Quantcortex Research Model
fundamental
⚠️ 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 → Sep 08, 2026
Return
+640.4%
CAGR
+34.9%
Sharpe
1.82
Max DD
-25.3%
Win Rate
70%
Turnover
4.14x
QQQ+232.3%Sharpe 0.77-35.6%
SPY+135.8%Sharpe 0.64-34.1%
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
T
24.2%
58.72
#1
● Held
LMT
17.3%
41.84
#2
● Held
MU
10.9%
26.43
#3
● Held
CB
6.7%
16.32
#4
● New
VZ
5.9%
14.29
#5
● New
INTC
5.5%
13.27
#6
● Held
LIN
4.8%
11.61
#7
● Held
MA
3.5%
8.58
#8
● New
GS
3.5%
8.38
#9
● Held
BMY
3.3%
8.11
#10
● Held
AMGN
3.3%
8.06
#11
● Held
JNJ
2.9%
7.12
#12
● New
LOW
2.7%
6.59
#13
● New
SCHW
2.7%
6.48
#14
● Held
MRK
2.7%
6.46
#15
● New
Yearly Performance & Rebalance Activity
Calendar-year returns of the research model alongside how often it triggered rebalances each year.
Total Rebalances
66
Avg Days Between
34.8
Avg Position Changes
4.6
Avg Monthly Return
+2.7%
Year
Return
Max DD
Avg Monthly
Rebalances
Reb/Month
2020
+82%
-6.5%
+5.4%
11
0.9
2021
+40%
-4.5%
+3.0%
9
0.8
2022
+11%
-22.0%
+1.2%
13
1.1
2023
+20%
-10.1%
+1.7%
16
1.3
2024
+24%
-6.7%
+1.9%
8
0.7
2025
+27%
-3.2%
+2.0%
8
0.7
2026
+39%
-5.5%
+3.9%
1
0.1
📅 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 ›
2026-04-01
2025-12-01
2025-10-01
2025-08-01
2025-07-01
2025-05-01
2025-04-25
2025-04-04
2025-04-01
2024-11-01
2024-10-01
2024-08-01
2024-07-01
2024-05-01
2024-04-01
2024-03-01
2024-02-01
2023-12-01
2023-11-01
2023-10-23
2023-10-03
2023-09-12
2023-09-01
2023-08-22
2023-08-01
2023-06-01
2023-06-01
2023-05-11
2023-05-01
2023-03-31
2023-03-13
2023-03-01
2023-02-01
2022-12-01
2022-11-01
2022-10-12
2022-09-22
2022-09-01
2022-08-01
2022-07-08
+6 / −6
T
5.1% → 24.2%
LMT
12.8% → 17.3%
MU
12.0% → 10.9%
CB
↑ Annual Margin Growth 28%↑ Quarterly Margin Growth 18%
6.7%
VZ
↑ Annual Margin Growth 26%↑ Quarterly Margin Growth 20%
5.9%
INTC
18.2% → 5.5%
LIN
5.1% → 4.8%
MA
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 7%
3.5%
GS
4.5% → 3.5%
BMY
7.4% → 3.3%
AMGN
4.7% → 3.3%
JNJ
↑ Annual Margin Growth 8%↑ Quarterly Margin Growth 7%
2.9%
LOW
↑ Annual Margin Growth 10%↑ Quarterly Margin Growth 7%
2.7%
SCHW
6.1% → 2.7%
MRK
↑ Annual Margin Growth 9%↑ Quarterly Margin Growth 6%
2.7%
Removed
LRCX
↑ Annual Margin Growth 5%↑ ROE 84%
Passed all filters
3.5%
PFE
↑ Annual Margin Growth 8%↑ FCF/Sales 75%
Passed all filters
4.8%
BAC
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 4%
Passed all filters
3.8%
ADI
↑ Annual Margin Growth 9%↑ D/E Ratio 79%
Passed all filters
4.2%
ABT
↑ Annual Margin Growth 10%↑ D/E Ratio 74%
Passed all filters
3.7%
AVGO
↑ Gross Margin 92%↑ ROE 69%
Passed all filters
3.9%
+1 / −1
INTC
18.0% → 18.2%
LMT
12.6% → 12.8%
MU
14.0% → 12.0%
BMY
7.3% → 7.4%
SCHW
6.0% → 6.1%
LIN
5.1% → 5.1%
T
5.0% → 5.1%
PFE
4.7% → 4.8%
AMGN
4.7% → 4.7%
GS
4.4% → 4.5%
ADI
↑ Annual Margin Growth 10%↑ D/E Ratio 74%
4.2%
AVGO
3.6% → 3.9%
BAC
3.8% → 3.8%
ABT
3.7% → 3.7%
LRCX
3.6% → 3.5%
Removed
BLK
↑ Annual Margin Growth 5%↑ Quarterly Margin Growth 5%
Passed all filters
3.5%
+5 / −5
INTC
↑ Quarterly Margin Growth 42%↑ Annual Margin Growth 41%
18.0%
MU
↑ Annual Margin Growth 55%↑ Quarterly Margin Growth 6%
14.0%
LMT
↑ Quarterly Margin Growth 77%↑ ROE 93%
12.6%
BMY
