Quantcortex Research Model
fundamental
⚠️ This page displays hypothetical research models for educational purposes only. It does not represent an investable portfolio, managed account, or recommended strategy.
Period:
Performance Summary
Jan 02, 2020 → Sep 21, 2026
Return
+643.2%
CAGR
+34.8%
Sharpe
1.82
Max DD
-25.3%
Win Rate
70%
Turnover
4.13x
QQQ+243.0%Sharpe 0.79-35.6%
SPY+138.1%Sharpe 0.65-34.1%
Illustrative Growth of Research Model vs Benchmarks
Illustrative Model Composition (Hypothetical)
Allocations shown represent internal research model outputs used to demonstrate analytical behavior. They are illustrative only and not designed for replication, trading, or implementation.
Symbol
Allocation
Score
Rank
Status
T
24.2%
58.72
#1
● Held
LMT
17.3%
41.84
#2
● Held
MU
10.9%
26.43
#3
● Held
CB
6.7%
16.32
#4
● New
VZ
5.9%
14.29
#5
● New
INTC
5.5%
13.27
#6
● Held
LIN
4.8%
11.61
#7
● Held
MA
3.5%
8.58
#8
● New
GS
3.5%
8.38
#9
● Held
BMY
3.3%
8.11
#10
● Held
AMGN
3.3%
8.06
#11
● Held
JNJ
2.9%
7.12
#12
● New
LOW
2.7%
6.59
#13
● New
SCHW
2.7%
6.48
#14
● Held
MRK
2.7%
6.46
#15
● New
Yearly Performance & Rebalance Activity
Calendar-year returns of the research model alongside how often it triggered rebalances each year.
Total Rebalances
66
Avg Days Between
34.8
Avg Position Changes
4.6
Avg Monthly Return
+2.7%
Year
Return
Max DD
Avg Monthly
Rebalances
Reb/Month
2020
+82%
-6.5%
+5.4%
11
0.9
2021
+40%
-4.5%
+3.0%
9
0.8
2022
+11%
-22.0%
+1.2%
13
1.1
2023
+20%
-10.1%
+1.7%
16
1.3
2024
+24%
-6.7%
+1.9%
8
0.7
2025
+27%
-3.2%
+2.0%
8
0.7
2026
+39%
-5.5%
+3.9%
1
0.1
📅 Portfolio Snapshots (weekly)
Week-by-week composition of the research model. Green border marks newly added holdings (with top contributing signals), red marks removed positions.
‹ Scroll to view history ›
2026-04-01
2025-12-01
2025-10-01
2025-08-01
2025-07-01
2025-05-01
2025-04-25
2025-04-04
2025-04-01
2024-11-01
2024-10-01
2024-08-01
2024-07-01
2024-05-01
2024-04-01
2024-03-01
2024-02-01
2023-12-01
2023-11-01
2023-10-23
2023-10-03
2023-09-12
2023-09-01
2023-08-22
2023-08-01
2023-06-01
2023-06-01
2023-05-11
2023-05-01
2023-03-31
2023-03-13
2023-03-01
2023-02-01
2022-12-01
2022-11-01
2022-10-12
2022-09-22
2022-09-01
2022-08-01
2022-07-08
+6 / −6
T
5.1% → 24.2%
LMT
12.8% → 17.3%
MU
12.0% → 10.9%
CB
↑ Annual Margin Growth 28%↑ Quarterly Margin Growth 18%
6.7%
VZ
↑ Annual Margin Growth 26%↑ Quarterly Margin Growth 20%
5.9%
INTC
18.2% → 5.5%
LIN
5.1% → 4.8%
MA
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 7%
3.5%
GS
4.5% → 3.5%
BMY
7.4% → 3.3%
AMGN
4.7% → 3.3%
JNJ
↑ Annual Margin Growth 8%↑ Quarterly Margin Growth 7%
2.9%
LOW
↑ Annual Margin Growth 10%↑ Quarterly Margin Growth 7%
2.7%
SCHW
6.1% → 2.7%
MRK
↑ Annual Margin Growth 9%↑ Quarterly Margin Growth 6%
2.7%
Removed
ABT
↑ Annual Margin Growth 10%↑ D/E Ratio 74%
Passed all filters
3.7%
ADI
↑ Annual Margin Growth 9%↑ D/E Ratio 79%
Passed all filters
4.2%
PFE
↑ Annual Margin Growth 8%↑ FCF/Sales 75%
Passed all filters
4.8%
LRCX
↑ Annual Margin Growth 5%↑ ROE 84%
Passed all filters
3.5%
AVGO
↑ Gross Margin 92%↑ ROE 69%
Passed all filters
3.9%
BAC
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 4%
Passed all filters
3.8%
+1 / −1
INTC
18.0% → 18.2%
LMT
12.6% → 12.8%
MU
14.0% → 12.0%
BMY
7.3% → 7.4%
SCHW
6.0% → 6.1%
LIN
5.1% → 5.1%
T
5.0% → 5.1%
PFE
