Build a portfolio, not a position.
One strategy is a bet on one kind of weather. The model portfolio holds three mechanical families (trend, fundamental and accumulation) at equal weight, rebalanced quarterly, and every position is published before the outcome is known.
The blend’s Sortino beats every individual sleeve it is made of. Backtested and hypothetical; 2017-03-31 to 2026-12-31.
| Strategy | Family | Return | Max DD | Cadence |
|---|---|---|---|---|
Leaders The market's strongest large companies, reviewed every week. | Trend | 29.4%CAGR | −42.1% | Weekly |
Topline Large US companies growing revenue fastest, refreshed each quarter. | Fundamental | 26.2%CAGR | −26.0% | Quarterly |
Metronome A scheduled accumulation rule on a leveraged Nasdaq ETF. | Accumulation | 41.2%CAGR | −63.2% | Quarterly |
Sentinel Scheduled contributions into a leveraged Nasdaq ETF, with a standing hedge. | Accumulation, hedged | 40.8%XIRR | −59.8% | Monthly contributions |
Three of these four combine into the model portfolio. The hedged contribution strategy stands alone, because it is measured on an XIRR over monthly deposits rather than a CAGR on a lump sum, and the two are not comparable. Every drawdown here is real and was lived through.
Every position is published before the outcome is known
The momentum sleeve rotated this week, the quarterly basket refreshes on the first day of October, and the hedged sleeve has a put roll pending. Each strategy page carries the full backtest behind it.
The holdings and every change go to paid subscribers, all at the same moment, by email and on one shared Telegram channel. The evidence stays here, free, because the evidence is the argument.
The evidence is free. The holdings are the publication.
Every strategy’s track record and every research article is on this site, free. Paid subscribers get the model portfolio’s holdings and every change to them, in one weekly issue that reaches everyone at the same time.