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 mix improved returns and alpha, but with meaningfully higher drawdown and market sensitivity.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| GOOGL | Alphabet Inc. | Communication Services | 20.00% | +12.65 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 20.00% | +14.76 |
| JPM | JPMorgan Chase & Co. | Financials | 20.00% | +19.62 |
| META | Meta Platforms, Inc. | Communication Services | 20.00% | +16.19 |
| NVDA | NVIDIA Corporation | Information Technology | 20.00% | +15.19 |
Sector Exposure
- Communication Services40.00%
- Consumer Discretionary20.00%
- Financials20.00%
- Information Technology20.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- GOOGLAlphabet Inc.20.00% (+12.65)
- AMZNAmazon.com, Inc.20.00% (+14.76)
- JPMJPMorgan Chase & Co.20.00% (+19.62)
- METAMeta Platforms, Inc.20.00% (+16.19)
- NVDANVIDIA Corporation20.00% (+15.19)
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 | 11.22% | 0.87% | 0.68 | -23.04% |
| Momentum Screen | 4.64% | -6.45% | 0.30 | -38.69% |
| Basic Value Screen | 14.22% | 1.98% | 0.62 | -36.97% |
| Combo Equal Screen | 17.36% | 2.71% | 0.72 | -35.87% |
vs Baseline: Annualized +6.13 · Alpha +1.83 · Sharpe +0.05
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | 8.69% | -0.25% | +8.94 | 21.09 | 5 |
| 2023-03-31 | 13.17% | 7.90% | +5.27 | 13.25 | 5 |
| 2023-06-30 | 0.36% | -1.77% | +2.12 | 33.35 | 6 |
| 2023-09-30 | 13.13% | 10.11% | +3.02 | 4.87 | 6 |
| 2023-12-31 | 12.09% | 4.96% | +7.13 | 10.18 | 6 |
| 2024-03-31 | 5.03% | 2.31% | +2.72 | 38.10 | 7 |
| 2024-06-30 | 11.76% | 9.83% | +1.93 | 31.10 | 6 |
| 2024-09-30 | 2.23% | 2.76% | -0.53 | 6.46 | 5 |
| 2024-12-31 | -6.36% | -3.63% | -2.74 | 43.81 | 6 |
| 2025-03-31 | 19.24% | 9.22% | +10.03 | 57.21 | 7 |
| 2025-06-30 | 2.18% | 4.20% | -2.02 | 51.03 | 8 |
| 2025-09-30 | 0.46% | 1.49% | -1.02 | 13.51 | 6 |
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 screen radically simplified the portfolio into five equal 20% positions, replacing the baseline’s diversified-but-concentrated 20-name structure. The selected names are GOOGL, AMZN, JPM, META, and NVDA, so top 5 concentration rises to 100% from the baseline’s 28.92%. Sector exposure also shifts toward platform and mega-cap growth: Communication Services becomes 40%, Consumer Discretionary 20%, Financials 20%, and Information Technology 20%. That is a major structural change from the baseline’s 25.28% Health Care, 22.63% Consumer Discretionary, and 14.91% Communication Services mix.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentrationstrategyViews.combo-equal-screen.sectorWeightsstrategyViews.baseline.concentrationstrategyViews.baseline.sectorWeights↳ Show exactly how the combo screen restructured weights and sectors versus the baseline.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
Mostly by stock selection, amplified by weight redistribution. The combo screen chose five names—GOOGL, AMZN, JPM, META, and NVDA—and equal-weighted each at 20%, creating large active bets versus the baseline: +19.62 for JPM, +16.19 for META, +15.19 for NVDA, +14.76 for AMZN, and +12.65 for GOOGL. Because the screen concentrated entirely in names that were either mega-cap compounders or dominant franchises, the selection effect was the main engine. The equal-weighting then magnified that selection by pushing all five to the same 20% allocation instead of leaving them closer to their disclosed baseline weights.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.latestChangesstrategyViews.combo-equal-screen.weightRulestrategyViews.baseline.topHoldings↳ Separate the combo screen’s stock-selection effect from its equal-weight reallocation effect.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The trade-off is simple: much higher return potential in exchange for much higher concentration and drawdown risk. The combo screen improved annualized return to 17.36%, total return to 85.5%, alpha to 2.71, and Sharpe to 0.72, all better than the baseline. But beta jumped to 1.30 and max drawdown worsened to -35.87% versus the baseline’s -23.04%. Since the top five holdings are 100% of assets, there is effectively no diversification cushion—results will live or die with five stocks and a 40% Communication Services weight.
strategyViews.combo-equal-screen.metricsstrategyViews.combo-equal-screen.metricDeltastrategyViews.combo-equal-screen.concentrationstrategyViews.combo-equal-screen.sectorWeightsstrategyViews.baseline.metrics↳ Help me decide whether the combo screen’s higher return is worth a 100% top-5 concentration and much deeper drawdown.
Altre strategie per questo fondo
Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
Filtro Momentum
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.
Filtro Valore Base
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.