4.7% → 4.8%
AMGN
4.7% → 4.7%
GS
4.4% → 4.5%
ADI
↑ Annual Margin Growth 10%↑ D/E Ratio 74%
4.2%
AVGO
3.6% → 3.9%
BAC
3.8% → 3.8%
ABT
3.7% → 3.7%
LRCX
3.6% → 3.5%
Removed
BLK
↑ Annual Margin Growth 5%↑ Quarterly Margin Growth 5%
Passed all filters
3.5%
+5 / −5
INTC
↑ Quarterly Margin Growth 42%↑ Annual Margin Growth 41%
18.0%
MU
↑ Annual Margin Growth 55%↑ Quarterly Margin Growth 6%
14.0%
LMT
↑ Quarterly Margin Growth 77%↑ ROE 93%
12.6%
BMY
5.8% → 7.3%
SCHW
9.2% → 6.0%
LIN
7.2% → 5.1%
T
5.0% → 5.0%
PFE
8.6% → 4.7%
AMGN
4.6% → 4.7%
GS
4.4% → 4.4%
BAC
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 3%
3.8%
ABT
3.8% → 3.7%
AVGO
4.3% → 3.6%
LRCX
4.3% → 3.6%
BLK
↑ Annual Margin Growth 5%↑ Quarterly Margin Growth 5%
3.5%
Removed
ADI
↑ Annual Margin Growth 7%↑ D/E Ratio 76%
Passed all filters
4.2%
DIS
↑ Annual Margin Growth 4%↑ D/E Ratio 62%
Passed all filters
4.2%
GE
↑ ROE 79%↑ Annual Margin Growth 3%
Passed all filters
6.3%
NFLX
↑ Annual Margin Growth 6%↑ ROE 73%
Passed all filters
5.8%
PGR
↑ D/E Ratio 82%↑ ROE 61%
Passed all filters
22.2%
+1 / −1
PGR
22.4% → 22.2%
SCHW
9.2% → 9.2%
PFE
8.6% → 8.6%
LIN
7.3% → 7.2%
GE
6.4% → 6.3%
NFLX
5.9% → 5.8%
BMY
5.8% → 5.8%
T
5.0% → 5.0%
AMGN
4.7% → 4.6%
GS
4.5% → 4.4%
AVGO
3.9% → 4.3%
LRCX
4.3% → 4.3%
DIS
4.3% → 4.2%
ADI
↑ Annual Margin Growth 7%↑ D/E Ratio 76%
4.2%
ABT
3.8% → 3.8%
Removed
INTU
↑ D/E Ratio 68%↑ Annual Margin Growth 3%
Passed all filters
4.0%
+6 / −6
PGR
30.9% → 22.4%
SCHW
4.8% → 9.2%
PFE
13.9% → 8.6%
LIN
↑ Annual Margin Growth 14%↑ Quarterly Margin Growth 8%
7.3%
GE
4.5% → 6.4%
NFLX
3.3% → 5.9%
BMY
3.0% → 5.8%
T
4.2% → 5.0%
AMGN
↑ Annual Margin Growth 9%↑ ROE 94%
4.7%
GS
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 3%
4.5%
LRCX
↑ ROE 92%↑ Gross Margin 88%
4.3%
DIS
↑ Annual Margin Growth 7%↑ Gross Margin 64%
4.3%
INTU
2.4% → 4.0%
AVGO
2.4% → 3.9%
ABT
↑ Annual Margin Growth 5%↑ D/E Ratio 74%
3.8%
Removed
AMD
↑ D/E Ratio 91%↑ FCF/Sales 67%
Passed all filters
2.3%
GOOG
↑ D/E Ratio 88%↑ Gross Margin 77%
Passed all filters
2.5%
RTX
↑ Annual Margin Growth 6%↑ Quarterly Margin Growth 3%
Passed all filters
14.7%
ABBV
↑ Annual Margin Growth 8%↑ D/E Ratio 100%
Passed all filters
3.8%
GOOGL
↑ D/E Ratio 88%↑ Gross Margin 77%
Passed all filters
2.5%
LMT
↑ Quarterly Margin Growth 28%↑ ROE 54%
Passed all filters
5.0%
+2 / −2
PGR
31.0% → 30.9%
RTX
14.7% → 14.7%
PFE
13.9% → 13.9%
LMT
5.0% → 5.0%
SCHW
4.8% → 4.8%
GE
4.6% → 4.5%
T
4.3% → 4.2%
ABBV
3.8% → 3.8%
NFLX
3.3% → 3.3%
BMY
3.0% → 3.0%
GOOGL
2.5% → 2.5%
GOOG
2.5% → 2.5%
INTU
↑ Gross Margin 90%↑ ROE 87%
2.4%
AVGO
↑ Gross Margin 89%↑ Annual Margin Growth 4%
2.4%
AMD
2.3% → 2.3%
Removed
NVDA
↑ Gross Margin 95%↑ ROE 93%
Passed all filters
2.2%
DIS
↑ Annual Margin Growth 7%↑ D/E Ratio 63%
Passed all filters
2.2%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 11.2%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
+5 / −5
PGR
35.9% → 31.0%
RTX
20.1% → 14.7%
PFE
13.1% → 13.9%
LMT
↑ Quarterly Margin Growth 46%↑ ROE 93%
5.0%
SCHW
↑ Annual Margin Growth 21%↑ Gross Margin 81%
4.8%
GE
3.8% → 4.6%
T
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 11%
4.3%
ABBV
3.3% → 3.8%
NFLX
3.2% → 3.3%
BMY
↑ Annual Margin Growth 7%↑ ROE 88%
3.0%
GOOGL
2.1% → 2.5%
GOOG
2.2% → 2.5%
AMD
2.0% → 2.3%
DIS
↑ Annual Margin Growth 7%↑ D/E Ratio 63%
2.2%
NVDA
3.2% → 2.2%
Removed
REGN
