QuantcortexResearch
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Quantcortex Research Model

stock

⚠️ This page displays hypothetical research models for educational purposes only. It does not represent an investable portfolio, managed account, or recommended strategy.
Period:
Performance Summary
Jan 02, 2020 Jun 11, 2026
Return
+210.7%
CAGR
+19.2%
Sharpe
1.17
Max DD
-22.1%
Win Rate
81%
Turnover
6.76x
SPY+127.1%Sharpe 0.63-34.1%
Illustrative Growth of Research Model vs Benchmarks

Illustrative Model Composition (Hypothetical)

Allocations shown represent internal research model outputs used to demonstrate analytical behavior. They are illustrative only and not designed for replication, trading, or implementation.
No open positions today. All money in USD cash

Yearly Performance & Rebalance Activity

Calendar-year returns of the research model alongside how often it triggered rebalances each year.

Total Rebalances
290
Avg Days Between
8.2
Avg Position Changes
2.8
Avg Monthly Return
+1.6%
Year
Return
Max DD
Avg Monthly
Rebalances
Reb/Month
2020
+33%
-5.5%
+2.5%
46
3.8
2021
+8%
-17.5%
+0.8%
46
3.8
2022
-8%
-12.7%
-0.6%
44
3.7
2023
+27%
-6.3%
+2.2%
44
3.7
2024
+9%
-18.7%
+1.0%
42
3.5
2025
+44%
-10.1%
+3.3%
47
3.9
2026
+14%
-6.3%
+2.3%
21
3.5

📅 Portfolio Snapshots (weekly)

Week-by-week composition of the research model. Green border marks newly added holdings (with top contributing signals), red marks removed positions.

