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
High-conviction equal-weight large-cap portfolio with strong backtest alpha, but concentration and higher beta raise downside risk.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| NVDA | NVIDIA Corporation | Information Technology | 12.50% | -4.43 |
| GOOGL | Alphabet Inc. | Communication Services | 12.50% | -1.07 |
| MSFT | Microsoft Corporation | Information Technology | 12.50% | +6.76 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 12.50% | +7.32 |
| COST | Costco Wholesale Corporation | Consumer Staples | 12.50% | +10.51 |
| JPM | JPMorgan Chase & Co. | Financials | 12.50% | +8.88 |
| MU | Micron Technology, Inc. | Information Technology | 12.50% | +8.77 |
| META | Meta Platforms, Inc. | Communication Services | 12.50% | +8.74 |
Sector Exposure
- Information Technology37.50%
- Communication Services25.00%
- Consumer Discretionary12.50%
- Consumer Staples12.50%
- Financials12.50%
Weight Changes
Notable position adjustments in the latest snapshot.
- NVDANVIDIA Corporation12.50% (-4.43)
- GOOGLAlphabet Inc.12.50% (-1.07)
- MSFTMicrosoft Corporation12.50% (+6.76)
- AMZNAmazon.com, Inc.12.50% (+7.32)
- COSTCostco Wholesale Corporation12.50% (+10.51)
- JPMJPMorgan Chase & Co.12.50% (+8.88)
- MUMicron Technology, Inc.12.50% (+8.77)
- METAMeta Platforms, Inc.12.50% (+8.74)
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 | 25.14% | 2.87% | 1.20 | -21.61% |
| Momentum Screen | 23.44% | 7.08% | 1.05 | -26.44% |
| Basic Value Screen | 16.82% | 5.74% | 1.08 | -12.97% |
| Combo Equal Screen | 38.62% | 12.53% | 1.54 | -22.83% |
vs Baseline: Annualized +13.48 · Alpha +9.66 · Sharpe +0.34
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | 6.47% | 3.75% | +2.72 | 6.81 | 6 |
| 2025-06-30 | 3.45% | 2.69% | +0.76 | 28.58 | 7 |
| 2025-07-31 | -0.09% | 2.05% | -2.14 | 4.70 | 7 |
| 2025-08-31 | 3.80% | 3.66% | +0.15 | 4.98 | 7 |
| 2025-09-30 | 2.30% | 2.05% | +0.25 | 4.32 | 7 |
| 2025-10-31 | -1.02% | 0.20% | -1.22 | 7.64 | 7 |
| 2025-11-30 | 1.02% | 0.99% | +0.03 | 6.65 | 7 |
| 2025-12-31 | -0.20% | 1.47% | -1.68 | 25.01 | 8 |
| 2026-01-31 | -6.01% | -1.35% | -4.65 | 7.89 | 8 |
| 2026-02-28 | -7.81% | -7.93% | +0.12 | 4.60 | 8 |
| 2026-03-31 | 19.98% | 9.42% | +10.56 | 28.95 | 9 |
| 2026-04-30 | 6.89% | 4.11% | +2.78 | 12.79 | 8 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- combo13FChat AI
Which names and sector exposures are driving the combo result?
The combo basket is led by NVDA (NVIDIA Corporation) 12.50%, GOOGL (Alphabet Inc.) 12.50%, MSFT (Microsoft Corporation) 12.50%, AMZN (Amazon.com, Inc.) 12.50%, and COST (Costco Wholesale Corporation) 12.50%, with sector exposure of Information Technology 37.50%, Communication Services 25.00%, Consumer Discretionary 12.50%, and Consumer Staples 12.50%. The latest change list shows COST increase to 12.50%; JPM increase to 12.50%; MU increase to 12.50%, 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 2026-03-31 (19.98% strategy return, 9.42% benchmark, 10.56% excess, 28.95% turnover), and the weakest was 2026-01-31 (-6.01% strategy return, -1.35% benchmark, -4.65% excess, 7.89% turnover). With return 38.62%, alpha 12.53%, beta 1.16, Sharpe 1.54, Sortino 2.31, and max drawdown -22.83% and turnover around 16.84%, 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
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) 12.50%, GOOGL (Alphabet Inc.) 12.50%, MSFT (Microsoft Corporation) 12.50%, AMZN (Amazon.com, Inc.) 12.50%, COST (Costco Wholesale Corporation) 12.50%, and JPM 12.50% and delivered return 38.62%, alpha 12.53%, beta 1.16, Sharpe 1.54, Sortino 2.31, and max drawdown -22.83%. Versus baseline, annualized return changed by 13.48%, alpha changed by 9.66%, Sharpe changed by 0.34, Sortino changed by 0.66, drawdown worsened by 1.22%. 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.