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 Sep 09, 2026
Return
+184.7%
CAGR
+16.9%
Sharpe
1.06
Max DD
-22.1%
Win Rate
80%
Turnover
6.72x
SPY+134.7%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
CVX
20.0%
6.31
#5
New
AAPL
20.0%
5.83
#1
New
V
20.0%
6.27
#4
Held
JNJ
20.0%
5.71
#2
Held
JPM
20.0%
6.11
#3
Held

Yearly Performance & Rebalance Activity

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

Total Rebalances
300
Avg Days Between
8.3
Avg Position Changes
2.8
Avg Monthly Return
+1.4%
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
+5%
-14.2%
+0.6%
31
3.4

📅 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 ›
2026-08-31
2026-08-24
2026-08-17
2026-08-10
2026-08-03
2026-07-27
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
+2 / 2
CVX
Donchian Trend Percentile 95% Momentum 200 Percentile 81%
20.0%
AAPL
Momentum 200 Percentile 62% Donchian Trend Percentile 57%
20.0%
V
20.0%
JNJ
20.0%
JPM
20.0%
Removed
MA
Donchian Trend Percentile 81% Momentum 120 Percentile 57%
Passed all filters
20.0%
LLY
Momentum 200 Percentile 71% Momentum 120 Percentile 62%
Passed all filters
20.0%
+2 / 2
V
Donchian Trend Percentile 90% Momentum 120 Percentile 76%
20.0%
MA
Donchian Trend Percentile 95% Momentum 120 Percentile 52%
20.0%
JNJ
20.0%
JPM
20.0%
LLY
20.0%
Removed
CVX
Momentum 200 Percentile 76% Donchian Trend Percentile 67%
Passed all filters
20.0%
XOM
Momentum 200 Percentile 86% Donchian Trend Percentile 71%
Passed all filters
20.0%
+2 / 2
JNJ
Momentum 200 Percentile 81% Donchian Trend Percentile 71%
20.0%
CVX
Donchian Trend Percentile 95% Momentum 200 Percentile 76%
20.0%
LLY
20.0%
JPM
20.0%
XOM
20.0%
Removed
MSFT
Momentum 120 Percentile 86% Donchian Trend Percentile 57%
Passed all filters
20.0%
AMZN
Momentum 200 Percentile 62% Momentum 120 Percentile 90%
Passed all filters
20.0%
+2 / 2
LLY
Donchian Trend Percentile 95% Momentum 200 Percentile 90%
20.0%
XOM
Momentum 200 Percentile 81% Donchian Trend Percentile 76%
20.0%
MSFT
20.0%
AMZN
20.0%
JPM
20.0%
Removed
V
Inv Volatility 60 Percentile 90% Momentum 60 Percentile 67%
Passed all filters
20.0%
GOOGL
Momentum 200 Percentile 86% Momentum 120 Percentile 71%
Passed all filters
20.0%
+4 / 4
MSFT
Donchian Trend Percentile 86% Momentum 120 Percentile 86%
20.0%
V
Donchian Trend Percentile 67% Momentum 120 Percentile 71%
20.0%
AMZN
Donchian Trend Percentile 90% Momentum 200 Percentile 71%
20.0%
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 81%
20.0%
JPM
20.0%
Removed
CAT
Momentum 200 Percentile 95% Momentum 120 Percentile 67%
Passed all filters
20.0%
JNJ
Momentum 200 Percentile 76% Momentum 60 Percentile 76%
Passed all filters
20.0%
AAPL
Momentum 200 Percentile 62% Momentum 120 Percentile 62%
Passed all filters
20.0%
LLY
Momentum 200 Percentile 81% Momentum 60 Percentile 81%
Passed all filters
20.0%
+2 / 2
CAT
Momentum 200 Percentile 95% Momentum 120 Percentile 90%
20.0%
JPM
Donchian Trend Percentile 90% Momentum 200 Percentile 62%
20.0%
JNJ
20.0%
AAPL
20.0%
LLY
20.0%
Removed
V
Donchian Trend Percentile 86% Momentum 120 Percentile 52%
Passed all filters
20.0%
CVX
Momentum 200 Percentile 67% Donchian Trend Percentile 62%
Passed all filters
20.0%
+2 / 2
V
Donchian Trend Percentile 95% Momentum 120 Percentile 57%
20.0%
CVX
Donchian Trend Percentile 81% Momentum 200 Percentile 67%
20.0%
JNJ
20.0%
AAPL
20.0%
LLY
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%
CAT
Momentum 200 Percentile 95% Momentum 120 Percentile 95%
20.0%
AAPL
Donchian Trend Percentile 90% Momentum 200 Percentile 71%
20.0%
LLY
Momentum 200 Percentile 90% Momentum 120 Percentile 76%
20.0%
✅ COOLDOWN ENDED
Re-entering market after 21-day cooldown
Resuming normal trading operations
5
Removed
XOM
Momentum 200 Percentile 57% Momentum 120 Percentile 81%
Passed all filters
20.0%
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%
CAT
Momentum 200 Percentile 95% Donchian Trend Percentile 90%
Passed all filters
20.0%
LLY
Momentum 200 Percentile 86% Donchian Trend Percentile 76%
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
GOOGL
Momentum 200 Percentile 90% Momentum 120 Percentile 71%
20.0%
LLY
Donchian Trend Percentile 90% Momentum 200 Percentile 86%
20.0%
XOM
Momentum 200 Percentile 81% Momentum 120 Percentile 90%
20.0%
UNH
20.0%
CAT
20.0%
Removed
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%
