QuantcortexResearch
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Quantcortex Research Model

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⚠️ 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 May 22, 2026
Return
+227.2%
CAGR
+20.4%
Sharpe
1.22
Max DD
-22.1%
Win Rate
81%
Turnover
6.64x
SPY+129.5%Sharpe 0.64-34.1%
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
XOM
20.0%
6.71
#4
New
CVX
20.0%
6.11
#5
New
AAPL
20.0%
6.07
#1
Held
UNH
20.0%
6.71
#3
Held
GOOGL
20.0%
6.90
#2
Held

Yearly Performance & Rebalance Activity

Calendar-year returns of the research model alongside how often it triggered rebalances each year.

Total Rebalances
287
Avg Days Between
8.2
Avg Position Changes
2.8
Avg Monthly Return
+1.7%
Year
Return
Max DD
Avg Monthly
Rebalances
Reb/Month
2020
+33%
-5.5%
+2.5%
46
3.8
2021
+8%
-17.5%
+0.8%
46
3.8
2022
-8%
-12.7%
-0.6%
44
3.7
2023
+27%
-6.3%
+2.2%
44
3.7
2024
+9%
-18.7%
+1.0%
42
3.5
2025
+44%
-10.1%
+3.3%
47
3.9
2026
+20%
-1.4%
+3.8%
18
3.6

