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
Equal-weighted growth-leaning screen with solid long-run outperformance, moderate risk, and lower trading drag than the original plan.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| NVDA | NVIDIA Corporation | Information Technology | 5.00% | -3.76 |
| GOOGL | Alphabet Inc. | Communication Services | 5.00% | -2.53 |
| MSFT | Microsoft Corporation | Information Technology | 5.00% | -0.17 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 5.00% | +0.09 |
| MU | Micron Technology, Inc. | Information Technology | 5.00% | +1.11 |
| LRCX | Lam Research Corporation | Information Technology | 5.00% | +3.30 |
| COST | Costco Wholesale Corporation | Consumer Staples | 5.00% | +2.93 |
| META | Meta Platforms, Inc. | Communication Services | 5.00% | +1.99 |
| PLTR | Palantir Technologies Inc. | Information Technology | 5.00% | +3.54 |
| AMAT | Applied Materials, Inc. | Information Technology | 5.00% | +3.40 |
| ODFL | Old Dominion Freight Line, Inc. | Industrials | 5.00% | +4.81 |
| PDD | PDD Holdings Inc. | Consumer Discretionary | 5.00% | +4.69 |
| MNST | Monster Beverage Corporation | Consumer Staples | 5.00% | +4.61 |
| INTU | Intuit Inc. | Information Technology | 5.00% | +4.49 |
| CDNS | Cadence Design Systems, Inc. | Information Technology | 5.00% | +4.54 |
| VRTX | Vertex Pharmaceuticals Incorporated | Health Care | 5.00% | +4.49 |
| ABNB | Airbnb, Inc. | Consumer Discretionary | 5.00% | +4.72 |
| FAST | Fastenal Company | Industrials | 5.00% | +4.77 |
| CTSH | Cognizant Technology Solutions Corporation | Information Technology | 5.00% | +4.89 |
| CPRT | Copart, Inc. | Industrials | 5.00% | +4.85 |
Sector Exposure
- Information Technology45.00%
- Consumer Discretionary15.00%
- Industrials15.00%
- Communication Services10.00%
- Consumer Staples10.00%
- Health Care5.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- NVDANVIDIA Corporation5.00% (-3.76)
- GOOGLAlphabet Inc.5.00% (-2.53)
- MSFTMicrosoft Corporation5.00% (-0.17)
- AMZNAmazon.com, Inc.5.00% (+0.09)
- MUMicron Technology, Inc.5.00% (+1.11)
- LRCXLam Research Corporation5.00% (+3.30)
- COSTCostco Wholesale Corporation5.00% (+2.93)
- METAMeta Platforms, Inc.5.00% (+1.99)
- PLTRPalantir Technologies Inc.5.00% (+3.54)
- AMATApplied Materials, Inc.5.00% (+3.40)
- ODFLOld Dominion Freight Line, Inc.5.00% (+4.81)
- PDDPDD Holdings Inc.5.00% (+4.69)
- MNSTMonster Beverage Corporation5.00% (+4.61)
- INTUIntuit Inc.5.00% (+4.49)
- CDNSCadence Design Systems, Inc.5.00% (+4.54)
- VRTXVertex Pharmaceuticals Incorporated5.00% (+4.49)
- ABNBAirbnb, Inc.5.00% (+4.72)
- FASTFastenal Company5.00% (+4.77)
- CTSHCognizant Technology Solutions Corporation5.00% (+4.89)
- CPRTCopart, Inc.5.00% (+4.85)
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 | 21.06% | 4.41% | 0.97 | -35.09% |
| Momentum Screen | 28.89% | 11.74% | 1.12 | -32.09% |
| Basic Value Screen | 10.50% | -2.43% | 0.59 | -33.23% |
| Combo Equal Screen | 17.75% | 2.12% | 0.85 | -34.86% |
vs Baseline: Annualized -3.31 · Alpha -2.29 · Sharpe -0.12
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | 2.38% | 3.75% | -1.37 | 7.45 | 20 |
| 2025-06-30 | 2.83% | 2.69% | +0.14 | 36.31 | 23 |
| 2025-07-31 | -0.54% | 2.05% | -2.59 | 7.60 | 20 |
| 2025-08-31 | 5.98% | 3.66% | +2.32 | 15.88 | 21 |
| 2025-09-30 | 3.50% | 2.05% | +1.45 | 20.14 | 21 |
| 2025-10-31 | -0.92% | 0.20% | -1.12 | 19.11 | 21 |
| 2025-11-30 | 4.57% | 0.99% | +3.58 | 6.64 | 20 |
| 2025-12-31 | 6.15% | 1.47% | +4.67 | 34.63 | 23 |
| 2026-01-31 | -2.87% | -1.35% | -1.51 | 10.80 | 20 |
| 2026-02-28 | -8.24% | -7.93% | -0.32 | 26.29 | 22 |
| 2026-03-31 | 9.35% | 9.42% | -0.07 | 16.61 | 21 |
| 2026-04-30 | 3.59% | 4.11% | -0.51 | 12.05 | 20 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The combo result appears to be a mix of stock selection and weight redistribution. It selected NVDA (NVIDIA Corporation) 5.00%, GOOGL (Alphabet Inc.) 5.00%, MSFT (Microsoft Corporation) 5.00%, AMZN (Amazon.com, Inc.) 5.00%, MU (Micron Technology, Inc.) 5.00%, and LRCX (Lam Research Corporation) 5.00% and delivered return 17.75%, alpha 2.12%, beta 1.13, Sharpe 0.85, Sortino 1.12, and max drawdown -34.86%. Versus baseline, annualized return changed by -3.31%, alpha changed by -2.29%, Sharpe changed by -0.12, Sortino changed by -0.11, drawdown improved by 0.24%. The selected-name list and changed weights are the first places to check whether performance came from better stocks or simply different sizing.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.metrics↳ Separate the combo result into selected names, weight changes, and return contribution.
- combo13FChat AI
Which names and sector exposures are driving the combo result?
The combo basket is led by NVDA (NVIDIA Corporation) 5.00%, GOOGL (Alphabet Inc.) 5.00%, MSFT (Microsoft Corporation) 5.00%, AMZN (Amazon.com, Inc.) 5.00%, and MU (Micron Technology, Inc.) 5.00%, with sector exposure of Information Technology 45.00%, Consumer Discretionary 15.00%, Industrials 15.00%, and Communication Services 10.00%. The latest change list shows CTSH increase to 5.00%; CPRT increase to 5.00%; ODFL increase to 5.00%, 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
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 2025-12-31 (6.15% strategy return, 1.47% benchmark, 4.67% excess, 34.63% turnover), and the weakest was 2025-07-31 (-0.54% strategy return, 2.05% benchmark, -2.59% excess, 7.60% turnover). With return 17.75%, alpha 2.12%, beta 1.13, Sharpe 0.85, Sortino 1.12, and max drawdown -34.86% and turnover around 18.76%, 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.
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.