Leaders
The market's strongest large companies, reviewed every week.
It holds the market's strongest large companies, and nothing else.
Measured on a single lump sum, so the return is a CAGR. The contribution strategy on this site reports an XIRR instead, and the two are not directly comparable.
Reviewed 2026-10-09. Positions are published before the outcome is known and stay up afterwards, whichever way they went.
A relative-strength screen across large US companies, rerun weekly. It holds a concentrated set of the names leading the market and exits on a fixed schedule rather than on a signal, so turnover is known in advance and there is no judgement call at the exit. The universe is survivorship-bias-free and market cap is applied point-in-time, which means a company that was small in 2018 is treated as small in 2018.
This is one of three sleeves in the model portfolio, held at equal weight and rebalanced quarterly.
A 42% drawdown happened, and will happen again
The worst peak-to-trough fall in this backtest was 42.1%. That is the number that decides whether a strategy is holdable, and it matters more than the return, because a strategy abandoned at the bottom returns nothing at all. This curve is marked every four weeks, so a sharp fall that recovered between marks does not appear in the drawdown below.
Backtested and hypothetical, over one historical window, with the benefit of hindsight. Costs, taxes and slippage are modelled only where the module notes say so. Nothing here is advice, and no result is a forecast.