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That bar is the whole method. Below is one real morning, so you can see where the models stood on each name, next to the portfolio those readings produced.
Every holding traces back to a line in the table. The code will not let the two disagree.
Then the four models, one at a time, each with where it fails. After that come the construction stages, the caps and the sell check.
It runs the same way on a good week as on a bad one. 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. 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. That is the cap working. Sizing wanted to give HYG, LMT and XLF more. 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 ten-year backtest 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×. 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. One can print for two years, then hand back eighteen months of gains in six weeks. Nothing in its own output says the market underneath it changed.
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. The money waits in cash.
Every asset gets its own line-up, tested alone and in combination on data the models never saw. On one name that line-up is a single model, on another it is three. All four publish every day, even when only some are driving the call.
It means one week can be compared to the last. It also 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.
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. Both lists are said plainly, because you would otherwise find them out the hard way.
Each ships both halves: the daily signals, and the portfolio built from them. Same construction, different universes.
All three are open, with no paywall and no card. If you are going to disagree with the construction, disagree with the actual thing.
The order matters. The evidence note is step one, because it sets the standard the other two are held to. The signals note is step two. The inception guide is step three. Read them that way and everything on this page should be checkable.
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. Past and backtested performance tell you nothing certain about the future.