↑ D/E Ratio 89%↑ Gross Margin 74%
Passed all filters
2.2%
LRCX
↑ ROE 86%↑ Gross Margin 78%
Passed all filters
2.4%
ADP
↑ ROE 92%↑ Gross Margin 70%
Passed all filters
2.4%
UNP
↑ Gross Margin 75%↑ ROE 74%
Passed all filters
2.1%
ETN
↑ Annual Margin Growth 3%↑ D/E Ratio 55%
Passed all filters
2.0%
15 holdings
PGR
35.5% → 35.9%
RTX
19.9% → 20.1%
PFE
13.0% → 13.1%
GE
3.8% → 3.8%
ABBV
3.2% → 3.3%
NFLX
3.2% → 3.2%
NVDA
4.1% → 3.2%
ADP
2.4% → 2.4%
LRCX
2.4% → 2.4%
REGN
2.2% → 2.2%
GOOG
2.1% → 2.2%
GOOGL
2.1% → 2.1%
UNP
2.0% → 2.1%
AMD
2.0% → 2.0%
ETN
2.0% → 2.0%
+6 / −6
PGR
20.2% → 35.5%
RTX
11.1% → 19.9%
PFE
↑ Annual Margin Growth 57%↑ Quarterly Margin Growth 37%
13.0%
NVDA
8.0% → 4.1%
GE
6.3% → 3.8%
ABBV
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 7%
3.2%
NFLX
7.0% → 3.2%
ADP
6.7% → 2.4%
LRCX
5.0% → 2.4%
REGN
↑ Gross Margin 91%↑ D/E Ratio 89%
2.2%
GOOG
4.2% → 2.1%
GOOGL
↑ D/E Ratio 91%↑ Gross Margin 82%
2.1%
UNP
↑ Annual Margin Growth 5%↑ ROE 79%
2.0%
ETN
4.4% → 2.0%
AMD
↑ Annual Margin Growth 7%↑ D/E Ratio 92%
2.0%
Removed
MRK
↑ Annual Margin Growth 5%↑ Gross Margin 66%
Passed all filters
4.3%
AAPL
↑ ROE 92%↑ Annual Margin Growth 4%
Passed all filters
4.2%
CAT
↑ Annual Margin Growth 4%↑ ROE 84%
Passed all filters
5.1%
BA
↑ D/E Ratio 95%↑ ROE 94%
Passed all filters
4.2%
BLK
↑ Gross Margin 86%↑ D/E Ratio 72%
Passed all filters
5.0%
BAC
↑ Quarterly Margin Growth 12%↑ Gross Margin 77%
Passed all filters
4.4%
+1 / −1
PGR
19.6% → 20.2%
RTX
10.7% → 11.1%
NVDA
10.9% → 8.0%
NFLX
6.8% → 7.0%
ADP
6.5% → 6.7%
GE
6.0% → 6.3%
CAT
5.0% → 5.1%
BLK
4.9% → 5.0%
LRCX
4.8% → 5.0%
ETN
4.2% → 4.4%
BAC
4.2% → 4.4%
MRK
4.1% → 4.3%
AAPL
4.1% → 4.2%
BA
4.0% → 4.2%
GOOG
↑ D/E Ratio 90%↑ Gross Margin 83%
4.2%
Removed
DE
↑ Annual Margin Growth 5%↑ ROE 62%
Passed all filters
4.2%
+5 / −5
PGR
0.8% → 19.6%
NVDA
0.5% → 10.9%
RTX
0.3% → 10.7%
NFLX
0.4% → 6.8%
ADP
0.5% → 6.5%
GE
0.6% → 6.0%
CAT
0.3% → 5.0%
BLK
0.5% → 4.9%
LRCX
0.3% → 4.8%
BAC
↑ Quarterly Margin Growth 13%↑ Gross Margin 80%
4.2%
ETN
0.2% → 4.2%
DE
↑ Annual Margin Growth 9%↑ ROE 79%
4.2%
MRK
↑ Gross Margin 90%↑ Annual Margin Growth 4%
4.1%
AAPL
↑ Annual Margin Growth 5%↑ ROE 96%
4.1%
BA
↑ Annual Margin Growth 5%↑ D/E Ratio 97%
4.0%
Removed
PG
↑ Annual Margin Growth 7%↑ ROE 54%
Passed all filters
0.2%
DIS
↑ Annual Margin Growth 8%↑ D/E Ratio 62%
Passed all filters
4.8%
AXP
↑ ROE 78%↑ Gross Margin 57%
Passed all filters
90.0%
INTC
↑ Annual Margin Growth 12%↑ D/E Ratio 63%
Passed all filters
0.2%
MDLZ
↑ Annual Margin Growth 9%
Passed all filters
0.4%
+2 / −2
AXP
89.8% → 90.0%
DIS
4.8% → 4.8%
PGR
0.8% → 0.8%
GE
0.6% → 0.6%
NVDA
0.7% → 0.5%
ADP
0.5% → 0.5%
BLK
0.5% → 0.5%
MDLZ
0.4% → 0.4%
NFLX
0.4% → 0.4%
RTX
0.3% → 0.3%
CAT
0.3% → 0.3%
LRCX
0.3% → 0.3%
INTC
0.2% → 0.2%
PG
↑ Annual Margin Growth 9%↑ ROE 66%
0.2%
ETN
↑ Annual Margin Growth 10%↑ D/E Ratio 58%
0.2%
Removed
TJX
↑ Annual Margin Growth 8%↑ ROE 88%
Passed all filters
0.2%
DE
↑ Annual Margin Growth 9%↑ ROE 77%
Passed all filters
0.3%
+4 / −4
AXP
98.1% → 89.8%
DIS
0.9% → 4.8%
PGR
0.1% → 0.8%
NVDA
0.1% → 0.7%
GE
0.1% → 0.6%
ADP
0.1% → 0.5%
BLK
0.1% → 0.5%
MDLZ
↑ Annual Margin Growth 19%↑ Quarterly Margin Growth 9%
0.4%
NFLX
0.1% → 0.4%
RTX
0.1% → 0.3%
DE
0.1% → 0.3%
CAT
0.1% → 0.3%
LRCX
↑ Annual Margin Growth 7%↑ ROE 87%
0.3%
INTC
↑ Annual Margin Growth 12%↑ Quarterly Margin Growth 5%