AVGO
Momentum 200 Percentile 76% Momentum 120 Percentile 57%
Passed all filters
20.0%
+3 / 3
NVDA
Donchian Trend Percentile 86% Momentum 200 Percentile 57%
20.0%
CAT
Momentum 200 Percentile 95% Momentum 120 Percentile 95%
20.0%
AVGO
Donchian Trend Percentile 90% Momentum 200 Percentile 81%
20.0%
UNH
20.0%
AAPL
20.0%
Removed
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 52%
Passed all filters
20.0%
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%
+2 / 2
CVX
Donchian Trend Percentile 71% Momentum 120 Percentile 81%
20.0%
XOM
Momentum 200 Percentile 81% Donchian Trend Percentile 67%
20.0%
UNH
20.0%
GOOGL
20.0%
AAPL
20.0%
Removed
CAT
Momentum 200 Percentile 90% Momentum 120 Percentile 95%
Passed all filters
20.0%
AVGO
Momentum 200 Percentile 71% Momentum 120 Percentile 67%
Passed all filters
20.0%
+2 / 2
AAPL
Donchian Trend Percentile 81% Momentum 200 Percentile 76%
20.0%
AVGO
Momentum 200 Percentile 86% Donchian Trend Percentile 71%
20.0%
UNH
20.0%
GOOGL
20.0%
CAT
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
UNH
Donchian Trend Percentile 90% Momentum 200 Percentile 62%
20.0%
AMZN
Donchian Trend Percentile 86% Momentum 120 Percentile 57%
20.0%
XOM
Momentum 200 Percentile 81% Momentum 120 Percentile 86%
20.0%
GOOGL
20.0%
CAT
20.0%
Removed
NVDA
Momentum 60 Percentile 71%
Passed all filters
20.0%
SPY
Donchian Trend Percentile 81% Inv Volatility 60 Percentile 95%
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%
GOOGL
20.0%
NVDA
20.0%
CAT
20.0%
AVGO
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%
GOOGL
20.0%
CAT
20.0%
AVGO
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
CVX
Momentum 200 Percentile 71% Momentum 120 Percentile 81%
20.0%
AVGO
Donchian Trend Percentile 86% Momentum 200 Percentile 81%
20.0%
GOOGL
20.0%
CAT
20.0%
JNJ
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%
CAT
20.0%
JNJ
20.0%
WMT
20.0%
XOM
20.0%
Removed
CVX
Momentum 200 Percentile 71% Momentum 120 Percentile 86%
Passed all filters
20.0%
5 holdings
WMT
20.0%
XOM
20.0%
JNJ
20.0%
CVX
20.0%
CAT
20.0%
+1 / 1
WMT
Donchian Trend Percentile 81% Momentum 200 Percentile 57%
20.0%
CAT
20.0%
JNJ
20.0%
CVX
20.0%
XOM
20.0%
Removed
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 62%
Passed all filters
20.0%
5 holdings
XOM
20.0%
JNJ
20.0%
CVX
20.0%
GOOGL
20.0%
CAT
20.0%
+1 / 1
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 62%
20.0%
CAT
20.0%
JNJ
20.0%
CVX
20.0%
XOM
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%
CAT
20.0%
JNJ
20.0%
CVX
20.0%
XOM
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%
CAT
20.0%
JNJ
20.0%
CVX
20.0%
XOM
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%
CAT
20.0%
JNJ
20.0%
WMT
20.0%
XOM
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%
GOOGL
19.2% 20.0%
CAT
19.2% 20.0%
JNJ
19.2% 20.0%
XOM
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%
GOOGL
18.6% 19.2%
CAT
18.6% 19.2%
JNJ
18.6% 19.2%
SPY
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%
GOOGL
17.5% 18.6%
CAT
17.5% 18.6%
WMT
17.5% 18.6%
SPY
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%
GOOGL
17.4% 17.5%
JPM
17.4% 17.5%
SPY
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%
SPY
17.3% 17.4%
GOOGL
17.3% 17.4%
JPM
17.3% 17.4%
LLY
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%
GOOGL
17.6% 17.3%
JNJ
17.6% 17.3%
JPM
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%
GOOGL
18.4% 17.6%
CAT
18.4% 17.6%
JNJ
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%
GOOGL
18.1% 18.4%
CAT
18.1% 18.4%
JNJ
18.1% 18.4%
AVGO
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%
GOOGL
17.9% 18.1%
CAT
17.9% 18.1%
JNJ
17.9% 18.1%
AVGO
17.9% 18.1%
Removed
LLY
Momentum 200 Percentile 71% Donchian Trend Percentile 62%
Passed all filters
17.9%
5 holdings
AVGO
18.2% 17.9%
JNJ
18.2% 17.9%
GOOGL
18.2% 17.9%
CAT
18.2% 17.9%
LLY
18.2% 17.9%
5 holdings
AVGO
17.9% 18.2%
JNJ
17.9% 18.2%
GOOGL
17.9% 18.2%
CAT
17.9% 18.2%
LLY
17.9% 18.2%
+1 / 1
JNJ
Momentum 200 Percentile 76% Donchian Trend Percentile 62%
17.9%
GOOGL
19.5% 17.9%
CAT
19.5% 17.9%
AVGO
19.5% 17.9%
LLY
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%
GOOGL
19.8% 19.5%
NVDA
19.8% 19.5%
CAT
19.8% 19.5%
AVGO
19.8% 19.5%
Removed
SPY
Donchian Trend Percentile 76% Momentum 120 Percentile 52%
Passed all filters
19.8%
Showing latest 40 of 300 rebalancing events