5.8% → 7.3%
SCHW
9.2% → 6.0%
LIN
7.2% → 5.1%
T
5.0% → 5.0%
PFE
8.6% → 4.7%
AMGN
4.6% → 4.7%
GS
4.4% → 4.4%
BAC
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 3%
3.8%
ABT
3.8% → 3.7%
AVGO
4.3% → 3.6%
LRCX
4.3% → 3.6%
BLK
↑ Annual Margin Growth 5%↑ Quarterly Margin Growth 5%
3.5%
Removed
DIS
↑ Annual Margin Growth 4%↑ D/E Ratio 62%
Passed all filters
4.2%
ADI
↑ Annual Margin Growth 7%↑ D/E Ratio 76%
Passed all filters
4.2%
PGR
↑ D/E Ratio 82%↑ ROE 61%
Passed all filters
22.2%
NFLX
↑ Annual Margin Growth 6%↑ ROE 73%
Passed all filters
5.8%
GE
↑ ROE 79%↑ Annual Margin Growth 3%
Passed all filters
6.3%
+1 / −1
PGR
22.4% → 22.2%
SCHW
9.2% → 9.2%
PFE
8.6% → 8.6%
LIN
7.3% → 7.2%
GE
6.4% → 6.3%
NFLX
5.9% → 5.8%
BMY
5.8% → 5.8%
T
5.0% → 5.0%
AMGN
4.7% → 4.6%
GS
4.5% → 4.4%
AVGO
3.9% → 4.3%
LRCX
4.3% → 4.3%
DIS
4.3% → 4.2%
ADI
↑ Annual Margin Growth 7%↑ D/E Ratio 76%
4.2%
ABT
3.8% → 3.8%
Removed
INTU
↑ D/E Ratio 68%↑ Annual Margin Growth 3%
Passed all filters
4.0%
+6 / −6
PGR
30.9% → 22.4%
SCHW
4.8% → 9.2%
PFE
13.9% → 8.6%
LIN
↑ Annual Margin Growth 14%↑ Quarterly Margin Growth 8%
7.3%
GE
4.5% → 6.4%
NFLX
3.3% → 5.9%
BMY
3.0% → 5.8%
T
4.2% → 5.0%
AMGN
↑ Annual Margin Growth 9%↑ ROE 94%
4.7%
GS
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 3%
4.5%
LRCX
↑ ROE 92%↑ Gross Margin 88%
4.3%
DIS
↑ Annual Margin Growth 7%↑ Gross Margin 64%
4.3%
INTU
2.4% → 4.0%
AVGO
2.4% → 3.9%
ABT
↑ Annual Margin Growth 5%↑ D/E Ratio 74%
3.8%
Removed
LMT
↑ Quarterly Margin Growth 28%↑ ROE 54%
Passed all filters
5.0%
ABBV
↑ Annual Margin Growth 8%↑ D/E Ratio 100%
Passed all filters
3.8%
AMD
↑ D/E Ratio 91%↑ FCF/Sales 67%
Passed all filters
2.3%
GOOG
↑ D/E Ratio 88%↑ Gross Margin 77%
Passed all filters
2.5%
RTX
↑ Annual Margin Growth 6%↑ Quarterly Margin Growth 3%
Passed all filters
14.7%
GOOGL
↑ D/E Ratio 88%↑ Gross Margin 77%
Passed all filters
2.5%
+2 / −2
PGR
31.0% → 30.9%
RTX
14.7% → 14.7%
PFE
13.9% → 13.9%
LMT
5.0% → 5.0%
SCHW
4.8% → 4.8%
GE
4.6% → 4.5%
T
4.3% → 4.2%
ABBV
3.8% → 3.8%
NFLX
3.3% → 3.3%
BMY
3.0% → 3.0%
GOOGL
2.5% → 2.5%
GOOG
2.5% → 2.5%
INTU
↑ Gross Margin 90%↑ ROE 87%
2.4%
AVGO
↑ Gross Margin 89%↑ Annual Margin Growth 4%
2.4%
AMD
2.3% → 2.3%
Removed
DIS
↑ Annual Margin Growth 7%↑ D/E Ratio 63%
Passed all filters
2.2%
NVDA
↑ Gross Margin 95%↑ ROE 93%
Passed all filters
2.2%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 11.2%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
+5 / −5
PGR
35.9% → 31.0%
RTX
20.1% → 14.7%
PFE
13.1% → 13.9%
LMT
↑ Quarterly Margin Growth 46%↑ ROE 93%
5.0%
SCHW
↑ Annual Margin Growth 21%↑ Gross Margin 81%
4.8%
GE
3.8% → 4.6%
T
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 11%
4.3%
ABBV
3.3% → 3.8%
NFLX
3.2% → 3.3%
BMY
↑ Annual Margin Growth 7%↑ ROE 88%
3.0%
GOOGL
2.1% → 2.5%
GOOG
2.2% → 2.5%
AMD
2.0% → 2.3%
DIS
↑ Annual Margin Growth 7%↑ D/E Ratio 63%
2.2%
NVDA
3.2% → 2.2%
Removed
LRCX
↑ ROE 86%↑ Gross Margin 78%
Passed all filters
2.4%
ADP
↑ ROE 92%↑ Gross Margin 70%
Passed all filters
2.4%
REGN
↑ D/E Ratio 89%↑ Gross Margin 74%
Passed all filters
2.2%
UNP
↑ Gross Margin 75%↑ ROE 74%
Passed all filters
2.1%
ETN
↑ Annual Margin Growth 3%↑ D/E Ratio 55%
Passed all filters
2.0%
15 holdings
