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Every name is read by the model line-up that earned its place on it. A name reaches the portfolio only when it is long and three of the four agree.
Every trading day you see where each name stands and what changed overnight. Each week those readings become a portfolio of ten names or fewer, with an exact weight on each and cash for the rest.
It runs the same way on a good week and a bad one, and nothing in it is overruled by hand.
On the left, where the models stand on each name. On the right, the portfolio those signals produced. Every holding traces back to a line in the table, and the code will not let the two disagree.
Why QQQ is absent. Only two of the four back it. Being long on the signals page is not enough, three of four have to agree. Why the 2× badges do not matter here. HYG and OKTA carry the leveraged tier on the signals page and both sit in the portfolio at 1×. The portfolio is never levered.
Ten wedges, shaded by weight. Cash sits outside them, because it is a position here.
Three names sit exactly on the cap, and that is the cap working. Sizing wanted to give HYG, LMT and XLF more, and the cap said no.
The cash is the interesting number. The 20.9% is deliberate. When the names get jumpy, the portfolio holds less of them. Across the simulated decade it sat in cash 32% of the time and averaged 8.4 holdings.
Position is long or flat, never short. Tier says how hard, 1× or 2×, and it lives on the signals page only. The portfolio is long-only and unlevered, so the tier never reaches it.
How many of the four back the call. Broad is three or more, Mixed is fewer. Three models agreeing a name should be flat reads just as strongly as three agreeing it should be long.
The badge shows where the models stand today, which can differ from what is held. A short minimum-hold keeps the portfolio from flipping on one day’s wobble. We publish both.
In the portfolio is the column nobody else publishes. It links a signal to a weight, every day. Both panels are real: signals from 4 August 2026, weights from 3 August.
Most systematic portfolios run off one thing, usually momentum. Every approach has conditions it loves and conditions it hates. In the good ones it looks brilliant, and in the bad ones it bleeds slowly.
You cannot diagnose a model from inside it. A second opinion only helps if it is built to be wrong about different things. That is what the other three are for.
An altimeter, an airspeed indicator, an artificial horizon. Any of them can fail quietly, and each is convincing while it does. Pilots cross-check, and when the instruments disagree they slow down.
Same here. A name reaches the portfolio only when it is long and at least three of the four agree. When agreement thins below three, the position closes and the money waits in cash. Disagreement is worth seeing, so we publish all four every day.
Letting all four vote equally on everything would be tidy, and lazy. Every asset gets its own line-up, tested alone and in every combination on data the models never saw. On one name that line-up is a single model, on another it is three of them. The daily page still shows all four, even when only some are driving the call.
You go from forecaster to observer. What you watch is which models agree this morning and how broadly, and that question has an answer, published daily and checkable later.
It means one week can be compared to the last, and it means you can check the work.
Long only, never levered. Every rule and every number is set in advance. If you want the full construction, the caps, the sizing maths and the six things that can go wrong, it is all in the inception guide, free to read.
Each ships both halves: the daily signals, and the portfolio built from them. Same construction, different universes, so their bad days rarely line up. The lists only grow, and new tickers are added every month.
Research adds the macro note twice a week and written deep dives on the names the portfolio holds.
A third off for anyone already on a Macro & Megacaps tier. The code is provided privately.
Every subscription includes its portfolio at no extra cost. There has never been a separate fee for it, and every coverage addition is included for as long as you stay. The price is locked, the universe is not. Prices exclude VAT and any other applicable taxes.
The testing sits on each portfolio’s own page, at whichever horizon you want, on the same locked construction that runs today. The signals have published since late June 2026 and the portfolios started trading on 3 August 2026, so the live series is young and is labelled that way wherever it appears.
Walk-forward means every point used only the data available on that day, with no re-tuning afterwards. Each portfolio page carries its own panel, so the figures live in one place and cannot drift.
The platform holds them in separate tagged series and the P&L endpoint will not merge them. A backtest cannot be dressed up as a track record here, because the data layer will not produce one.
A backtest is a backtest. These are the awkward parts, said plainly.
This page summarises two notes published in full, to everyone, before you got here. Both are open, no paywall, no card. If you are going to disagree with the construction, disagree with the actual thing.
How the two portfolios are built, and every number this page quotes, with the caveats attached.
This is the step that comes first. It covers four models on every name, and why four rather than one.
The order matters. The signals note is step one, the inception guide is step two. Read them that way and everything on this page should be checkable.
None of these is a caveat tacked on at the bottom. Each one is a design decision, and to the wrong reader it will look like a flaw.
Someone who runs capital to a professional standard and wants the same work on the hard mornings as the easy ones. The record is open.
The portfolio publishes every trading day before the US open. It holds ten names at most, each sized so no single one decides the year, and the rules are enforced in code. Annual plans carry a free first month, so you can run a month of it against a live market and cancel in-month having paid nothing.
The work is closer to observation than prediction. None of it asks you to be attached to a particular trade, mine included. The market is the thing being read, and we are watching it from the same side of the glass.
Published for information and education. It is not personalised advice, not a managed account, and not a recommendation to buy or sell any security. Capital is at risk, and past and simulated performance tell you nothing certain about the future.