Combo Equal Screen
Filter for large-cap, quality, and low-leverage holdings, rank by composite quality/value/size score, keep the top 20 names, and equal-weight the selected names.
AI Summary
Concentrated consumer staples screen improved returns and alpha versus the original plan, but remains highly stock-specific and only modestly efficient versus SPY.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| COST | Costco Wholesale Corporation | Consumer Staples | 50.00% | +40.54 |
| MNST | Monster Beverage Corporation | Consumer Staples | 50.00% | +45.96 |
Sector Exposure
- Consumer Staples100.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- COSTCostco Wholesale Corporation50.00% (+40.54)
- MNSTMonster Beverage Corporation50.00% (+45.96)
Performance vs Benchmark
Strategy NAV vs benchmark — hover for exact values.
Alpha Trend
Excess return vs benchmark over time.
Drawdown Trend
Underwater curve and peak drawdown marker.
Turnover Trend
Per-period turnover with average reference.
Strategy Comparison
All four default strategies side-by-side.
| Strategy | Annualized | Alpha | Sharpe | Max DD |
|---|---|---|---|---|
| Baseline | 5.07% | -2.08% | 0.41 | -24.95% |
| Momentum Screen | 5.57% | -0.89% | 0.43 | -29.00% |
| Basic Value Screen | -0.84% | -7.08% | 0.04 | -31.76% |
| Combo Equal Screen | 8.30% | 0.14% | 0.51 | -24.23% |
vs Baseline: Annualized +3.24 · Alpha +2.22 · Sharpe +0.09
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | -5.07% | 3.75% | -8.81 | 1.08 | 2 |
| 2025-06-30 | -4.42% | 2.69% | -7.11 | 0.92 | 2 |
| 2025-07-31 | 3.24% | 2.05% | +1.19 | 2.21 | 2 |
| 2025-08-31 | 2.26% | 3.66% | -1.39 | 0.80 | 2 |
| 2025-09-30 | -0.84% | 2.05% | -2.89 | 4.82 | 2 |
| 2025-10-31 | 6.26% | 0.20% | +6.07 | 0.66 | 2 |
| 2025-11-30 | -1.56% | 0.99% | -2.55 | 6.56 | 2 |
| 2025-12-31 | 7.19% | 1.47% | +5.72 | 4.03 | 2 |
| 2026-01-31 | 4.78% | -1.35% | +6.13 | 2.06 | 2 |
| 2026-02-28 | -6.22% | -7.93% | +1.71 | 1.21 | 2 |
| 2026-03-31 | 3.19% | 9.42% | -6.23 | 7.65 | 2 |
| 2026-04-30 | 6.02% | 4.11% | +1.91 | 3.78 | 2 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The trade-off is that Combo Equal Screen may improve or smooth the original portfolio, but it can also discard meaningful manager sizing. The best period was 2026-01-31 (4.78% strategy return, -1.35% benchmark, 6.13% excess, 2.06% turnover), and the weakest was 2025-05-31 (-5.07% strategy return, 3.75% benchmark, -8.81% excess, 1.08% turnover). With return 8.30%, alpha 0.14%, beta 0.66, Sharpe 0.51, Sortino 0.68, and max drawdown -24.23% and turnover around 11.38%, the screen should be chosen only if the user prefers the rules-based basket over the original concentration pattern.
strategyViews.combo-equal-screen.periodPerformancestrategyViews.combo-equal-screen.metrics↳ Stress-test the combo screen under higher trading cost, weaker sector leadership, and larger drawdowns.
- combo13FChat AI
Which names and sector exposures are driving the combo result?
The combo basket is led by COST (Costco Wholesale Corporation) 50.00%, and MNST (Monster Beverage Corporation) 50.00%, with sector exposure of Consumer Staples 100.00%. The latest change list shows MNST increase to 50.00%; COST increase to 50.00%, so the user should inspect whether these are desirable active bets or just mechanical consequences of the screen.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.latestChanges↳ Review the combo basket's top sector bets, increased names, and reduced baseline names.
- combo13FChat AI
How did the combo equal-weight screen change portfolio structure versus the baseline?
Combo Equal Screen changes structure by selecting COST (Costco Wholesale Corporation) 50.00%, and MNST (Monster Beverage Corporation) 50.00%. That produces top 5 100.00%, top 10 100.00%, top 20 100.00% and sector exposure of Consumer Staples 100.00%. Compared with baseline concentration of top 5 40.78%, top 10 63.22%, top 20 86.00%, this is less about copying original sizing and more about testing a cleaner rules-based basket.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentration↳ Compare combo weights with Baseline weights and identify the largest reallocations.
Other strategies for this fund
Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
Momentum Screen
Select holdings by historically observable momentum, targeting roughly one quarter of each period's original member count and no more than 20 names; when a period has over 100 members, pre-rank to the top 50 first.
Basic Value Screen
Select holdings using PE, PB, P/FCF, and EV/EBITDA, targeting roughly one quarter of each period's original member count and no more than 20 names; when a period has over 100 members, pre-rank to the top 50 first.