📅 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 ›
2026-05-18
2026-05-11
2026-05-04
2026-04-27
2026-04-20
2026-04-13
2026-04-06
2026-03-30
2026-03-23
2026-03-16
2026-03-09
2026-03-02
2026-02-23
2026-02-09
2026-02-02
2026-01-26
2026-01-12
2026-01-05
2025-12-29
2025-12-22
2025-12-15
2025-12-08
2025-12-01
2025-11-24
2025-11-17
2025-11-10
2025-11-03
2025-10-27
2025-10-20
2025-10-13
2025-10-06
2025-09-29
2025-09-22
2025-09-15
2025-09-08
2025-08-25
2025-08-18
2025-08-11
2025-08-04
2025-07-28
+2 / 2
XOM
Momentum 200 Percentile 81% Donchian Trend Percentile 67%
20.0%
CVX
Donchian Trend Percentile 71% Momentum 120 Percentile 81%
20.0%
AAPL
20.0%
UNH
20.0%
GOOGL
20.0%
Removed
AVGO
Momentum 200 Percentile 71% Momentum 120 Percentile 67%
Passed all filters
20.0%
CAT
Momentum 200 Percentile 90% Momentum 120 Percentile 95%
Passed all filters
20.0%
+2 / 2
AAPL
Donchian Trend Percentile 81% Momentum 200 Percentile 76%
20.0%
AVGO
Momentum 200 Percentile 86% Donchian Trend Percentile 71%
20.0%
UNH
20.0%
GOOGL
20.0%
CAT
20.0%
Removed
AMZN
Donchian Trend Percentile 62% Momentum 120 Percentile 57%
Passed all filters
20.0%
XOM
Momentum 200 Percentile 71% Momentum 120 Percentile 86%
Passed all filters
20.0%
+3 / 3
AMZN
Donchian Trend Percentile 86% Momentum 120 Percentile 57%
20.0%
UNH
Donchian Trend Percentile 90% Momentum 200 Percentile 62%
20.0%
XOM
Momentum 200 Percentile 81% Momentum 120 Percentile 86%
20.0%
GOOGL
20.0%
CAT
20.0%
Removed
SPY
Donchian Trend Percentile 81% Inv Volatility 60 Percentile 95%
Passed all filters
20.0%
AVGO
Momentum 200 Percentile 86% Donchian Trend Percentile 76%
Passed all filters
20.0%
NVDA
Momentum 60 Percentile 71%
Passed all filters
20.0%
+1 / 1
SPY
Donchian Trend Percentile 90% Inv Volatility 60 Percentile 95%
20.0%
AVGO
20.0%
NVDA
20.0%
GOOGL
20.0%
CAT
20.0%
Removed
AAPL
Momentum 200 Percentile 62% Inv Volatility 60 Percentile 62%
Passed all filters
20.0%
+2 / 2
AAPL
Donchian Trend Percentile 71% Momentum 200 Percentile 67%
20.0%
NVDA
Donchian Trend Percentile 90% Momentum 200 Percentile 62%
20.0%
AVGO
20.0%
GOOGL
20.0%
CAT
20.0%
Removed
JNJ
Momentum 200 Percentile 86% Momentum 120 Percentile 81%
Passed all filters
20.0%
CVX
Momentum 200 Percentile 57% Momentum 120 Percentile 71%
Passed all filters
20.0%
+2 / 2
AVGO
Donchian Trend Percentile 86% Momentum 200 Percentile 81%
20.0%
CVX
Momentum 200 Percentile 71% Momentum 120 Percentile 81%
20.0%
JNJ
20.0%
GOOGL
20.0%
CAT
20.0%
Removed
WMT
Momentum 200 Percentile 62% Momentum 120 Percentile 67%
Passed all filters
20.0%
XOM
Momentum 200 Percentile 76% Momentum 120 Percentile 90%
Passed all filters
20.0%
+1 / 1
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 81%
20.0%
WMT
20.0%
XOM
20.0%
JNJ
20.0%
CAT
20.0%
Removed
CVX
Momentum 200 Percentile 71% Momentum 120 Percentile 86%
Passed all filters
20.0%
5 holdings
CAT
20.0%
WMT
20.0%
JNJ
20.0%
CVX
20.0%
XOM
20.0%
+1 / 1
WMT
Donchian Trend Percentile 81% Momentum 200 Percentile 57%
20.0%
XOM
20.0%
JNJ
20.0%
CVX
20.0%
CAT
20.0%
Removed
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 62%
Passed all filters
20.0%
5 holdings
GOOGL
20.0%
CAT
20.0%
JNJ
20.0%
CVX
20.0%
XOM
20.0%
+1 / 1
GOOGL
Momentum 200 Percentile 90% Donchian Trend Percentile 62%
20.0%
XOM
20.0%
JNJ
20.0%
CVX
20.0%
CAT
20.0%
Removed
WMT
Momentum 200 Percentile 57% Donchian Trend Percentile 52%
Passed all filters
20.0%
+1 / 1
WMT
Donchian Trend Percentile 71% Momentum 200 Percentile 57%
20.0%
XOM
20.0%
JNJ
20.0%
CVX
20.0%
CAT
20.0%
Removed
GOOGL
Momentum 200 Percentile 90% Momentum 120 Percentile 76%
Passed all filters
20.0%
+1 / 1
GOOGL
Momentum 200 Percentile 90% Momentum 120 Percentile 90%
20.0%
XOM
20.0%
JNJ
20.0%
CVX
20.0%
CAT
20.0%
Removed
WMT
Donchian Trend Percentile 67% Momentum 200 Percentile 52%