0.2%
TJX
↑ Annual Margin Growth 10%↑ ROE 91%
0.2%
Removed
ETN
↑ Annual Margin Growth 10%↑ D/E Ratio 57%
Passed all filters
0.0%
HON
↑ Annual Margin Growth 10%↑ ROE 76%
Passed all filters
0.1%
PG
↑ Annual Margin Growth 9%↑ ROE 67%
Passed all filters
0.0%
NEE
↑ Annual Margin Growth 9%↑ Gross Margin 94%
Passed all filters
0.1%
15 holdings
AXP
98.1% → 98.1%
DIS
0.9% → 0.9%
NVDA
0.1% → 0.1%
PGR
0.1% → 0.1%
GE
0.1% → 0.1%
BLK
0.1% → 0.1%
ADP
0.1% → 0.1%
RTX
0.1% → 0.1%
NEE
0.1% → 0.1%
CAT
0.1% → 0.1%
HON
0.1% → 0.1%
NFLX
0.1% → 0.1%
DE
0.1% → 0.1%
PG
0.0% → 0.0%
ETN
0.0% → 0.0%
+3 / −3
AXP
98.1% → 98.1%
DIS
0.8% → 0.9%
NVDA
0.1% → 0.1%
PGR
0.1% → 0.1%
GE
0.1% → 0.1%
BLK
0.1% → 0.1%
ADP
0.0% → 0.1%
RTX
↑ Quarterly Margin Growth 53%↑ FCF/Sales 56%
0.1%
NEE
0.1% → 0.1%
CAT
0.0% → 0.1%
HON
0.0% → 0.1%
NFLX
↑ Annual Margin Growth 13%↑ Quarterly Margin Growth 7%
0.1%
DE
0.0% → 0.1%
PG
↑ Annual Margin Growth 10%↑ ROE 66%
0.0%
ETN
0.0% → 0.0%
Removed
GS
Passed all filters
0.4%
CI
↑ D/E Ratio 52%
Passed all filters
0.2%
BAC
↑ Quarterly Margin Growth 12%↑ Annual Margin Growth 4%
Passed all filters
0.0%
15 holdings
AXP
98.1% → 98.1%
DIS
0.8% → 0.8%
GS
0.4% → 0.4%
CI
0.2% → 0.2%
NEE
0.1% → 0.1%
GE
0.1% → 0.1%
NVDA
0.1% → 0.1%
BLK
0.1% → 0.1%
PGR
0.1% → 0.1%
CAT
0.0% → 0.0%
DE
0.0% → 0.0%
HON
0.0% → 0.0%
BAC
0.0% → 0.0%
ADP
0.0% → 0.0%
ETN
0.0% → 0.0%
+15
AXP
↑ Annual Margin Growth 74741%↑ Quarterly Margin Growth 7181%
98.1%
DIS
↑ Annual Margin Growth 402%↑ Quarterly Margin Growth 261%
0.8%
GS
↑ Annual Margin Growth 315%
0.4%
CI
↑ Quarterly Margin Growth 151%
0.2%
NEE
↑ Annual Margin Growth 91%↑ Quarterly Margin Growth 4%
0.1%
GE
↑ Annual Margin Growth 42%↑ Quarterly Margin Growth 17%
0.1%
NVDA
↑ Annual Margin Growth 33%↑ Quarterly Margin Growth 9%
0.1%
BLK
↑ Annual Margin Growth 19%↑ Quarterly Margin Growth 16%
0.1%
PGR
↑ Annual Margin Growth 25%↑ Quarterly Margin Growth 13%
0.1%
CAT
↑ Annual Margin Growth 18%↑ ROE 86%
0.0%
DE
↑ Annual Margin Growth 20%↑ ROE 77%
0.0%
HON
↑ Annual Margin Growth 16%↑ Quarterly Margin Growth 4%
0.0%
BAC
↑ Quarterly Margin Growth 13%↑ Annual Margin Growth 5%
0.0%
ADP
↑ Annual Margin Growth 9%↑ Quarterly Margin Growth 6%
0.0%
ETN
↑ Annual Margin Growth 9%↑ Quarterly Margin Growth 3%
0.0%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 11.4%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
−15
Removed
CI
↑ Quarterly Margin Growth 148%
Passed all filters
0.2%
DIS
↑ Quarterly Margin Growth 237%↑ D/E Ratio 61%
Passed all filters
0.3%
GS
↑ Annual Margin Growth 310%↑ FCF/Sales 99%
Passed all filters
0.4%
NVDA
↑ Annual Margin Growth 19%↑ Quarterly Margin Growth 13%
Passed all filters
0.1%
GE
↑ Annual Margin Growth 16%↑ Quarterly Margin Growth 12%
Passed all filters
0.0%
CAT
↑ Annual Margin Growth 16%↑ Quarterly Margin Growth 5%
Passed all filters
0.0%
HON
↑ Annual Margin Growth 12%↑ Quarterly Margin Growth 5%
Passed all filters
0.0%
NEE
↑ Annual Margin Growth 86%↑ Quarterly Margin Growth 7%
Passed all filters
0.1%
BA
↑ Annual Margin Growth 120%↑ D/E Ratio 97%
Passed all filters
0.0%
DE
↑ Annual Margin Growth 24%↑ Quarterly Margin Growth 5%
Passed all filters
0.0%
+5 more removed
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 10.5%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
+3 / −3
AXP
95.6% → 98.5%
GS
1.8% → 0.4%
DIS
0.5% → 0.3%
