QuantcortexResearch
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Quantcortex Research Model

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⚠️ 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 Jul 24, 2026
Return
+211.8%
CAGR
+18.9%
Sharpe
1.16
Max DD
-22.1%
Win Rate
80%
Turnover
6.71x
SPY+127.5%Sharpe 0.62-34.1%
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.
Symbol
Allocation
Score
Rank
Status
CVX
20.0%
6.03
#5
New
V
20.0%
5.87
#4
New
LLY
20.0%
5.67
#2
Held
JNJ
20.0%
5.67
#3
Held
AAPL
20.0%
7.34
#1
Held

Yearly Performance & Rebalance Activity

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

Total Rebalances
294
Avg Days Between
8.3
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
+15%
-6.0%
+2.1%
25
3.6

📅 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 ›
2026-07-20
2026-07-13
2026-07-13
2026-06-15
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
+2 / 2
CVX
Donchian Trend Percentile 81% Momentum 200 Percentile 67%
20.0%
V
Donchian Trend Percentile 95% Momentum 120 Percentile 57%
20.0%
LLY
20.0%
JNJ
20.0%
AAPL
20.0%
Removed
UNH
Momentum 200 Percentile 62% Momentum 120 Percentile 86%
Passed all filters
20.0%
CAT
Momentum 200 Percentile 95% Momentum 120 Percentile 95%
Passed all filters
20.0%
+5
JNJ
Momentum 200 Percentile 86% Donchian Trend Percentile 62%
20.0%
UNH
Donchian Trend Percentile 95% Momentum 200 Percentile 67%
20.0%
AAPL
Donchian Trend Percentile 90% Momentum 200 Percentile 71%
20.0%
LLY
Momentum 200 Percentile 90% Momentum 120 Percentile 76%
20.0%
CAT
Momentum 200 Percentile 95% Momentum 120 Percentile 95%
20.0%
✅ COOLDOWN ENDED
Re-entering market after 21-day cooldown
Resuming normal trading operations
5
Removed
UNH
Donchian Trend Percentile 86% Momentum 200 Percentile 81%
Passed all filters
20.0%
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 71%
Passed all filters
20.0%
LLY
Momentum 200 Percentile 86% Donchian Trend Percentile 76%
Passed all filters
20.0%
XOM
Momentum 200 Percentile 57% Momentum 120 Percentile 81%
Passed all filters
20.0%
CAT
Momentum 200 Percentile 95% Donchian Trend Percentile 90%
Passed all filters
20.0%
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 10.3%
Threshold: 9.0%
All positions liquidated
Cooldown: 21 days before re-entry
+3 / 3
LLY
Donchian Trend Percentile 90% Momentum 200 Percentile 86%
20.0%
XOM
Momentum 200 Percentile 81% Momentum 120 Percentile 90%
20.0%
GOOGL
Momentum 200 Percentile 90% Momentum 120 Percentile 71%
20.0%
UNH
20.0%
CAT
20.0%
Removed
NVDA
Momentum 120 Percentile 81% Momentum 200 Percentile 52%
Passed all filters
20.0%
AVGO
Momentum 200 Percentile 76% Momentum 120 Percentile 57%
Passed all filters
20.0%
AAPL
Momentum 200 Percentile 67% Donchian Trend Percentile 62%
Passed all filters
20.0%
+3 / 3
NVDA
Donchian Trend Percentile 86% Momentum 200 Percentile 57%
20.0%
AVGO
Donchian Trend Percentile 90% Momentum 200 Percentile 81%
20.0%
CAT
Momentum 200 Percentile 95% Momentum 120 Percentile 95%
20.0%
UNH
20.0%
AAPL
20.0%
Removed
CVX
Momentum 120 Percentile 86% Momentum 200 Percentile 52%
Passed all filters
20.0%
XOM
Momentum 200 Percentile 71% Momentum 120 Percentile 90%
Passed all filters
20.0%
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 52%
Passed all filters
20.0%
+2 / 2
CVX
Donchian Trend Percentile 71% Momentum 120 Percentile 81%
20.0%
XOM
Momentum 200 Percentile 81% Donchian Trend Percentile 67%
20.0%
AAPL
20.0%
UNH
20.0%
GOOGL
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%
UNH
Donchian Trend Percentile 90% Momentum 200 Percentile 62%
20.0%
XOM
Momentum 200 Percentile 81% Momentum 120 Percentile 86%
20.0%
CAT
20.0%
GOOGL
20.0%
Removed
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%
AVGO
Momentum 200 Percentile 86% Donchian Trend Percentile 76%
Passed all filters
20.0%
+1 / 1
SPY
Donchian Trend Percentile 90% Inv Volatility 60 Percentile 95%
20.0%
NVDA
20.0%
CAT
20.0%
AVGO
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%
CAT
20.0%
AVGO
20.0%
GOOGL
20.0%
Removed
CVX