Passed all filters
20.0%
+1 / 1
CVX
Donchian Trend Percentile 90% Momentum 200 Percentile 52%
20.0%
WMT
20.0%
XOM
20.0%
JNJ
20.0%
CAT
20.0%
Removed
GOOGL
Momentum 200 Percentile 90% Momentum 120 Percentile 90%
Passed all filters
20.0%
+1 / 1
WMT
Donchian Trend Percentile 90% Momentum 120 Percentile 71%
20.0%
XOM
19.2% 20.0%
JNJ
19.2% 20.0%
GOOGL
19.2% 20.0%
CAT
19.2% 20.0%
Removed
SPY
Donchian Trend Percentile 76% Inv Volatility 60 Percentile 95%
Passed all filters
19.2%
+1 / 1
XOM
Donchian Trend Percentile 86% Momentum 120 Percentile 67%
19.2%
SPY
18.6% 19.2%
JNJ
18.6% 19.2%
GOOGL
18.6% 19.2%
CAT
18.6% 19.2%
Removed
WMT
Momentum 200 Percentile 62% Momentum 120 Percentile 62%
Passed all filters
18.6%
+1 / 1
JNJ
Donchian Trend Percentile 71% Momentum 200 Percentile 67%
18.6%
WMT
17.5% 18.6%
SPY
17.5% 18.6%
GOOGL
17.5% 18.6%
CAT
17.5% 18.6%
Removed
JPM
Momentum 200 Percentile 62% Momentum 120 Percentile 52%
Passed all filters
17.5%
+2 / 2
WMT
Momentum 200 Percentile 71% Donchian Trend Percentile 52%
17.5%
CAT
Momentum 200 Percentile 90% Donchian Trend Percentile 86%
17.5%
SPY
17.4% 17.5%
JPM
17.4% 17.5%
GOOGL
17.4% 17.5%
Removed
JNJ
Momentum 200 Percentile 67% Momentum 120 Percentile 81%
Passed all filters
17.4%
LLY
Momentum 200 Percentile 62% Momentum 120 Percentile 86%
Passed all filters
17.4%
5 holdings
SPY
17.3% 17.4%
GOOGL
17.3% 17.4%
JNJ
17.3% 17.4%
LLY
17.3% 17.4%
JPM
17.3% 17.4%
+2 / 2
SPY
Donchian Trend Percentile 90% Momentum 200 Percentile 52%
17.3%
LLY
Donchian Trend Percentile 86% Momentum 200 Percentile 67%
17.3%
JPM
17.6% 17.3%
JNJ
17.6% 17.3%
GOOGL
17.6% 17.3%
Removed
WMT
Momentum 200 Percentile 57% Momentum 120 Percentile 62%
Passed all filters
17.6%
CAT
Momentum 200 Percentile 86% Momentum 120 Percentile 90%
Passed all filters
17.6%
+2 / 2
WMT
Donchian Trend Percentile 90% Momentum 200 Percentile 62%
17.6%
JPM
Donchian Trend Percentile 86% Momentum 200 Percentile 71%
17.6%
JNJ
18.4% 17.6%
GOOGL
18.4% 17.6%
CAT
18.4% 17.6%
Removed
SPY
Donchian Trend Percentile 62% Momentum 200 Percentile 52%
Passed all filters
18.4%
AVGO
Momentum 200 Percentile 86% Momentum 120 Percentile 71%
Passed all filters
18.4%
+1 / 1
SPY
Donchian Trend Percentile 86% Momentum 200 Percentile 52%
18.4%
AVGO
18.1% 18.4%
JNJ
18.1% 18.4%
GOOGL
18.1% 18.4%
CAT
18.1% 18.4%
Removed
AAPL
Donchian Trend Percentile 62% Momentum 120 Percentile 81%
Passed all filters
18.1%
+1 / 1
AAPL
Donchian Trend Percentile 95% Momentum 200 Percentile 62%
18.1%
AVGO
17.9% 18.1%
JNJ
17.9% 18.1%
GOOGL
17.9% 18.1%
CAT
17.9% 18.1%
Removed
LLY
Momentum 200 Percentile 71% Donchian Trend Percentile 62%
Passed all filters
17.9%
5 holdings
GOOGL
18.2% 17.9%
CAT
18.2% 17.9%
JNJ
18.2% 17.9%
AVGO
18.2% 17.9%
LLY
18.2% 17.9%
5 holdings
GOOGL
17.9% 18.2%
CAT
17.9% 18.2%
JNJ
17.9% 18.2%
AVGO
17.9% 18.2%
LLY
17.9% 18.2%
+1 / 1
JNJ
Momentum 200 Percentile 76% Donchian Trend Percentile 62%
17.9%
AVGO
19.5% 17.9%
LLY
19.5% 17.9%
GOOGL
19.5% 17.9%
CAT
19.5% 17.9%
Removed
NVDA
Momentum 200 Percentile 81% Donchian Trend Percentile 57%
Passed all filters
19.5%
+1 / 1
LLY
Donchian Trend Percentile 95% Momentum 200 Percentile 57%
19.5%
AVGO
19.8% 19.5%
NVDA
19.8% 19.5%
GOOGL
19.8% 19.5%
CAT
19.8% 19.5%
Removed
SPY
Donchian Trend Percentile 76% Momentum 120 Percentile 52%
Passed all filters
19.8%
+1 / 1
NVDA
Momentum 200 Percentile 81% Donchian Trend Percentile 76%
19.8%
SPY
20.0% 19.8%
AVGO
20.0% 19.8%
GOOGL
20.0% 19.8%
CAT
20.0% 19.8%
Removed
JNJ
Momentum 200 Percentile 76% Momentum 120 Percentile 67%
Passed all filters
20.0%
+1 / 1
SPY
Donchian Trend Percentile 81% Momentum 120 Percentile 52%
20.0%
AVGO
19.6% 20.0%
JNJ
19.6% 20.0%
GOOGL
19.6% 20.0%
CAT
19.6% 20.0%
Removed
NVDA
Momentum 200 Percentile 81% Momentum 120 Percentile 86%
Passed all filters