CI
0.4% → 0.2%
NEE
0.3% → 0.1%
CB
0.5% → 0.1%
NVDA
↑ Annual Margin Growth 19%↑ Quarterly Margin Growth 13%
0.1%
DE
0.1% → 0.0%
GE
↑ Annual Margin Growth 16%↑ Quarterly Margin Growth 12%
0.0%
CAT
0.1% → 0.0%
XOM
0.1% → 0.0%
BAC
0.1% → 0.0%
PGR
↑ Quarterly Margin Growth 11%↑ Annual Margin Growth 9%
0.0%
HON
0.0% → 0.0%
BA
0.2% → 0.0%
Removed
PFE
↑ Annual Margin Growth 9%↑ Quarterly Margin Growth 4%
Passed all filters
0.1%
MCD
↑ D/E Ratio 99%↑ Gross Margin 88%
Passed all filters
0.0%
LIN
↑ Annual Margin Growth 10%↑ D/E Ratio 63%
Passed all filters
0.1%
15 holdings
AXP
95.6% → 95.6%
GS
1.8% → 1.8%
DIS
0.5% → 0.5%
CB
0.5% → 0.5%
CI
0.4% → 0.4%
NEE
0.3% → 0.3%
BA
0.2% → 0.2%
XOM
0.1% → 0.1%
DE
0.1% → 0.1%
PFE
0.1% → 0.1%
CAT
0.1% → 0.1%
LIN
0.1% → 0.1%
BAC
0.1% → 0.1%
MCD
0.0% → 0.0%
HON
0.0% → 0.0%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 10.0%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
+3 / −3
AXP
86.4% → 95.6%
GS
4.1% → 1.8%
DIS
2.5% → 0.5%
CB
2.1% → 0.5%
CI
1.8% → 0.4%
NEE
0.5% → 0.3%
BA
↑ Annual Margin Growth 79%↑ D/E Ratio 97%
0.2%
XOM
0.4% → 0.1%
DE
0.3% → 0.1%
PFE
0.3% → 0.1%
CAT
↑ Annual Margin Growth 11%↑ Quarterly Margin Growth 5%
0.1%
LIN
0.4% → 0.1%
BAC
0.2% → 0.1%
MCD
0.2% → 0.0%
HON
↑ Annual Margin Growth 6%↑ ROE 71%
0.0%
Removed
REGN
↑ D/E Ratio 87%↑ Gross Margin 77%
Passed all filters
0.2%
AVGO
↑ Gross Margin 94%↑ ROE 91%
Passed all filters
0.2%
GILD
↑ Annual Margin Growth 8%↑ FCF/Sales 75%
Passed all filters
0.3%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 12.8%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
15 holdings
AXP
86.4% → 86.4%
GS
4.1% → 4.1%
DIS
2.5% → 2.5%
CB
2.1% → 2.1%
CI
1.8% → 1.8%
NEE
0.5% → 0.5%
XOM
0.4% → 0.4%
LIN
0.4% → 0.4%
DE
0.3% → 0.3%
PFE
0.3% → 0.3%
GILD
0.3% → 0.3%
REGN
0.2% → 0.2%
MCD
0.2% → 0.2%
BAC
0.2% → 0.2%
AVGO
0.2% → 0.2%
+5 / −5
AXP
↑ Quarterly Margin Growth 7247%↑ ROE 60%
86.4%
GS
34.7% → 4.1%
DIS
↑ Quarterly Margin Growth 236%↑ D/E Ratio 58%
2.5%
CB
21.6% → 2.1%
CI
15.0% → 1.8%
NEE
2.1% → 0.5%
XOM
2.2% → 0.4%
LIN
3.0% → 0.4%
DE
↑ Annual Margin Growth 12%↑ Quarterly Margin Growth 6%
0.3%
PFE
3.0% → 0.3%
GILD
↑ Annual Margin Growth 7%↑ Quarterly Margin Growth 7%
0.3%
REGN
↑ Gross Margin 93%↑ D/E Ratio 87%
0.2%
MCD
1.8% → 0.2%
BAC
1.6% → 0.2%
AVGO
2.1% → 0.2%
Removed
TSLA
↑ D/E Ratio 90%↑ ROE 70%
Passed all filters
2.1%
TXN
↑ Gross Margin 95%↑ ROE 85%
Passed all filters
1.9%
RTX
↑ D/E Ratio 62%↑ Annual Margin Growth 3%
Passed all filters
1.6%
CME
↑ Gross Margin 99%↑ D/E Ratio 86%
Passed all filters
1.8%
COP
↑ Annual Margin Growth 5%↑ D/E Ratio 71%
Passed all filters
5.5%
+1 / −1
GS
34.2% → 34.7%
CB
21.3% → 21.6%
CI
14.8% → 15.0%
COP
5.4% → 5.5%
LIN
3.0% → 3.0%
PFE
2.9% → 3.0%
XOM
2.2% → 2.2%
TSLA
2.1% → 2.1%
NEE
2.1% → 2.1%
AVGO
2.1% → 2.1%
TXN
1.8% → 1.9%
MCD
1.8% → 1.8%
CME
1.7% → 1.8%
RTX
1.6% → 1.6%
BAC
↑ Quarterly Margin Growth 11%↑ Gross Margin 84%
1.6%
Removed
MU
↑ D/E Ratio 80%
Passed all filters
3.0%
+6 / −6
GS
31.8% → 34.2%
CB
↑ Annual Margin Growth 123%↑ Quarterly Margin Growth 79%
21.3%
CI
32.0% → 14.8%
COP
↑ Annual Margin Growth 38%↑ D/E Ratio 72%
5.4%
MU
2.7% → 3.0%
LIN
1.9% → 3.0%
PFE
↑ Annual Margin Growth 10%↑ Quarterly Margin Growth 6%
2.9%
XOM
↑ Annual Margin Growth 5%↑ Quarterly Margin Growth 5%
2.2%
TSLA
3.4% → 2.1%
NEE
↑ Quarterly Margin Growth 28%↑ Gross Margin 73%