PGR
35.5% → 35.9%
RTX
19.9% → 20.1%
PFE
13.0% → 13.1%
GE
3.8% → 3.8%
ABBV
3.2% → 3.3%
NFLX
3.2% → 3.2%
NVDA
4.1% → 3.2%
ADP
2.4% → 2.4%
LRCX
2.4% → 2.4%
REGN
2.2% → 2.2%
GOOG
2.1% → 2.2%
GOOGL
2.1% → 2.1%
UNP
2.0% → 2.1%
AMD
2.0% → 2.0%
ETN
2.0% → 2.0%
+6 / −6
PGR
20.2% → 35.5%
RTX
11.1% → 19.9%
PFE
↑ Annual Margin Growth 57%↑ Quarterly Margin Growth 37%
13.0%
NVDA
8.0% → 4.1%
GE
6.3% → 3.8%
ABBV
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 7%
3.2%
NFLX
7.0% → 3.2%
ADP
6.7% → 2.4%
LRCX
5.0% → 2.4%
REGN
↑ Gross Margin 91%↑ D/E Ratio 89%
2.2%
GOOG
4.2% → 2.1%
GOOGL
↑ D/E Ratio 91%↑ Gross Margin 82%
2.1%
UNP
↑ Annual Margin Growth 5%↑ ROE 79%
2.0%
ETN
4.4% → 2.0%
AMD
↑ Annual Margin Growth 7%↑ D/E Ratio 92%
2.0%
Removed
BA
↑ D/E Ratio 95%↑ ROE 94%
Passed all filters
4.2%
MRK
↑ Annual Margin Growth 5%↑ Gross Margin 66%
Passed all filters
4.3%
BAC
↑ Quarterly Margin Growth 12%↑ Gross Margin 77%
Passed all filters
4.4%
BLK
↑ Gross Margin 86%↑ D/E Ratio 72%
Passed all filters
5.0%
AAPL
↑ ROE 92%↑ Annual Margin Growth 4%
Passed all filters
4.2%
CAT
↑ Annual Margin Growth 4%↑ ROE 84%
Passed all filters
5.1%
+1 / −1
PGR
19.6% → 20.2%
RTX
10.7% → 11.1%
NVDA
10.9% → 8.0%
NFLX
6.8% → 7.0%
ADP
6.5% → 6.7%
GE
6.0% → 6.3%
CAT
5.0% → 5.1%
BLK
4.9% → 5.0%
LRCX
4.8% → 5.0%
ETN
4.2% → 4.4%
BAC
4.2% → 4.4%
MRK
4.1% → 4.3%
AAPL
4.1% → 4.2%
BA
4.0% → 4.2%
GOOG
↑ D/E Ratio 90%↑ Gross Margin 83%
4.2%
Removed
DE
↑ Annual Margin Growth 5%↑ ROE 62%
Passed all filters
4.2%
+5 / −5
PGR
0.8% → 19.6%
NVDA
0.5% → 10.9%
RTX
0.3% → 10.7%
NFLX
0.4% → 6.8%
ADP
0.5% → 6.5%
GE
0.6% → 6.0%
CAT
0.3% → 5.0%
BLK
0.5% → 4.9%
LRCX
0.3% → 4.8%
BAC
↑ Quarterly Margin Growth 13%↑ Gross Margin 80%
4.2%
ETN
0.2% → 4.2%
DE
↑ Annual Margin Growth 9%↑ ROE 79%
4.2%
MRK
↑ Gross Margin 90%↑ Annual Margin Growth 4%
4.1%
AAPL
↑ Annual Margin Growth 5%↑ ROE 96%
4.1%
BA
↑ Annual Margin Growth 5%↑ D/E Ratio 97%
4.0%
Removed
INTC
↑ Annual Margin Growth 12%↑ D/E Ratio 63%
Passed all filters
0.2%
PG
↑ Annual Margin Growth 7%↑ ROE 54%
Passed all filters
0.2%
DIS
↑ Annual Margin Growth 8%↑ D/E Ratio 62%
Passed all filters
4.8%
MDLZ
↑ Annual Margin Growth 9%
Passed all filters
0.4%
AXP
↑ ROE 78%↑ Gross Margin 57%
Passed all filters
90.0%
+2 / −2
AXP
89.8% → 90.0%
DIS
4.8% → 4.8%
PGR
0.8% → 0.8%
GE
0.6% → 0.6%
NVDA
0.7% → 0.5%
ADP
0.5% → 0.5%
BLK
0.5% → 0.5%
MDLZ
0.4% → 0.4%
NFLX
0.4% → 0.4%
RTX
0.3% → 0.3%
CAT
0.3% → 0.3%
LRCX
0.3% → 0.3%
INTC
0.2% → 0.2%
PG
↑ Annual Margin Growth 9%↑ ROE 66%
0.2%
ETN
↑ Annual Margin Growth 10%↑ D/E Ratio 58%
0.2%
Removed
DE
↑ Annual Margin Growth 9%↑ ROE 77%
Passed all filters
0.3%
TJX
↑ Annual Margin Growth 8%↑ ROE 88%
Passed all filters
0.2%
+4 / −4
AXP
98.1% → 89.8%
DIS
0.9% → 4.8%
PGR
0.1% → 0.8%
NVDA
0.1% → 0.7%
GE
0.1% → 0.6%
ADP
0.1% → 0.5%
BLK
0.1% → 0.5%
MDLZ
↑ Annual Margin Growth 19%↑ Quarterly Margin Growth 9%
0.4%
NFLX
0.1% → 0.4%
RTX
0.1% → 0.3%
DE
0.1% → 0.3%
CAT
0.1% → 0.3%
LRCX
↑ Annual Margin Growth 7%↑ ROE 87%
0.3%
INTC
↑ Annual Margin Growth 12%↑ Quarterly Margin Growth 5%
0.2%
TJX
↑ Annual Margin Growth 10%↑ ROE 91%
0.2%
Removed
HON
↑ Annual Margin Growth 10%↑ ROE 76%
Passed all filters
0.1%
PG
↑ Annual Margin Growth 9%↑ ROE 67%