‹ Scroll to view history ›
2026-06-10
2026-06-08
2026-06-01
2026-05-18
2026-05-11
2026-05-04
2026-04-27
2026-04-20
2026-04-13
2026-04-06
2026-03-30
2026-03-23
2026-03-16
2026-03-09
2026-03-02
2026-02-23
2026-02-09
2026-02-02
2026-01-26
2026-01-12
2026-01-05
2025-12-29
2025-12-22
2025-12-15
2025-12-08
2025-12-01
2025-11-24
2025-11-17
2025-11-10
2025-11-03
2025-10-27
2025-10-20
2025-10-13
2025-10-06
2025-09-29
2025-09-22
2025-09-15
2025-09-08
2025-08-25
2025-08-18
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 10.3%
Threshold: 9.0%
All positions liquidated
Cooldown: 21 days before re-entry
+3 / 3
XOM
Momentum 200 Percentile 81% Momentum 120 Percentile 90%
20.0%
LLY
Donchian Trend Percentile 90% Momentum 200 Percentile 86%
20.0%
GOOGL
Momentum 200 Percentile 90% Momentum 120 Percentile 71%
20.0%
CAT
20.0%
UNH
20.0%
Removed
AVGO
Momentum 200 Percentile 76% Momentum 120 Percentile 57%
Passed all filters
20.0%
NVDA
Momentum 120 Percentile 81% Momentum 200 Percentile 52%
Passed all filters
20.0%
AAPL
Momentum 200 Percentile 67% Donchian Trend Percentile 62%
Passed all filters
20.0%
+3 / 3
AVGO
Donchian Trend Percentile 90% Momentum 200 Percentile 81%
20.0%
CAT
Momentum 200 Percentile 95% Momentum 120 Percentile 95%
20.0%
NVDA
Donchian Trend Percentile 86% Momentum 200 Percentile 57%
20.0%
UNH
20.0%
AAPL
20.0%
Removed
XOM
Momentum 200 Percentile 71% Momentum 120 Percentile 90%
Passed all filters
20.0%
CVX
Momentum 120 Percentile 86% Momentum 200 Percentile 52%
Passed all filters
20.0%
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 52%
Passed all filters
20.0%
+2 / 2
XOM
Momentum 200 Percentile 81% Donchian Trend Percentile 67%
20.0%
CVX
Donchian Trend Percentile 71% Momentum 120 Percentile 81%
20.0%
UNH
20.0%
GOOGL
20.0%
AAPL
20.0%
Removed
AVGO
Momentum 200 Percentile 71% Momentum 120 Percentile 67%
Passed all filters
20.0%
CAT
Momentum 200 Percentile 90% Momentum 120 Percentile 95%
Passed all filters
20.0%
+2 / 2
AVGO
Momentum 200 Percentile 86% Donchian Trend Percentile 71%
20.0%
AAPL
Donchian Trend Percentile 81% Momentum 200 Percentile 76%
20.0%
CAT
20.0%
UNH
20.0%
GOOGL
20.0%
Removed
AMZN
Donchian Trend Percentile 62% Momentum 120 Percentile 57%
Passed all filters
20.0%
XOM
Momentum 200 Percentile 71% Momentum 120 Percentile 86%
Passed all filters
20.0%
+3 / 3
AMZN
Donchian Trend Percentile 86% Momentum 120 Percentile 57%
20.0%
XOM
Momentum 200 Percentile 81% Momentum 120 Percentile 86%
20.0%
UNH
Donchian Trend Percentile 90% Momentum 200 Percentile 62%
20.0%
CAT
20.0%
GOOGL
20.0%
Removed
AVGO
Momentum 200 Percentile 86% Donchian Trend Percentile 76%
Passed all filters
20.0%
SPY
Donchian Trend Percentile 81% Inv Volatility 60 Percentile 95%
Passed all filters
20.0%
NVDA
Momentum 60 Percentile 71%
Passed all filters
20.0%
+1 / 1
SPY
Donchian Trend Percentile 90% Inv Volatility 60 Percentile 95%
20.0%
AVGO
20.0%
CAT
20.0%
NVDA
20.0%
GOOGL
20.0%
Removed
AAPL
Momentum 200 Percentile 62% Inv Volatility 60 Percentile 62%
Passed all filters
20.0%
+2 / 2
NVDA
Donchian Trend Percentile 90% Momentum 200 Percentile 62%
20.0%
AAPL
Donchian Trend Percentile 71% Momentum 200 Percentile 67%