2.1%
AVGO
2.0% → 2.1%
TXN
1.8% → 1.8%
MCD
↑ Annual Margin Growth 5%↑ D/E Ratio 99%
1.8%
CME
1.5% → 1.7%
RTX
2.7% → 1.6%
Removed
MA
↑ ROE 95%↑ Gross Margin 94%
Passed all filters
1.4%
ELV
Passed all filters
8.9%
MRK
↑ Gross Margin 67%↑ ROE 61%
Passed all filters
1.6%
UPS
↑ ROE 86%↑ Annual Margin Growth 3%
Passed all filters
1.5%
BA
↑ Quarterly Margin Growth 44%↑ D/E Ratio 98%
Passed all filters
5.2%
CVX
↑ D/E Ratio 85%↑ ROE 59%
Passed all filters
1.5%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 11.2%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
15 holdings
CI
31.1% → 32.0%
GS
30.9% → 31.8%
ELV
8.6% → 8.9%
BA
5.1% → 5.2%
TSLA
3.3% → 3.4%
MU
5.5% → 2.7%
RTX
2.6% → 2.7%
AVGO
2.0% → 2.0%
LIN
1.8% → 1.9%
TXN
1.8% → 1.8%
MRK
1.6% → 1.6%
CME
1.5% → 1.5%
CVX
1.5% → 1.5%
UPS
1.4% → 1.5%
MA
1.4% → 1.4%
+15
CI
↑ Annual Margin Growth 205%↑ Quarterly Margin Growth 142%
31.1%
GS
↑ Quarterly Margin Growth 381%↑ Gross Margin 58%
30.9%
ELV
↑ Annual Margin Growth 91%
8.6%
MU
↑ Annual Margin Growth 48%↑ Gross Margin 86%
5.5%
BA
↑ Quarterly Margin Growth 74%↑ D/E Ratio 97%
5.1%
TSLA
↑ Annual Margin Growth 27%↑ D/E Ratio 81%
3.3%
RTX
↑ Annual Margin Growth 22%↑ D/E Ratio 61%
2.6%
AVGO
↑ Annual Margin Growth 9%↑ Gross Margin 93%
2.0%
LIN
↑ Annual Margin Growth 10%↑ Quarterly Margin Growth 4%
1.8%
TXN
↑ Annual Margin Growth 6%↑ Gross Margin 96%
1.8%
MRK
↑ Annual Margin Growth 7%↑ Gross Margin 81%
1.6%
CME
↑ Gross Margin 99%↑ D/E Ratio 88%
1.5%
CVX
↑ D/E Ratio 82%↑ Annual Margin Growth 3%
1.5%
UPS
↑ Annual Margin Growth 7%↑ ROE 91%
1.4%
MA
↑ ROE 97%↑ Gross Margin 95%
1.4%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
Showing latest 40 of 66 rebalancing events
Symbol Trade Chart (Buy/Sell)
Buy Trades
52
Sell Trades
52
Bought Qty
130.7571
Sold Qty
130.7571
Research Model Signal Change Log
Analytical signals driving exposure adjustments. Each entry links to the dedicated rebalance page.
2026-04-01 · LOW
Model exposure to LOW initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · MA
Model exposure to MA initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · MRK
Model exposure to MRK initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · VZ
Model exposure to VZ initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · JNJ
Model exposure to JNJ initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · CB
Model exposure to CB initiated; margin growth signal (quarterly margin growth) was the dominant driver of inclusion.
2026-04-01 · ABT
ABT exited because Passed all filters.
2026-04-01 · ADI
ADI exited because Passed all filters.
2026-04-01 · PFE
PFE exited because Passed all filters.
2026-04-01 · LRCX
LRCX exited because Passed all filters.
2026-04-01 · AVGO
AVGO exited because Passed all filters.
2026-04-01 · BAC
BAC exited because Passed all filters.
📰 Latest Market News & Updates
Curated news for the latest model holdings and macro headlines that may affect the broader market.
Your Holdings News
- LMTPositiveInvesting.comLockheed Martin secures $1.2B Army contract for missile system
Lockheed Martin has been awarded an indefinite delivery, indefinite quantity contract worth up to $1.2 billion by the U.S. Army for the production of Increment 2 of the Precision Strike Missile (PrSM). This contract covers initial procureme