Passed all filters
0.0%
NEE
↑ Annual Margin Growth 9%↑ Gross Margin 94%
Passed all filters
0.1%
ETN
↑ Annual Margin Growth 10%↑ D/E Ratio 57%
Passed all filters
0.0%
15 holdings
AXP
98.1% → 98.1%
DIS
0.9% → 0.9%
NVDA
0.1% → 0.1%
PGR
0.1% → 0.1%
GE
0.1% → 0.1%
BLK
0.1% → 0.1%
ADP
0.1% → 0.1%
RTX
0.1% → 0.1%
NEE
0.1% → 0.1%
CAT
0.1% → 0.1%
HON
0.1% → 0.1%
NFLX
0.1% → 0.1%
DE
0.1% → 0.1%
PG
0.0% → 0.0%
ETN
0.0% → 0.0%
+3 / −3
AXP
98.1% → 98.1%
DIS
0.8% → 0.9%
NVDA
0.1% → 0.1%
PGR
0.1% → 0.1%
GE
0.1% → 0.1%
BLK
0.1% → 0.1%
ADP
0.0% → 0.1%
RTX
↑ Quarterly Margin Growth 53%↑ FCF/Sales 56%
0.1%
NEE
0.1% → 0.1%
CAT
0.0% → 0.1%
HON
0.0% → 0.1%
NFLX
↑ Annual Margin Growth 13%↑ Quarterly Margin Growth 7%
0.1%
DE
0.0% → 0.1%
PG
↑ Annual Margin Growth 10%↑ ROE 66%
0.0%
ETN
0.0% → 0.0%
Removed
BAC
↑ Quarterly Margin Growth 12%↑ Annual Margin Growth 4%
Passed all filters
0.0%
GS
Passed all filters
0.4%
CI
↑ D/E Ratio 52%
Passed all filters
0.2%
15 holdings
AXP
98.1% → 98.1%
DIS
0.8% → 0.8%
GS
0.4% → 0.4%
CI
0.2% → 0.2%
NEE
0.1% → 0.1%
GE
0.1% → 0.1%
NVDA
0.1% → 0.1%
BLK
0.1% → 0.1%
PGR
0.1% → 0.1%
CAT
0.0% → 0.0%
DE
0.0% → 0.0%
HON
0.0% → 0.0%
BAC
0.0% → 0.0%
ADP
0.0% → 0.0%
ETN
0.0% → 0.0%
+15
AXP
↑ Annual Margin Growth 74741%↑ Quarterly Margin Growth 7181%
98.1%
DIS
↑ Annual Margin Growth 402%↑ Quarterly Margin Growth 261%
0.8%
GS
↑ Annual Margin Growth 315%
0.4%
CI
↑ Quarterly Margin Growth 151%
0.2%
NEE
↑ Annual Margin Growth 91%↑ Quarterly Margin Growth 4%
0.1%
GE
↑ Annual Margin Growth 42%↑ Quarterly Margin Growth 17%
0.1%
NVDA
↑ Annual Margin Growth 33%↑ Quarterly Margin Growth 9%
0.1%
BLK
↑ Annual Margin Growth 19%↑ Quarterly Margin Growth 16%
0.1%
PGR
↑ Annual Margin Growth 25%↑ Quarterly Margin Growth 13%
0.1%
CAT
↑ Annual Margin Growth 18%↑ ROE 86%
0.0%
DE
↑ Annual Margin Growth 20%↑ ROE 77%
0.0%
HON
↑ Annual Margin Growth 16%↑ Quarterly Margin Growth 4%
0.0%
BAC
↑ Quarterly Margin Growth 13%↑ Annual Margin Growth 5%
0.0%
ADP
↑ Annual Margin Growth 9%↑ Quarterly Margin Growth 6%
0.0%
ETN
↑ Annual Margin Growth 9%↑ Quarterly Margin Growth 3%
0.0%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 11.4%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
−15
Removed
DE
↑ Annual Margin Growth 24%↑ Quarterly Margin Growth 5%
Passed all filters
0.0%
BA
↑ Annual Margin Growth 120%↑ D/E Ratio 97%
Passed all filters
0.0%
BAC
↑ Quarterly Margin Growth 15%↑ Annual Margin Growth 4%
Passed all filters
0.0%
DIS
↑ Quarterly Margin Growth 237%↑ D/E Ratio 61%
Passed all filters
0.3%
NEE
↑ Annual Margin Growth 86%↑ Quarterly Margin Growth 7%
Passed all filters
0.1%
GS
↑ Annual Margin Growth 310%↑ FCF/Sales 99%
Passed all filters
0.4%
PGR
↑ Quarterly Margin Growth 11%↑ Annual Margin Growth 9%
Passed all filters
0.0%
CI
↑ Quarterly Margin Growth 148%
Passed all filters
0.2%
HON
↑ Annual Margin Growth 12%↑ Quarterly Margin Growth 5%
Passed all filters
0.0%
XOM
↑ Annual Margin Growth 22%↑ D/E Ratio 81%
Passed all filters
0.0%
+5 more removed
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 10.5%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
+3 / −3
AXP
95.6% → 98.5%
GS
1.8% → 0.4%
DIS
0.5% → 0.3%
CI
0.4% → 0.2%
NEE
0.3% → 0.1%
CB
