• Consumer Discretionary23.07%
• Financials15.38%
• Information Technology15.38%
• Real Estate15.38%
• Consumer Staples7.69%
• Materials7.69%
• Utilities7.69%
• Health Care7.69%

• DLTRDollar Tree, Inc.7.69% (+4.35)
• CCKCrown Holdings, Inc.7.69% (+5.23)
• EVRGEvergy, Inc.7.69% (+5.30)
• AXSAXIS Capital Holdings Limited7.69% (+4.88)
• TRMBTrimble Inc.7.69% (+5.49)
• LPLALPL Financial Holdings Inc.7.69% (+5.84)
• TFXTeleflex Incorporated7.69% (+5.82)
• BBYBest Buy Co., Inc.7.69% (+7.09)
• AMDAdvanced Micro Devices, Inc.7.69% (+6.62)
• PVHPVH Corp.7.69% (+6.63)
• SUISun Communities, Inc.7.69% (+6.18)
• VICIVICI Properties Inc.7.69% (+6.17)
• VFCV.F. Corporation7.69% (+6.15)

vs Baseline: Annualized +20.63 · Alpha +11.20 · Sharpe +0.12

• combo13FChat AI

  How did the combo equal-weight screen change portfolio structure versus the baseline?

  The combo equal-weight screen radically changed structure by replacing the baseline’s low-concentration, cap-weight-like spread with a 13-name equal-weight portfolio. In the combo screen, every top holding shown is 7.69%, including DLTR, CCK, EVRG, AXS, TRMB, LPLA, TFX, BBY, AMD, PVH, SUI, VICI, and VFC. That pushed top10 concentration to 76.90% versus 29.95% in the baseline, while top5 rose to 38.45% from 16.72%. Sector structure also changed materially: Consumer Discretionary became 23.07%, while Financials, Information Technology, and Real Estate each sit at 15.38%, with smaller 7.69% buckets in Consumer Staples, Materials, Utilities, and Health Care. So the combo screen is less a small adjustment and more a full portfolio redesign around equal weighting and a narrower quality/value/size shortlist.

  strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentration.top5strategyViews.combo-equal-screen.concentration.top10strategyViews.baseline.concentration.top5strategyViews.baseline.concentration.top10strategyViews.combo-equal-screen.sectorWeights

  ↳ Compare the combo equal-weight portfolio with baseline at the stock and sector level so I can see which original large names were replaced or resized the most.

• combo13FChat AI

  Was the combo screen's result driven more by stock selection or by weight redistribution?

  It appears driven by both, but the data suggest weight redistribution was a major driver because the screen equal-weighted a much smaller set of selected names. The holdings list shows all major positions at 7.69%, so previously small baseline weights like BBY at 0.60%, AMD at 1.07%, PVH at 1.06%, SUI at 1.51%, and VICI at 1.52% were massively scaled up. At the same time, stock selection clearly mattered because some baseline leaders such as FCNC.A and TCBI are absent from the combo top holdings entirely, while the screen produced 26.90% annualizedReturn, 11.94 alpha, and 886.54 totalReturn. The strongest conclusion is that the result was not just better names or just better weights—the equal-weighting of a screened shortlist created a very different active portfolio.

  strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.metrics.annualizedReturnstrategyViews.combo-equal-screen.metrics.alphastrategyViews.combo-equal-screen.metrics.totalReturnstrategyViews.baseline.topHoldings

  ↳ Quantify how much of the combo screen’s outperformance came from picking different stocks versus equal-weighting smaller baseline positions more aggressively.

• combo13FChat AI

  What trade-off should a user understand before choosing the combo equal-weight screen?

  The trade-off is simple: you get dramatically higher return and alpha, but you give up the baseline’s calmer profile and accept much more market and drawdown risk. Combo annualizedReturn jumps to 26.90% from 6.27%, alpha rises to 11.94 from 0.74, and totalReturn reaches 886.54 versus 79.42. But beta climbs to 1.28 from 0.41, maxDrawdown deteriorates to -50.18% from -19.46%, and volatility rises to 35.2% according to the strengths/weaknesses summary. Even though Sharpe improved to 0.85 and Sortino to 1.22, the portfolio is still highly concentrated, with top10 at 76.90%, and its weakest periods included losses near -18% to -23% in single windows. This screen is for users who prioritize aggressive upside and can tolerate equity-like or worse drawdowns, not for someone who wants the baseline’s defensive behavior.

  strategyViews.combo-equal-screen.metrics.annualizedReturnstrategyViews.combo-equal-screen.metrics.alphastrategyViews.combo-equal-screen.metrics.totalReturnstrategyViews.combo-equal-screen.metrics.betastrategyViews.combo-equal-screen.metrics.maxDrawdownstrategyViews.combo-equal-screen.metrics.sharpestrategyViews.combo-equal-screen.metrics.sortinostrategyViews.combo-equal-screen.concentration.top10strategyViews.combo-equal-screen.weaknessesstrategyViews.baseline.metrics.annualizedReturnstrategyViews.baseline.metrics.alphastrategyViews.baseline.metrics.betastrategyViews.baseline.metrics.maxDrawdown

  ↳ Show me the combo screen’s worst drawdown episodes and recovery paths so I can decide if the higher return is worth the deeper downside.