20.0%
AVGO
20.0%
CAT
20.0%
GOOGL
20.0%
Removed
JNJ
Momentum 200 Percentile 86% Momentum 120 Percentile 81%
Passed all filters
20.0%
CVX
Momentum 200 Percentile 57% Momentum 120 Percentile 71%
Passed all filters
20.0%
+2 / 2
AVGO
Donchian Trend Percentile 86% Momentum 200 Percentile 81%
20.0%
CVX
Momentum 200 Percentile 71% Momentum 120 Percentile 81%
20.0%
JNJ
20.0%
CAT
20.0%
GOOGL
20.0%
Removed
WMT
Momentum 200 Percentile 62% Momentum 120 Percentile 67%
Passed all filters
20.0%
XOM
Momentum 200 Percentile 76% Momentum 120 Percentile 90%
Passed all filters
20.0%
+1 / 1
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 81%
20.0%
JNJ
20.0%
CAT
20.0%
XOM
20.0%
WMT
20.0%
Removed
CVX
Momentum 200 Percentile 71% Momentum 120 Percentile 86%
Passed all filters
20.0%
5 holdings
JNJ
20.0%
XOM
20.0%
CAT
20.0%
WMT
20.0%
CVX
20.0%
+1 / 1
WMT
Donchian Trend Percentile 81% Momentum 200 Percentile 57%
20.0%
JNJ
20.0%
CAT
20.0%
XOM
20.0%
CVX
20.0%
Removed
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 62%
Passed all filters
20.0%
5 holdings
JNJ
20.0%
XOM
20.0%
CAT
20.0%
GOOGL
20.0%
CVX
20.0%
+1 / 1
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 62%
20.0%
JNJ
20.0%
CAT
20.0%
XOM
20.0%
CVX
20.0%
Removed
WMT
Momentum 200 Percentile 57% Donchian Trend Percentile 52%
Passed all filters
20.0%
+1 / 1
WMT
Donchian Trend Percentile 71% Momentum 200 Percentile 57%
20.0%
JNJ
20.0%
CAT
20.0%
XOM
20.0%
CVX
20.0%
Removed
GOOGL
Momentum 200 Percentile 90% Momentum 120 Percentile 76%
Passed all filters
20.0%
+1 / 1
GOOGL
Momentum 200 Percentile 90% Momentum 120 Percentile 90%
20.0%
JNJ
20.0%
CAT
20.0%
XOM
20.0%
CVX
20.0%
Removed
WMT
Donchian Trend Percentile 67% Momentum 200 Percentile 52%
Passed all filters
20.0%
+1 / 1
CVX
Donchian Trend Percentile 90% Momentum 200 Percentile 52%
20.0%
JNJ
20.0%
CAT
20.0%
XOM
20.0%
WMT
20.0%
Removed
GOOGL
Momentum 200 Percentile 90% Momentum 120 Percentile 90%
Passed all filters
20.0%
+1 / 1
WMT
Donchian Trend Percentile 90% Momentum 120 Percentile 71%
20.0%
JNJ
19.2% 20.0%
CAT
19.2% 20.0%
XOM
19.2% 20.0%
GOOGL
19.2% 20.0%
Removed
SPY
Donchian Trend Percentile 76% Inv Volatility 60 Percentile 95%
Passed all filters
19.2%
+1 / 1
XOM
Donchian Trend Percentile 86% Momentum 120 Percentile 67%
19.2%
JNJ
18.6% 19.2%
CAT
18.6% 19.2%
SPY
18.6% 19.2%
GOOGL
18.6% 19.2%
Removed
WMT
Momentum 200 Percentile 62% Momentum 120 Percentile 62%
Passed all filters
18.6%
+1 / 1
JNJ
Donchian Trend Percentile 71% Momentum 200 Percentile 67%
18.6%
CAT
17.5% 18.6%
SPY
17.5% 18.6%
WMT
17.5% 18.6%
GOOGL
17.5% 18.6%
Removed
JPM
Momentum 200 Percentile 62% Momentum 120 Percentile 52%
Passed all filters
17.5%
+2 / 2
CAT
Momentum 200 Percentile 90% Donchian Trend Percentile 86%
17.5%
WMT
Momentum 200 Percentile 71% Donchian Trend Percentile 52%
17.5%
SPY
17.4% 17.5%
GOOGL
17.4% 17.5%
JPM
17.4% 17.5%
Removed
JNJ
Momentum 200 Percentile 67% Momentum 120 Percentile 81%
Passed all filters
17.4%
LLY
Momentum 200 Percentile 62% Momentum 120 Percentile 86%
Passed all filters
17.4%
5 holdings
JNJ
17.3% 17.4%
LLY
17.3% 17.4%
SPY
17.3% 17.4%
JPM
17.3% 17.4%
GOOGL
17.3% 17.4%
+2 / 2