0.5% → 0.1%
NVDA
↑ Annual Margin Growth 19%↑ Quarterly Margin Growth 13%
0.1%
DE
0.1% → 0.0%
GE
↑ Annual Margin Growth 16%↑ Quarterly Margin Growth 12%
0.0%
CAT
0.1% → 0.0%
XOM
0.1% → 0.0%
BAC
0.1% → 0.0%
PGR
↑ Quarterly Margin Growth 11%↑ Annual Margin Growth 9%
0.0%
HON
0.0% → 0.0%
BA
0.2% → 0.0%
Removed
LIN
↑ Annual Margin Growth 10%↑ D/E Ratio 63%
Passed all filters
0.1%
MCD
↑ D/E Ratio 99%↑ Gross Margin 88%
Passed all filters
0.0%
PFE
↑ Annual Margin Growth 9%↑ Quarterly Margin Growth 4%
Passed all filters
0.1%
15 holdings
AXP
95.6% → 95.6%
GS
1.8% → 1.8%
DIS
0.5% → 0.5%
CB
0.5% → 0.5%
CI
0.4% → 0.4%
NEE
0.3% → 0.3%
BA
0.2% → 0.2%
XOM
0.1% → 0.1%
DE
0.1% → 0.1%
PFE
0.1% → 0.1%
CAT
0.1% → 0.1%
LIN
0.1% → 0.1%
BAC
0.1% → 0.1%
MCD
0.0% → 0.0%
HON
0.0% → 0.0%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 10.0%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
+3 / −3
AXP
86.4% → 95.6%
GS
4.1% → 1.8%
DIS
2.5% → 0.5%
CB
2.1% → 0.5%
CI
1.8% → 0.4%
NEE
0.5% → 0.3%
BA
↑ Annual Margin Growth 79%↑ D/E Ratio 97%
0.2%
XOM
0.4% → 0.1%
DE
0.3% → 0.1%
PFE
0.3% → 0.1%
CAT
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 5%
0.1%
LIN
0.4% → 0.1%
BAC
0.2% → 0.1%
MCD
0.2% → 0.0%
HON
↑ Annual Margin Growth 6%↑ ROE 71%
0.0%
Removed
GILD
↑ Annual Margin Growth 8%↑ FCF/Sales 75%
Passed all filters
0.3%
REGN
↑ D/E Ratio 87%↑ Gross Margin 77%
Passed all filters
0.2%
AVGO
↑ Gross Margin 94%↑ ROE 91%
Passed all filters
0.2%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 12.8%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
15 holdings
AXP
86.4% → 86.4%
GS
4.1% → 4.1%
DIS
2.5% → 2.5%
CB
2.1% → 2.1%
CI
1.8% → 1.8%
NEE
0.5% → 0.5%
XOM
0.4% → 0.4%
LIN
0.4% → 0.4%
DE
0.3% → 0.3%
PFE
0.3% → 0.3%
GILD
0.3% → 0.3%
REGN
0.2% → 0.2%
MCD
0.2% → 0.2%
BAC
0.2% → 0.2%
AVGO
0.2% → 0.2%
+5 / −5
AXP
↑ Quarterly Margin Growth 7247%↑ ROE 60%
86.4%
GS
34.7% → 4.1%
DIS
↑ Quarterly Margin Growth 236%↑ D/E Ratio 58%
2.5%
CB
21.6% → 2.1%
CI
15.0% → 1.8%
NEE
2.1% → 0.5%
XOM
2.2% → 0.4%
LIN
3.0% → 0.4%
DE
↑ Annual Margin Growth 12%↑ Quarterly Margin Growth 6%
0.3%
PFE
3.0% → 0.3%
GILD
↑ Annual Margin Growth 7%↑ Quarterly Margin Growth 7%
0.3%
REGN
↑ Gross Margin 93%↑ D/E Ratio 87%
0.2%
MCD
1.8% → 0.2%
BAC
1.6% → 0.2%
AVGO
2.1% → 0.2%
Removed
TXN
↑ Gross Margin 95%↑ ROE 85%
Passed all filters
1.9%
COP
↑ Annual Margin Growth 5%↑ D/E Ratio 71%
Passed all filters
5.5%
CME
↑ Gross Margin 99%↑ D/E Ratio 86%
Passed all filters
1.8%
TSLA
↑ D/E Ratio 90%↑ ROE 70%
Passed all filters
2.1%
RTX
↑ D/E Ratio 62%↑ Annual Margin Growth 3%
Passed all filters
1.6%
+1 / −1
GS
34.2% → 34.7%
CB
21.3% → 21.6%
CI
14.8% → 15.0%
COP
5.4% → 5.5%
LIN
3.0% → 3.0%
PFE
2.9% → 3.0%
XOM
2.2% → 2.2%
TSLA
2.1% → 2.1%
NEE
2.1% → 2.1%
AVGO
2.1% → 2.1%
TXN
1.8% → 1.9%
MCD
1.8% → 1.8%
CME
1.7% → 1.8%
RTX
1.6% → 1.6%
BAC
↑ Quarterly Margin Growth 11%↑ Gross Margin 84%
1.6%
Removed
MU
↑ D/E Ratio 80%
Passed all filters
3.0%
+6 / −6
GS
31.8% → 34.2%
CB
↑ Annual Margin Growth 123%↑ Quarterly Margin Growth 79%
21.3%
CI
32.0% → 14.8%
COP
↑ Annual Margin Growth 38%↑ D/E Ratio 72%
5.4%
MU
2.7% → 3.0%
LIN
1.9% → 3.0%
PFE
↑ Annual Margin Growth 10%↑ Quarterly Margin Growth 6%
2.9%
XOM
