DD
Turnover
3.47
111.8%
18.8%
5.4%
-3.2%
32.3%
0.69
65.5%
12.2%
17.7%
-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 | ALMR↗ | 18.0% | Healthcare |
| 2 | XE↗ | 6.5% | Industrials |
| 3 | INSM↗ | 5.7% | Healthcare |
| 4 | ILMN↗ | 5.3% | Healthcare |
| 5 | JOBY↗ | 5.0% | Industrials |
| 6 | DNLI↗ | 4.9% | Healthcare |
| 7 | SPOT↗ | 4.8% | Communication Services |
| 8 | RVMD↗ | 4.6% | Healthcare |
| 9 | CMPS↗ | 4.1% | Healthcare |
| 10 | SCCO↗ | 4.1% | Basic Materials |
| 11 | KDK↗ | 4.0% | Technology |
| 12 | GENI↗ | 4.0% | Communication Services |
| 13 | KLAR↗ | 3.9% | Technology |
| 14 | NAVN↗ | 3.7% | Technology |
| 15 | KHC↗ | 3.7% | Consumer Defensive |
| 16 | VTR↗ | 3.7% | Real Estate |
| 17 | SRTA↗ | 3.6% | Healthcare |
| 18 | TROW↗ | 3.6% | Financial Services |
| 19 | CAG↗ | 3.4% | Consumer Defensive |
| 20 | BLMN↗ | 3.4% | Consumer Cyclical |
Top 20 Short
| # | Ticker | Wt | Sector |
|---|---|---|---|
| 1 | MSFT↗ | 15.4% | Technology |
| 2 | APP↗ | 8.1% | Communication Services |
| 3 | ESLT↗ | 7.9% | Industrials |
| 4 | AVGO↗ | 6.0% | Technology |
| 5 | ADI↗ | 5.8% | Technology |
| 6 | MNDY↗ | 5.4% | Technology |
| 7 | BABA↗ | 4.2% | Consumer Cyclical |
| 8 | CRSP↗ | 4.2% | Healthcare |
| 9 | BLSH↗ | 4.2% | Technology |
| 10 | RBLX↗ | 4.0% | Communication Services |
| 11 | NVDA↗ | 4.0% | Technology |
| 12 | PAYP↗ | 3.7% | Technology |
| 13 | ABNB↗ | 3.6% | Consumer Cyclical |
| 14 | SHOP↗ | 3.6% | Technology |
| 15 | FUTU↗ | 3.6% | Financial Services |
| 16 | DASH↗ | 3.4% | Consumer Cyclical |
| 17 | CRWV↗ | 3.3% | Technology |
| 18 | OKLO↗ | 3.3% | Utilities |
| 19 | APO↗ | 3.3% | Financial Services |
| 20 | TEM↗ | 3.2% | Healthcare |