LLY
Donchian Trend Percentile 86% Momentum 200 Percentile 67%
17.3%
SPY
Donchian Trend Percentile 90% Momentum 200 Percentile 52%
17.3%
JNJ
17.6% 17.3%
JPM
17.6% 17.3%
GOOGL
17.6% 17.3%
Removed
CAT
Momentum 200 Percentile 86% Momentum 120 Percentile 90%
Passed all filters
17.6%
WMT
Momentum 200 Percentile 57% Momentum 120 Percentile 62%
Passed all filters
17.6%
+2 / 2
WMT
Donchian Trend Percentile 90% Momentum 200 Percentile 62%
17.6%
JPM
Donchian Trend Percentile 86% Momentum 200 Percentile 71%
17.6%
JNJ
18.4% 17.6%
CAT
18.4% 17.6%
GOOGL
18.4% 17.6%
Removed
AVGO
Momentum 200 Percentile 86% Momentum 120 Percentile 71%
Passed all filters
18.4%
SPY
Donchian Trend Percentile 62% Momentum 200 Percentile 52%
Passed all filters
18.4%
+1 / 1
SPY
Donchian Trend Percentile 86% Momentum 200 Percentile 52%
18.4%
JNJ
18.1% 18.4%
AVGO
18.1% 18.4%
CAT
18.1% 18.4%
GOOGL
18.1% 18.4%
Removed
AAPL
Donchian Trend Percentile 62% Momentum 120 Percentile 81%
Passed all filters
18.1%
+1 / 1
AAPL
Donchian Trend Percentile 95% Momentum 200 Percentile 62%
18.1%
JNJ
17.9% 18.1%
AVGO
17.9% 18.1%
CAT
17.9% 18.1%
GOOGL
17.9% 18.1%
Removed
LLY
Momentum 200 Percentile 71% Donchian Trend Percentile 62%
Passed all filters
17.9%
5 holdings
JNJ
18.2% 17.9%
AVGO
18.2% 17.9%
LLY
18.2% 17.9%
CAT
18.2% 17.9%
GOOGL
18.2% 17.9%
5 holdings
JNJ
17.9% 18.2%
AVGO
17.9% 18.2%
LLY
17.9% 18.2%
CAT
17.9% 18.2%
GOOGL
17.9% 18.2%
+1 / 1
JNJ
Momentum 200 Percentile 76% Donchian Trend Percentile 62%
17.9%
AVGO
19.5% 17.9%
LLY
19.5% 17.9%
CAT
19.5% 17.9%
GOOGL
19.5% 17.9%
Removed
NVDA
Momentum 200 Percentile 81% Donchian Trend Percentile 57%
Passed all filters
19.5%
+1 / 1
LLY
Donchian Trend Percentile 95% Momentum 200 Percentile 57%
19.5%
AVGO
19.8% 19.5%
CAT
19.8% 19.5%
NVDA
19.8% 19.5%
GOOGL
19.8% 19.5%
Removed
SPY
Donchian Trend Percentile 76% Momentum 120 Percentile 52%
Passed all filters
19.8%
+1 / 1
NVDA
Momentum 200 Percentile 81% Donchian Trend Percentile 76%
19.8%
AVGO
20.0% 19.8%
SPY
20.0% 19.8%
CAT
20.0% 19.8%
GOOGL
20.0% 19.8%
Removed
JNJ
Momentum 200 Percentile 76% Momentum 120 Percentile 67%
Passed all filters
20.0%
+1 / 1
SPY
Donchian Trend Percentile 81% Momentum 120 Percentile 52%
20.0%
JNJ
19.6% 20.0%
AVGO
19.6% 20.0%
CAT
19.6% 20.0%
GOOGL
19.6% 20.0%
Removed
NVDA
Momentum 200 Percentile 81% Momentum 120 Percentile 86%
Passed all filters
19.6%
+1 / 1
AVGO
Momentum 200 Percentile 95% Donchian Trend Percentile 86%
19.6%
JNJ
20.0% 19.6%
CAT
20.0% 19.6%
NVDA
20.0% 19.6%
GOOGL
20.0% 19.6%
Removed
SPY
Donchian Trend Percentile 71% Momentum 120 Percentile 57%
Passed all filters
20.0%
+1 / 1
SPY
Donchian Trend Percentile 95% Momentum 200 Percentile 52%
20.0%
JNJ
20.0%
CAT
20.0%
NVDA
20.0%
GOOGL
20.0%
Removed
JPM
Momentum 200 Percentile 76% Momentum 120 Percentile 67%
Passed all filters
20.0%
+1 / 1
JNJ
Donchian Trend Percentile 95% Momentum 200 Percentile 71%
20.0%
CAT
20.0%
JPM
20.0%
NVDA
20.0%
GOOGL
20.0%
Removed
SPY
Donchian Trend Percentile 81% Momentum 120 Percentile 52%
Passed all filters
20.0%
+1 / 1
SPY
Donchian Trend Percentile 95% Momentum 120 Percentile 52%
20.0%
CAT
20.0%
JPM
20.0%
NVDA
20.0%
GOOGL
20.0%