↑ Annual Margin Growth 5%↑ Quarterly Margin Growth 5%
2.2%
TSLA
3.4% → 2.1%
NEE
↑ Quarterly Margin Growth 28%↑ Gross Margin 73%
2.1%
AVGO
2.0% → 2.1%
TXN
1.8% → 1.8%
MCD
↑ Annual Margin Growth 5%↑ D/E Ratio 99%
1.8%
CME
1.5% → 1.7%
RTX
2.7% → 1.6%
Removed
BA
↑ Quarterly Margin Growth 44%↑ D/E Ratio 98%
Passed all filters
5.2%
MRK
↑ Gross Margin 67%↑ ROE 61%
Passed all filters
1.6%
UPS
↑ ROE 86%↑ Annual Margin Growth 3%
Passed all filters
1.5%
CVX
↑ D/E Ratio 85%↑ ROE 59%
Passed all filters
1.5%
MA
↑ ROE 95%↑ Gross Margin 94%
Passed all filters
1.4%
ELV
Passed all filters
8.9%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 11.2%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
15 holdings
CI
31.1% → 32.0%
GS
30.9% → 31.8%
ELV
8.6% → 8.9%
BA
5.1% → 5.2%
TSLA
3.3% → 3.4%
MU
5.5% → 2.7%
RTX
2.6% → 2.7%
AVGO
2.0% → 2.0%
LIN
1.8% → 1.9%
TXN
1.8% → 1.8%
MRK
1.6% → 1.6%
CME
1.5% → 1.5%
CVX
1.5% → 1.5%
UPS
1.4% → 1.5%
MA
1.4% → 1.4%
+15
CI
↑ Annual Margin Growth 205%↑ Quarterly Margin Growth 142%
31.1%
GS
↑ Quarterly Margin Growth 381%↑ Gross Margin 58%
30.9%
ELV
↑ Annual Margin Growth 91%
8.6%
MU
↑ Annual Margin Growth 48%↑ Gross Margin 86%
5.5%
BA
↑ Quarterly Margin Growth 74%↑ D/E Ratio 97%
5.1%
TSLA
↑ Annual Margin Growth 27%↑ D/E Ratio 81%
3.3%
RTX
↑ Annual Margin Growth 22%↑ D/E Ratio 61%
2.6%
AVGO
↑ Annual Margin Growth 9%↑ Gross Margin 93%
2.0%
LIN
↑ Annual Margin Growth 10%↑ Quarterly Margin Growth 4%
1.8%
TXN
↑ Annual Margin Growth 6%↑ Gross Margin 96%
1.8%
MRK
↑ Annual Margin Growth 7%↑ Gross Margin 81%
1.6%
CME
↑ Gross Margin 99%↑ D/E Ratio 88%
1.5%
CVX
↑ D/E Ratio 82%↑ Annual Margin Growth 3%
1.5%
UPS
↑ Annual Margin Growth 7%↑ ROE 91%
1.4%
MA
↑ ROE 97%↑ Gross Margin 95%
1.4%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
Showing latest 40 of 66 rebalancing events
Symbol Trade Chart (Buy/Sell)
Buy Trades
52
Sell Trades
52
Bought Qty
130.7571
Sold Qty
130.7571
Research Model Signal Change Log
Analytical signals driving exposure adjustments. Each entry links to the dedicated rebalance page.
2026-04-01 · MRK
Model exposure to MRK initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · LOW
Model exposure to LOW initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · CB
Model exposure to CB initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · MA
Model exposure to MA initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · JNJ
Model exposure to JNJ initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · VZ
Model exposure to VZ initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · LRCX
LRCX exited because Passed all filters.
2026-04-01 · PFE
PFE exited because Passed all filters.
2026-04-01 · BAC
BAC exited because Passed all filters.
2026-04-01 · ADI
ADI exited because Passed all filters.
2026-04-01 · ABT
ABT exited because Passed all filters.
2026-04-01 · AVGO
AVGO exited because Passed all filters.
📰 Latest Market News & Updates
Curated news for the latest model holdings and macro headlines that may affect the broader market.
Your Holdings News
- GSNeutralMarketBeatEmpirical Finance LLC Purchases 72,073 Shares of Dollar Tree, Inc. $DLTR
