Growth of $10,000
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Historical Drawdowns by Stress Window
Peak-to-trough drawdown within each listed window, strategy versus S&P 500, on two bases. Month-end drawdowns use the same month-end marks as the Monthly Performance table below; intraday drawdowns use daily closes and are deeper because they capture troughs between month-ends. The difference column compares the daily-close drawdowns.
| Period | Strategy Month-End DD | Strategy Intraday DD | S&P 500 Month-End DD | S&P 500 Intraday DD | Difference (pp) |
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Historical Sector Allocation — Reference Configuration
Monthly Performance — Portfolio vs S&P 500
Each cell is a single month and each Year cell is one calendar year. A drawdown that spans several months compounds across consecutive cells and can cross a year boundary, so no single cell shows its full depth. For example, the 2008-06 to 2009-02 decline compounds across nine monthly cells and two calendar years; its full depth is the month-end drawdown in the stress table above, while the 2008 Year cell is shallower because gains earlier in 2008 offset part of it.
Current Portfolio
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Quantitative Sector Conviction
Leading disclosed names within each sector from the latest monthly ranking. Names still under the 7-day embargo are withheld.
Names from the published research watchlist. These are not active holdings.
About This Strategy ▼
A systematic US equity research dashboard with historical walk-forward results and daily live-track marks. No real capital is deployed.
Historical results use point-in-time inputs and modeled transaction costs. A backtest is not an execution record, and simulated returns do not establish achievable trading capacity.
Research signals and dashboard updates are automated. The dates shown identify the latest published marks; source data and publication can lag.
Track-record verification & 7-day execution embargo: Portfolio-level marks (NAV, equity curves, drawdowns, monthly returns, and sector weights) publish live at T+0 after each market close via automated, timestamped Git commits, and published trade prices use recorded market-close prices. Individual positions entered within the last 7 calendar days are masked as LOCKED-#n—displaying live sector, portfolio weight, and dollar value while withholding ticker, share count, and price—to protect initial execution. Positions unmask automatically once held for 7 days or immediately upon exit in the Trade Journal.
Trade Journal
| Date | Ticker | Status | Shares | Price | Day Return | Hold (Calendar Days) | Cum. P&L |
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