2026-09-21T22:08:41.000Z - LMTPositivemarketscreener.comLockheed Martin Wins $1.2 Billion US Army Contract for Precision Strike Missile Upgrade
Lockheed Martin has secured a significant $1.2 billion contract from the US Army for an upgrade to its Precision Strike Missile program. This win was reported by MT Newswires, highlighting the company's continued involvement in major defens
2026-09-21T21:58:24.000Z - SCHWNeutralKalkine MediaSilver Lake Technology Investors V, L.P. Offloads Dell Class C Shares at Prices Up to $591.24
Silver Lake Technology Investors V, L.P. and affiliated entities sold Dell Technologies Inc. (NYSE:DELL) Class C Common Stock on September 17, 2026, after converting Class B shares to Class C. The sales, occurring at weighted average prices
2026-09-21T21:57:54.000Z - MRKPositive24/7 Wall St.Qualcomm Surges 7.6% After Hours, Adding About $15 Billion in Market Value
Qualcomm (QCOM) experienced a significant 7.6% surge in after-hours trading, adding approximately $15 billion to its market value, reaching $194.23 per share. This substantial gain suggests strong conviction from investors, with the market
2026-09-21T20:39:07.000Z - INTCNegativeNotebookcheckAMD joins the $1 trillion club, leaving Intel behind
AMD has achieved a $1 trillion market capitalization for the first time, driven by investor enthusiasm for its growing AI and data-center business. This milestone places AMD ahead of longtime rival Intel, whose market value is around $644 b
2026-09-21T19:18:44.000Z - MUPositive24/7 Wall St.SanDisk Falls 2% Despite Memory Rally; Micron Advances 3%, Western Digital Nudges Higher
SanDisk shares fell 2% on Monday, diverging from a general rally in the memory sector where Micron Technology advanced 3% and Western Digital rose 0.8%. This downturn for SanDisk, a stock up 641% year-to-date, is likely due to profit-taking
2026-09-21T19:14:18.000Z - MAPositiveDailyCoinCardano Bets on x402 Payments as U.S. Crypto Rules Stall
Cardano is expanding its payment infrastructure by integrating with Coinbase's x402 open payment standard and joining Mastercard's crypto partner program. These developments, highlighted by Fire Hustle, aim to facilitate automated, small-va
2026-09-21T18:44:00.000Z - GSNeutralMarketBeatBoeing (NYSE:BA) Price Target Cut to $265.00 by Analysts at Jefferies Financial Group
Jefferies Financial Group has reduced its price target for Boeing (NYSE:BA) from $295.00 to $265.00, while maintaining a "buy" rating, indicating a potential upside of 32.10%. Despite missing EPS expectations, Boeing's stock rose 1.2% and s
2026-09-21T17:59:28.000Z
🌍 Macro & Market News
- NeutralBBCWorldEuropean Union removes sanctions on Russian oligarchs, sparking Ukraine's outrage
The European Union's decision to remove sanctions on Russian oligarchs Alisher Usmanov and Mikhail Fridman has sparked anger in Ukraine. This action, which France and Luxembourg supported as part of a compromise with …
15 minutes ago - NeutralReutersTaiwan minister Hung Sun-han returns from rare trip to China
Taiwan's Labour Minister Hung Sun-han returned from a rare visit to China, expressing that he was well-treated and not "belittled" during his attendance at a regional APEC meeting, the first by a senior Taiwanese offi…
24 minutes ago - NeutralIranIntl_EnIran moves weapons research and production completely underground