Empirical Finance LLC significantly increased its stake in Dollar Tree (NASDAQ:DLTR) by 983.9% in the second quarter, acquiring 72,073 additional shares to own a total of 79,398 shares valued at $9.46 million. This comes as Dollar Tree repo
2026-09-08T23:28:53.000Z - MRKNeutralMarketBeatAllworth Financial LP Decreases Holdings in Merck & Co., Inc. $MRK
Allworth Financial LP reduced its stake in Merck & Co., Inc. by 20.7% in Q2, selling 54,355 shares to own 208,546 shares valued at $26.798 million. Despite this, other institutional investors increased their holdings, and the company's stoc
2026-09-08T23:17:49.000Z - CBNeutralYahoo! Finance CanadaMulti-Line Insurance Stocks Q2 Teardown: Chubb (NYSE:CB) Vs The Rest
The article analyzes the Q2 performance of multi-line insurance stocks, focusing on Chubb (NYSE:CB) and its competitors. It highlights that the sector experienced a slower Q2, with most companies missing revenue estimates and seeing stock p
2026-09-08T23:09:00.000Z - GSPositiveYahoo FinanceGoldman Sachs Just Added Vertex Pharmaceuticals to Its Conviction List. Here's the Bull Case for the Big Biotech Stock
Goldman Sachs has added Vertex Pharmaceuticals (NASDAQ: VRTX) to its highest-conviction list, giving it a "buy" rating and a $653 price target. The article highlights Vertex's expanding portfolio beyond its successful cystic fibrosis drugs,
2026-09-08T22:42:39.000Z - LINPositiveBenzingaHere's How Much $100 Invested In Linde 10 Years Ago Would Be Worth Today
Linde (NASDAQ: LIN) has outperformed the market over the past decade, with a $100 investment 10 years ago now valued at $395.16, representing an annualized return of 14.78%. This performance highlights the significant impact of compounded r
2026-09-08T21:19:05.000Z - JNJPositiveACCESS NewswireProtagonist Therapeutics Announces $300 Million Share Repurchase Program
Protagonist Therapeutics has announced that its Board of Directors has authorized a share repurchase program of up to $300 million of its outstanding common stock. The company plans to fund these repurchases using its existing cash, cash eq
2026-09-08T19:52:58.000Z - GSNeutralInvesting.comeBay at Goldman Sachs Communacopia + Technology Conference: growth shift
eBay presented its growth strategy at the Goldman Sachs Communacopia + Technology Conference, highlighting its focus on specific categories like C2C, recommerce, and collectibles, which are growing at over 20%. The company emphasized the si
2026-09-08T19:46:14.000Z - AMGNNegativeTradingKeyBristol-Myers Squibb Co Stock (BMY) Moved Down by 3.25% on Sep 8: Facts Behind the Movement
Bristol-Myers Squibb (BMY) stock declined by 3.25% on September 8th, primarily due to investor profit-taking despite positive Phase 2 trial results for arlocabtagene autoleucel. Investors reacted cautiously to unspecified regulatory timelin
2026-09-08T18:49:46.000Z
🌍 Macro & Market News
- NeutralbusinessNvidia faces Justice Department probe over $20B licensing deal with Groq
The Justice Department is investigating Nvidia's $20 billion licensing agreement with AI chip startup Groq to determine if it was structured to bypass antitrust review. This inquiry is part of a broader effort by the …
6 minutes ago - NeutralTheBlockCoBlackRock's IBIT ETF sees $120M in outflows as Bitcoin ETFs struggle
