Topline
Large US companies growing revenue fastest, refreshed each quarter.
The top line is revenue. This buys the companies growing theirs fastest.
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.
Q4 2026. The basket refreshes on the first day of each calendar quarter.
A fundamental screen across large US equities, refreshed once a quarter. It ranks on reported revenue growth and holds an equally weighted basket for the quarter. This is the only sleeve driven by financial statements rather than by price, and that is precisely why it diversifies the others: its quarterly returns run negatively correlated with all of them.
This is one of three sleeves in the model portfolio, held at equal weight and rebalanced quarterly.
A 26% drawdown happened, and will happen again
The worst peak-to-trough fall in this backtest was 26.0%. 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 at quarter end. Quarter-end marks cannot see a fall that happened and recovered inside the quarter, so the drawdown below is a floor and the Sortino is flattered. Measured weekly, a comparable blend scores about a quarter lower.
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.