One composite score, distilled from nine distinct signals, driving a daily systematic long/short portfolio.
2026-07-11 · Updated daily
Sharpe
3.44
0.70
Total Return
114.1%
68.0%
Ann. Return
18.5%
12.2%
Ann. Vol
5.4%
17.6%
Max DD
-2.8%
-24.5%
Turnover
32.3%
—
Sharpe
Total Return
Ann. Return
Ann. Vol
Max DD
Turnover
3.44
114.1%
18.5%
5.4%
-2.8%
32.3%
0.70
68.0%
12.2%
17.6%
-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 | WDC↗ | 9.9% | Technology |
| 2 | ALMR↗ | 9.7% | Healthcare |
| 3 | WMB↗ | 8.1% | Energy |
| 4 | SAIL↗ | 5.9% | Technology |
| 5 | CCL↗ | 5.3% | Consumer Cyclical |
| 6 | ESLT↗ | 4.7% | Industrials |
| 7 | PRU↗ | 4.4% | Financial Services |
| 8 | AI↗ | 4.4% | Technology |
| 9 | SPCX↗ | 4.3% | Industrials |
| 10 | GTM↗ | 4.3% | Technology |
| 11 | CAG↗ | 4.1% | Consumer Defensive |
| 12 | AAP↗ | 4.1% | Consumer Cyclical |
| 13 | FDS↗ | 4.1% | Financial Services |
| 14 | GIS↗ | 4.0% | Consumer Defensive |
| 15 | KMX↗ | 4.0% | Consumer Cyclical |
| 16 | MOH↗ | 3.9% | Healthcare |
| 17 | VRRM↗ | 3.8% | Technology |
| 18 | HPQ↗ | 3.7% | Technology |
| 19 | XE↗ | 3.7% | Industrials |
| 20 | LNC↗ | 3.6% | Financial Services |
Top 20 Short
| # | Ticker | Wt | Sector |
|---|---|---|---|
| 1 | AAPL↗ | 24.3% | Technology |
| 2 | NVDA↗ | 20.5% | Technology |
| 3 | MSFT↗ | 6.8% | Technology |
| 4 | LLY↗ | 5.4% | Healthcare |
| 5 | CMPS↗ | 4.0% | Healthcare |
| 6 | AFRM↗ | 3.7% | Financial Services |
| 7 | APP↗ | 3.5% | Communication Services |
| 8 | SPOT↗ | 3.0% | Communication Services |
| 9 | SPGI↗ | 2.8% | Financial Services |
| 10 | GENI↗ | 2.6% | Communication Services |
| 11 | AHR↗ | 2.5% | Real Estate |
| 12 | MA↗ | 2.5% | Financial Services |
| 13 | BTSG↗ | 2.5% | Healthcare |
| 14 | RLAY↗ | 2.5% | Healthcare |
| 15 | URI↗ | 2.4% | Industrials |
| 16 | GH↗ | 2.4% | Healthcare |
| 17 | JOBY↗ | 2.4% | Industrials |
| 18 | MSTR↗ | 2.1% | Technology |
| 19 | DFTX↗ | 2.1% | Healthcare |
| 20 | BABA↗ | 1.9% | Consumer Cyclical |