On Wednesday, spot bitcoin ETFs experienced significant outflows, totaling $120.2 million, attributed to redemptions from major funds including BlackRock's IBIT and Grayscale's GBTC. In contrast, spot ether ETFs repor…
20 minutes ago - NeutralbusinessEuropean Commission advances 'Made in Europe' initiative
The European Commission announced new measures today that advance its “Made in Europe” strategy, aimed at prioritizing local industries and enhancing economic independence. This move aligns with recent proposals that …
31 minutes ago - NeutralFirstSquawkMinoru Kihara emphasizes abduction issue as key to North Korea summit
Japan's Chief Cabinet Secretary Kihara emphasized that addressing the abduction issue is crucial for facilitating a summit with North Korea. Japanese officials maintain that the North Korean abductions of Japanese nat…
44 minutes ago - NeutralbusinessAustralia adjusts LNG export policies, replaces fixed requirements with annual cap
Australia has revised its approach to managing liquefied natural gas exports by easing plans that would have required exporters to reserve supplies for domestic users. The new policy replaces the previous mandatory do…
45 minutes ago - NeutralBBCWorldRussia outpaces Ukraine's air defenses with new jet-powered drones
Russia has been utilizing new jet-powered drones daily, surpassing Ukraine's air defenses and making it increasingly difficult for Ukrainian forces to intercept these advanced unmanned aerial vehicles. This developmen…
54 minutes ago
News headlines are aggregated from third-party providers for informational purposes only and do not constitute investment advice.
Weekly Rebalance Pages (66)
Showing 1-40 of 66 dedicated rebalance pages.
Page 1 of 2
2026-04-01
15 positions · +6 / -6
2025-12-01
15 positions · +1 / -1
2025-10-01
15 positions · +5 / -5
2025-08-01
15 positions · +1 / -1
2025-07-01
15 positions · +6 / -6
2025-05-01
15 positions · +2 / -2
2025-04-25
0 positions · +0 / -0
2025-04-04
0 positions · +0 / -0
2025-04-01
15 positions · +5 / -5
2024-11-01
15 positions · +0 / -0
2024-10-01
15 positions · +6 / -6
2024-08-01
15 positions · +1 / -1
2024-07-01
15 positions · +5 / -5
2024-05-01
15 positions · +2 / -2
2024-04-01
15 positions · +4 / -4
2024-03-01
15 positions · +0 / -0
2024-02-01
15 positions · +3 / -3
2023-12-01
15 positions · +0 / -0
2023-11-01
15 positions · +15 / -0
2023-10-23
0 positions · +0 / -0
2023-10-03
0 positions · +0 / -0
2023-09-12
0 positions · +0 / -0
2023-09-01
0 positions · +0 / -15
2023-08-22
0 positions · +0 / -0
2023-08-01
15 positions · +3 / -3
2023-06-01
0 positions · +0 / -0
2023-06-01
15 positions · +0 / -0
2023-05-11
0 positions · +0 / -0
2023-05-01
15 positions · +3 / -3
2023-03-31
0 positions · +0 / -0
2023-03-13
0 positions · +0 / -0
2023-03-01
15 positions · +0 / -0
2023-02-01
15 positions · +5 / -5
2022-12-01
15 positions · +1 / -1
2022-11-01
15 positions · +6 / -6
2022-10-12
0 positions · +0 / -0
2022-09-22
0 positions · +0 / -0
2022-09-01
15 positions · +0 / -0
2022-08-01
15 positions · +15 / -0
2022-07-08
0 positions · +0 / -0
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.