Removed
AVGO
Momentum 200 Percentile 95% Momentum 120 Percentile 95%
Passed all filters
20.0%
+3 / 3
CAT
Donchian Trend Percentile 76% Momentum 120 Percentile 76%
20.0%
JPM
Donchian Trend Percentile 86% Momentum 200 Percentile 71%
20.0%
NVDA
Momentum 200 Percentile 76% Donchian Trend Percentile 62%
20.0%
AVGO
20.0%
GOOGL
20.0%
Removed
WMT
Donchian Trend Percentile 81% Momentum 200 Percentile 57%
Passed all filters
20.0%
NFLX
Momentum 200 Percentile 81% Momentum 120 Percentile 67%
Passed all filters
20.0%
HD
Donchian Trend Percentile 71% Momentum 120 Percentile 52%
Passed all filters
20.0%
+3 / 3
WMT
Momentum 200 Percentile 76% Donchian Trend Percentile 71%
20.0%
NFLX
Momentum 200 Percentile 90% Donchian Trend Percentile 57%
20.0%
HD
Donchian Trend Percentile 95% Momentum 120 Percentile 52%
20.0%
AVGO
20.0%
GOOGL
20.0%
Removed
CAT
Donchian Trend Percentile 52% Momentum 120 Percentile 62%
Passed all filters
20.0%
JPM
Momentum 200 Percentile 67% Momentum 120 Percentile 71%
Passed all filters
20.0%
NVDA
Momentum 200 Percentile 62% Momentum 120 Percentile 86%
Passed all filters
20.0%
+2 / 2
CAT
Donchian Trend Percentile 81% Momentum 120 Percentile 86%
20.0%
JPM
Momentum 200 Percentile 81% Donchian Trend Percentile 57%
20.0%
AVGO
20.0%
NVDA
20.0%
GOOGL
20.0%
Removed
SPY
Donchian Trend Percentile 86% Momentum 120 Percentile 52%
Passed all filters
20.0%
NFLX
Momentum 200 Percentile 90% Momentum 120 Percentile 76%
Passed all filters
20.0%
+2 / 2
SPY
Donchian Trend Percentile 90% Momentum 120 Percentile 52%
20.0%
NFLX
Momentum 200 Percentile 90% Donchian Trend Percentile 67%
20.0%
AVGO
20.0%
NVDA
20.0%
GOOGL
20.0%
Removed
JNJ
Donchian Trend Percentile 95% Inv Volatility 60 Percentile 71%
Passed all filters
20.0%
WMT
Momentum 200 Percentile 62% Inv Volatility 60 Percentile 86%
Passed all filters
20.0%
Showing latest 40 of 290 rebalancing events

Symbol Trade Chart (Buy/Sell)

Buy Trades
159
Sell Trades
159
Bought Qty
2907.6221
Sold Qty
2907.6221

Research Model Signal Change Log

Analytical signals driving exposure adjustments. Each entry links to the dedicated rebalance page.

📰 Latest Market News & Updates

Curated news for the latest model holdings and macro headlines that may affect the broader market.

Your Holdings News
No cached news for the latest holdings. (Crypto tickers are not covered by the news feed.)
🌍 Macro & Market News

News headlines are aggregated from third-party providers for informational purposes only and do not constitute investment advice.

Weekly Rebalance Pages (290)

Showing 1-40 of 290 dedicated rebalance pages.

Page 1 of 8

Important Disclosure

All information provided is for educational and informational purposes only and does not constitute investment advice, a recommendation, or an offer to buy or sell any security.

The content reflects hypothetical research models and simulations that are not intended for implementation and may not reflect actual trading results.

No information on this platform is tailored to the investment needs, financial situation, or objectives of any individual.

Past or simulated performance is not indicative of future results.