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 large-cap growth mix with strong backtest outperformance, improved efficiency, and moderately higher market risk.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| NVDA | NVIDIA Corporation | Information Technology | 12.50% | -3.11 |
| MSFT | Microsoft Corporation | Information Technology | 12.50% | +0.12 |
| GOOGL | Alphabet Inc. | Communication Services | 12.50% | +6.48 |
| META | Meta Platforms, Inc. | Communication Services | 12.50% | +7.93 |
| PLTR | Palantir Technologies Inc. | Information Technology | 12.50% | +10.41 |
| JPM | JPMorgan Chase & Co. | Financials | 12.50% | +7.99 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 12.50% | +8.02 |
| COST | Costco Wholesale Corporation | Consumer Staples | 12.50% | +10.53 |
Sector Exposure
- Information Technology37.50%
- Communication Services25.00%
- Financials12.50%
- Consumer Discretionary12.50%
- Consumer Staples12.50%
Weight Changes
Notable position adjustments in the latest snapshot.
- NVDANVIDIA Corporation12.50% (-3.11)
- MSFTMicrosoft Corporation12.50% (+0.12)
- GOOGLAlphabet Inc.12.50% (+6.48)
- METAMeta Platforms, Inc.12.50% (+7.93)
- PLTRPalantir Technologies Inc.12.50% (+10.41)
- JPMJPMorgan Chase & Co.12.50% (+7.99)
- AMZNAmazon.com, Inc.12.50% (+8.02)
- COSTCostco Wholesale Corporation12.50% (+10.53)
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 | 24.67% | 4.97% | 1.13 | -21.61% |
| Momentum Screen | 11.49% | -1.99% | 0.58 | -26.44% |
| Basic Value Screen | 4.10% | -4.63% | 0.33 | -12.97% |
| Combo Equal Screen | 34.72% | 12.69% | 1.39 | -22.83% |
vs Baseline: Annualized +10.05 · Alpha +7.72 · Sharpe +0.26
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-01-31 | -4.39% | -2.79% | -1.60 | 6.85 | 6 |
| 2025-02-28 | -9.93% | -6.48% | -3.44 | 4.51 | 6 |
| 2025-03-31 | 1.64% | -0.91% | +2.54 | 2.45 | 6 |
| 2025-04-30 | 13.27% | 6.28% | +6.98 | 3.21 | 6 |
| 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 | 0.00% | 0.00% | 0 | 25.01 | 8 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- combo13FChat AI
How did the combo equal-weight screen change portfolio structure versus the baseline?
The combo equal-weight screen reduced single-name dominance but still stayed concentrated in eight names at 12.5% each. It kept NVDA, MSFT, GOOGL, META, PLTR, JPM, AMZN, and COST, versus the baseline’s market-cap-like concentration led by NVDA at 15.61%, AAPL at 13.84%, and MSFT at 12.38%. The combo screen removed AAPL and several smaller defensive names, while sharply increasing PLTR (+10.41 points), COST (+10.53), AMZN (+8.02), JPM (+7.99), META (+7.93), and GOOGL (+6.48). Sector exposure became 37.5% Information Technology, 25.0% Communication Services, 12.5% Financials, 12.5% Consumer Discretionary, and 12.5% Consumer Staples.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.latestChangesstrategyViews.combo-equal-screen.sectorWeightsstrategyViews.baseline.topHoldings↳ Show which baseline names were replaced or downweighted by the combo equal-weight screen and why that matters.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The result appears to be driven by both, but weight redistribution was a major contributor because the screen equal-weighted eight selected names and massively lifted several smaller baseline positions. PLTR rose from 2.09% to 12.5%, COST from 1.97% to 12.5%, AMZN from 4.48% to 12.5%, JPM from 4.51% to 12.5%, and META from 4.57% to 12.5%, while NVDA was actually reduced from 15.61% to 12.5%. That redistribution coincided with much better results: annualized return improved to 34.72%, alpha to 12.69, and total return to 41.08%. So the screen did not just pick winners; it also gave materially more weight to several non-dominant baseline names.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.metricsstrategyViews.combo-equal-screen.metricDelta↳ Decompose the combo screen’s outperformance into stock-selection effects versus equal-weight reallocation effects.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The main trade-off is accepting a concentrated, growth-tilted active basket for stronger backtested returns. The combo screen improved annualized return to 34.72%, alpha to 12.69, and Sharpe to 1.39, all better than baseline. But it still carries meaningful risk: top 5 concentration is 62.5%, beta is 1.14, and max drawdown is -22.83%, slightly worse than the baseline’s -21.61%. It also remains dependent on a narrow set of leaders such as NVDA, MSFT, GOOGL, META, PLTR, and AMZN, even though equal weighting reduces the baseline’s reliance on a single mega-cap.
strategyViews.combo-equal-screen.metricsstrategyViews.combo-equal-screen.concentrationstrategyViews.combo-equal-screen.topHoldingsstrategyViews.baseline.metrics↳ Show whether the combo screen still works if I cap tech-platform exposure or reduce the number of equal-weight names.
Otras estrategias para este fondo
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.