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 equal-weight consumer discretionary basket with solid long-run returns, but weak risk-adjusted results and deep drawdowns versus SPY.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 14.29% | -13.69 |
| ABNB | Airbnb, Inc. | Consumer Discretionary | 14.29% | +12.93 |
| GRMN | Garmin Ltd. | Consumer Discretionary | 14.29% | +13.40 |
| LULU | lululemon athletica inc. | Consumer Discretionary | 14.29% | +13.97 |
| NVR | NVR, Inc. | Consumer Discretionary | 14.29% | +13.91 |
| DECK | Deckers Outdoor Corporation | Consumer Discretionary | 14.29% | +13.96 |
| PHM | PulteGroup, Inc. | Consumer Discretionary | 14.29% | +13.78 |
Sector Exposure
- Consumer Discretionary100.03%
Weight Changes
Notable position adjustments in the latest snapshot.
- AMZNAmazon.com, Inc.14.29% (-13.69)
- ABNBAirbnb, Inc.14.29% (+12.93)
- GRMNGarmin Ltd.14.29% (+13.40)
- LULUlululemon athletica inc.14.29% (+13.97)
- NVRNVR, Inc.14.29% (+13.91)
- DECKDeckers Outdoor Corporation14.29% (+13.96)
- PHMPulteGroup, Inc.14.29% (+13.78)
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 | 12.27% | -2.18% | 0.64 | -39.39% |
| Momentum Screen | 5.05% | -6.92% | 0.34 | -45.73% |
| Basic Value Screen | 1.36% | -12.22% | 0.20 | -63.90% |
| Combo Equal Screen | 12.32% | -0.93% | 0.58 | -45.30% |
vs Baseline: Annualized +0.05 · Alpha +1.25 · Sharpe -0.06
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | 0.71% | 3.75% | -3.03 | 6.29 | 8 |
| 2025-06-30 | 3.62% | 2.69% | +0.93 | 31.88 | 9 |
| 2025-07-31 | 7.99% | 2.05% | +5.94 | 4.66 | 8 |
| 2025-08-31 | -3.44% | 3.66% | -7.10 | 6.81 | 8 |
| 2025-09-30 | -7.53% | 2.05% | -9.58 | 25.92 | 8 |
| 2025-10-31 | 0.83% | 0.20% | +0.64 | 8.87 | 7 |
| 2025-11-30 | 5.64% | 0.99% | +4.65 | 7.27 | 7 |
| 2025-12-31 | 1.28% | 1.47% | -0.19 | 8.52 | 7 |
| 2026-01-31 | 3.06% | -1.35% | +4.41 | 6.93 | 7 |
| 2026-02-28 | -11.97% | -7.93% | -4.05 | 7.82 | 7 |
| 2026-03-31 | 4.95% | 9.42% | -4.47 | 5.74 | 7 |
| 2026-04-30 | -5.71% | 4.11% | -9.82 | 8.94 | 7 |
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 2025-07-31 (7.99% strategy return, 2.05% benchmark, 5.94% excess, 4.66% turnover), and the weakest was 2026-04-30 (-5.71% strategy return, 4.11% benchmark, -9.82% excess, 8.94% turnover). With return 12.32%, alpha -0.93%, beta 1.08, Sharpe 0.58, Sortino 0.76, and max drawdown -45.30% and turnover around 11.25%, 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 AMZN (Amazon.com, Inc.) 14.29%, ABNB (Airbnb, Inc.) 14.29%, GRMN (Garmin Ltd.) 14.29%, LULU (lululemon athletica inc.) 14.29%, and NVR 14.29%, with sector exposure of Consumer Discretionary 100.03%. The latest change list shows LULU increase to 14.29%; DECK increase to 14.29%; NVR increase to 14.29%, 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
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 AMZN (Amazon.com, Inc.) 14.29%, ABNB (Airbnb, Inc.) 14.29%, GRMN (Garmin Ltd.) 14.29%, LULU (lululemon athletica inc.) 14.29%, NVR 14.29%, and DECK (Deckers Outdoor Corporation) 14.29% and delivered return 12.32%, alpha -0.93%, beta 1.08, Sharpe 0.58, Sortino 0.76, and max drawdown -45.30%. Versus baseline, annualized return changed by 0.05%, alpha changed by 1.25%, Sharpe changed by -0.06, Sortino changed by -0.05, drawdown worsened by 5.91%. 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.
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.