Symbol Trade Chart (Buy/Sell)

Buy Trades
169
Sell Trades
169
Bought Qty
3303.1318
Sold Qty
3303.1318

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
  • AAPLNeutralCNBC
    Applied Materials CEO: Growth is driven by AI compute demand

    Gary Dickerson, CEO of Applied Materials, discusses the company's business outlook. He highlights that the growth of Applied Materials is primarily fueled by the increasing demand for AI compute. This indicates a strong connection between a

    2026-09-09T19:43:35.000Z
  • AAPLPositiveThe Next Web
    Amkor is taking its Arizona chip packaging campus to $12bn

    Amkor Technology is significantly expanding its chip packaging campus in Peoria, Arizona, with the project's total investment now estimated at $12 billion, six times its initial 2023 announcement. This expansion, driven by high customer dem

    2026-09-09T15:44:00.000Z
  • AAPLNeutralInvesting.com Canada
    Sempra Energy stock hits 52-week low at 19.88 USD By Investing.com

    Sempra Energy's stock has dropped to a 52-week low of $19.88, marking a 17% decrease from its 52-week high of $23.84. The $55.89 billion energy company has seen its stock decline by 9.92% over the past year. Despite the downturn, InvestingP

    2026-09-09T15:40:19.000Z
  • CVXPositiveTradingView
    WTI Crude Not Too Far From $100: Are Permian Stocks a Smart Watch Now?

    As WTI crude approaches $100 per barrel due to geopolitical tensions, energy stocks, particularly those operating in the Permian Basin, are gaining appeal. The U.S. Energy Information Administration forecasts higher WTI prices and increased

    2026-09-09T15:19:08.000Z
  • JNJNeutralInvesting.com
    Compass Pathways stock shows durable results in depression trial

    Compass Pathways plc reported positive results from its Phase 3 COMP005 study, showing sustained efficacy and tolerability of its COMP360 psilocybin therapy for treatment-resistant depression. The stock has surged significantly, reflecting

    2026-09-09T15:01:07.000Z
  • AAPLPositiveCNBC
    Apple event live updates: First foldable iPhone, new watch series expected as Ternus makes debut

    Apple is holding its "Surprise and shine" launch event, where new iPhone models, including its first folding phone, and new Apple Watches are expected. This marks the debut event for new CEO John Ternus, and investors are watching for poten

    2026-09-09T14:43:00.000Z
  • JPMNeutralInvesting.com
    MercadoLibre stock falls as company taps debt markets

    MercadoLibre Inc (NASDAQ:MELI) shares fell 2.8% after Bloomberg reported the company is returning to global debt markets for only the third time. The e-commerce and fintech giant is offering dollar notes maturing in 2036, with proceeds inte

    2026-09-09T14:24:09.000Z
  • CVXPositiveInvesting.com Nigeria
    Chevron stock hits all-time high at 214.85 USD By Investing.com

    Chevron's stock reached an all-time high of $214.85, currently trading at $215.17 with a market capitalization of $417 billion. The company has seen significant growth over the past year, with a 35.64% increase, and is considered undervalue

    2026-09-09T13:49:37.000Z
🌍 Macro & Market News

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

Weekly Rebalance Pages (300)

Showing 1-40 of 300 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.