Iran has relocated the research, development, and production of weapons entirely underground, according to a report from IRGC-affiliated Fars news agency. This move was confirmed by a senior Iranian security source, w…
24 minutes ago - NeutralbusinessOaktree's Howard Marks critiques US fiscal discipline, warns of deficit impact
Oaktree's Howard Marks has stated that the United States is exhibiting a complete lack of fiscal discipline, which undermines efforts to reduce long-term borrowing costs. He emphasized that these efforts are unlikely …
24 minutes ago - NeutralbusinessTrump administration plans to remove hundreds of thousands from Obamacare
Vice President JD Vance announced that the Trump administration will remove hundreds of thousands of people from Obamacare plans, citing allegations of improper enrollment. This action is part of the administration's …
30 minutes ago - NeutralReutersVitol, Trafigura seek $18 to $20 discount on Venezuelan oil
Global oil trading firms Vitol and Trafigura are advocating for significant discounts on Venezuelan crude oil amidst a surge in shipping costs, according to sources. They are aiming for discounts between $18 to $20 pe…
35 minutes ago
News headlines are aggregated from third-party providers for informational purposes only and do not constitute investment advice.
Weekly Rebalance Pages (66)
Showing 1-40 of 66 dedicated rebalance pages.
Page 1 of 2
2026-04-01
15 positions · +6 / -6
2025-12-01
15 positions · +1 / -1
2025-10-01
15 positions · +5 / -5
2025-08-01
15 positions · +1 / -1
2025-07-01
15 positions · +6 / -6
2025-05-01
15 positions · +2 / -2
2025-04-25
0 positions · +0 / -0
2025-04-04
0 positions · +0 / -0
2025-04-01
15 positions · +5 / -5
2024-11-01
15 positions · +0 / -0
2024-10-01
15 positions · +6 / -6
2024-08-01
15 positions · +1 / -1
2024-07-01
15 positions · +5 / -5
2024-05-01
15 positions · +2 / -2
2024-04-01
15 positions · +4 / -4
2024-03-01
15 positions · +0 / -0
2024-02-01
15 positions · +3 / -3
2023-12-01
15 positions · +0 / -0
2023-11-01
15 positions · +15 / -0
2023-10-23
0 positions · +0 / -0
2023-10-03
0 positions · +0 / -0
2023-09-12
0 positions · +0 / -0
2023-09-01
0 positions · +0 / -15
2023-08-22
0 positions · +0 / -0
2023-08-01
15 positions · +3 / -3
2023-06-01
0 positions · +0 / -0
2023-06-01
15 positions · +0 / -0
2023-05-11
0 positions · +0 / -0
2023-05-01
15 positions · +3 / -3
2023-03-31
0 positions · +0 / -0
2023-03-13
0 positions · +0 / -0
2023-03-01
15 positions · +0 / -0
2023-02-01
15 positions · +5 / -5
2022-12-01
15 positions · +1 / -1
2022-11-01
15 positions · +6 / -6
2022-10-12
0 positions · +0 / -0
2022-09-22
0 positions · +0 / -0
2022-09-01
15 positions · +0 / -0
2022-08-01
15 positions · +15 / -0
2022-07-08
0 positions · +0 / -0
Important Disclosure
All information provided is for educational and informational purposes only and does not constitute investment advice, a recommendation, or an offer to buy or sell any security.
The content reflects hypothetical research models and simulations that are not intended for implementation and may not reflect actual trading results.
No information on this platform is tailored to the investment needs, financial situation, or objectives of any individual.
Past or simulated performance is not indicative of future results.