Momentum 200 Percentile 57% Momentum 120 Percentile 71%
Passed all filters
20.0%
JNJ
Momentum 200 Percentile 86% Momentum 120 Percentile 81%
Passed all filters
20.0%
+2 / 2
CVX
Momentum 200 Percentile 71% Momentum 120 Percentile 81%
20.0%
AVGO
Donchian Trend Percentile 86% Momentum 200 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%
XOM
20.0%
WMT
20.0%
CAT
20.0%
Removed
CVX
Momentum 200 Percentile 71% Momentum 120 Percentile 86%
Passed all filters
20.0%
5 holdings
CVX
20.0%
CAT
20.0%
JNJ
20.0%
WMT
20.0%
XOM
20.0%
+1 / 1
WMT
Donchian Trend Percentile 81% Momentum 200 Percentile 57%
20.0%
CVX
20.0%
JNJ
20.0%
XOM
20.0%
CAT
20.0%
Removed
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 62%
Passed all filters
20.0%
5 holdings
CVX
20.0%
GOOGL
20.0%
CAT
20.0%
JNJ
20.0%
XOM
20.0%
+1 / 1
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 62%
20.0%
CVX
20.0%
JNJ
20.0%
XOM
20.0%
CAT
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%
CVX
20.0%
JNJ
20.0%
XOM
20.0%
CAT
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%
CVX
20.0%
JNJ
20.0%
XOM
20.0%
CAT
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%
XOM
20.0%
WMT
20.0%
CAT
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%
SPY
18.6% 19.2%
JNJ
18.6% 19.2%
CAT
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%
SPY
17.5% 18.6%
WMT
17.5% 18.6%
CAT
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
WMT
Momentum 200 Percentile 71% Donchian Trend Percentile 52%
17.5%
CAT
Momentum 200 Percentile 90% Donchian Trend Percentile 86%
17.5%
SPY
17.4% 17.5%
JPM
17.4% 17.5%
GOOGL
17.4% 17.5%
Removed
LLY
Momentum 200 Percentile 62% Momentum 120 Percentile 86%
Passed all filters
17.4%
JNJ
Momentum 200 Percentile 67% Momentum 120 Percentile 81%
Passed all filters
17.4%
5 holdings
GOOGL
17.3% 17.4%
LLY
17.3% 17.4%
SPY
17.3% 17.4%
JNJ
17.3% 17.4%
JPM
17.3% 17.4%
+2 / 2
SPY
Donchian Trend Percentile 90% Momentum 200 Percentile 52%
17.3%
LLY
Donchian Trend Percentile 86% Momentum 200 Percentile 67%
17.3%
JNJ
17.6% 17.3%
JPM
17.6% 17.3%
GOOGL
17.6% 17.3%
Removed
WMT
Momentum 200 Percentile 57% Momentum 120 Percentile 62%
Passed all filters
17.6%
CAT
Momentum 200 Percentile 86% Momentum 120 Percentile 90%
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
SPY
Donchian Trend Percentile 62% Momentum 200 Percentile 52%
Passed all filters
18.4%
AVGO
Momentum 200 Percentile 86% Momentum 120 Percentile 71%
Passed all filters
18.4%
+1 / 1
SPY
Donchian Trend Percentile 86% Momentum 200 Percentile 52%
18.4%
JNJ
18.1% 18.4%
CAT
18.1% 18.4%
AVGO
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%
CAT
17.9% 18.1%
AVGO
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
GOOGL
18.2% 17.9%
LLY
18.2% 17.9%
CAT
18.2% 17.9%
JNJ
18.2% 17.9%
AVGO
18.2% 17.9%
5 holdings
GOOGL
17.9% 18.2%
LLY
17.9% 18.2%
CAT
17.9% 18.2%
JNJ
17.9% 18.2%
AVGO
17.9% 18.2%
+1 / 1
JNJ
Momentum 200 Percentile 76% Donchian Trend Percentile 62%
17.9%
LLY
19.5% 17.9%
CAT
19.5% 17.9%
AVGO
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%
NVDA
19.8% 19.5%
CAT
19.8% 19.5%
AVGO
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%
SPY
20.0% 19.8%
CAT
20.0% 19.8%
AVGO
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%
CAT
19.6% 20.0%
AVGO
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%
NVDA
20.0% 19.6%
JNJ
20.0% 19.6%
CAT
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%
NVDA
20.0%
JNJ
20.0%
CAT
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%
NVDA
20.0%
CAT
20.0%
JPM
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%
NVDA
20.0%
CAT
20.0%
JPM
20.0%
GOOGL
20.0%
Removed
AVGO
Momentum 200 Percentile 95% Momentum 120 Percentile 95%
Passed all filters
20.0%
Showing latest 40 of 294 rebalancing events

Symbol Trade Chart (Buy/Sell)

Buy Trades
164
Sell Trades
164
Bought Qty
3109.4010
Sold Qty
3109.4010

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
🌍 Macro & Market News

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

Weekly Rebalance Pages (294)

Showing 1-40 of 294 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.