CompoundQuantGrowth of 1 vs benchmark.
Drawdown profile.
The chart most factsheets do not show: how far below its own peak the portfolio sat, every week since mid-2022.
Chart uses weekly sampling; the headline maximum drawdown above is computed on daily data and can be slightly deeper than the weekly trough shown here.
Returns across horizons.
| Window | Total return | CAGR | Volatility | Sharpe | Max drawdown | Calmar |
|---|
Year by year.
2021 is a partial year from the common data start. Calendar concentration is disclosed, not smoothed: trending years dominate absolute returns by design.
What this portfolio holds right now.
Top five positions from the live paper-trading track, updated at every rebalance. Full holdings are provided to subscribers — most platforms show you a backtest; we show you the book.
| # | Symbol | Weight |
|---|
Model paper-trading portfolio, not a solicitation to buy the securities named. Weights drift with prices between rebalances.
How rebalancing works here.
The exact operating parameters — no vague "our proprietary process" language.
Brokerage, in the open.
Every return figure on this page is net of the cost model below. Most platforms show gross numbers and let the charges surprise you.
The full number set.
Step through every rebalance.
Drag through the model's history and watch the portfolio pick and drop names — before and after, at every event. This is the machinery, live.