19.6%
+1 / 1
AVGO
Momentum 200 Percentile 95% Donchian Trend Percentile 86%
19.6%
JNJ
20.0% 19.6%
NVDA
20.0% 19.6%
GOOGL
20.0% 19.6%
CAT
20.0% 19.6%
Removed
SPY
Donchian Trend Percentile 71% Momentum 120 Percentile 57%
Passed all filters
20.0%
+1 / 1
SPY
Donchian Trend Percentile 95% Momentum 200 Percentile 52%
20.0%
JNJ
20.0%
NVDA
20.0%
GOOGL
20.0%
CAT
20.0%
Removed
JPM
Momentum 200 Percentile 76% Momentum 120 Percentile 67%
Passed all filters
20.0%
+1 / 1
JNJ
Donchian Trend Percentile 95% Momentum 200 Percentile 71%
20.0%
JPM
20.0%
NVDA
20.0%
GOOGL
20.0%
CAT
20.0%
Removed
SPY
Donchian Trend Percentile 81% Momentum 120 Percentile 52%
Passed all filters
20.0%
+1 / 1
SPY
Donchian Trend Percentile 95% Momentum 120 Percentile 52%
20.0%
JPM
20.0%
NVDA
20.0%
GOOGL
20.0%
CAT
20.0%
Removed
AVGO
Momentum 200 Percentile 95% Momentum 120 Percentile 95%
Passed all filters
20.0%
+3 / 3
JPM
Donchian Trend Percentile 86% Momentum 200 Percentile 71%
20.0%
NVDA
Momentum 200 Percentile 76% Donchian Trend Percentile 62%
20.0%
CAT
Donchian Trend Percentile 76% Momentum 120 Percentile 76%
20.0%
AVGO
20.0%
GOOGL
20.0%
Removed
WMT
Donchian Trend Percentile 81% Momentum 200 Percentile 57%
Passed all filters
20.0%
NFLX
Momentum 200 Percentile 81% Momentum 120 Percentile 67%
Passed all filters
20.0%
HD
Donchian Trend Percentile 71% Momentum 120 Percentile 52%
Passed all filters
20.0%
+3 / 3
WMT
Momentum 200 Percentile 76% Donchian Trend Percentile 71%
20.0%
NFLX
Momentum 200 Percentile 90% Donchian Trend Percentile 57%
20.0%
HD
Donchian Trend Percentile 95% Momentum 120 Percentile 52%
20.0%
AVGO
20.0%
GOOGL
20.0%
Removed
JPM
Momentum 200 Percentile 67% Momentum 120 Percentile 71%
Passed all filters
20.0%
NVDA
Momentum 200 Percentile 62% Momentum 120 Percentile 86%
Passed all filters
20.0%
CAT
Donchian Trend Percentile 52% Momentum 120 Percentile 62%
Passed all filters
20.0%
+2 / 2
JPM
Momentum 200 Percentile 81% Donchian Trend Percentile 57%
20.0%
CAT
Donchian Trend Percentile 81% Momentum 120 Percentile 86%
20.0%
AVGO
20.0%
GOOGL
20.0%
NVDA
20.0%
Removed
SPY
Donchian Trend Percentile 86% Momentum 120 Percentile 52%
Passed all filters
20.0%
NFLX
Momentum 200 Percentile 90% Momentum 120 Percentile 76%
Passed all filters
20.0%
+2 / 2
SPY
Donchian Trend Percentile 90% Momentum 120 Percentile 52%
20.0%
NFLX
Momentum 200 Percentile 90% Donchian Trend Percentile 67%
20.0%
AVGO
20.0%
GOOGL
20.0%
NVDA
20.0%
Removed
WMT
Momentum 200 Percentile 62% Inv Volatility 60 Percentile 86%
Passed all filters
20.0%
JNJ
Donchian Trend Percentile 95% Inv Volatility 60 Percentile 71%
Passed all filters
20.0%
+3 / 3
WMT
Donchian Trend Percentile 90% Momentum 200 Percentile 76%
20.0%
JNJ
Donchian Trend Percentile 95% Momentum 120 Percentile 71%
20.0%
GOOGL
Donchian Trend Percentile 81% Momentum 200 Percentile 62%
20.0%
AVGO
20.0%
NVDA
20.0%
Removed
MSFT
Momentum 200 Percentile 67% Momentum 120 Percentile 86%
Passed all filters
20.0%
JPM
Momentum 200 Percentile 81% Momentum 120 Percentile 52%
Passed all filters
20.0%
META
Momentum 200 Percentile 86% Donchian Trend Percentile 57%
Passed all filters
20.0%
+1 / 1
META
Donchian Trend Percentile 90% Momentum 200 Percentile 81%
20.0%
MSFT
20.0%
AVGO
20.0%
JPM
20.0%
NVDA
20.0%
Removed
SPY
Donchian Trend Percentile 57% Momentum 120 Percentile 52%
Passed all filters
20.0%
5 holdings
MSFT
20.0%
SPY
20.0%
AVGO
20.0%
JPM
20.0%
NVDA
20.0%
Showing latest 40 of 287 rebalancing events

Symbol Trade Chart (Buy/Sell)

Buy Trades
153
Sell Trades
153
Bought Qty
2902.5192
Sold Qty
2902.5192

Research Model Signal Change Log

Analytical signals driving exposure adjustments. Each entry links to the dedicated rebalance page.

📰 Latest Market News & Updates

Curated news for the latest model holdings and macro headlines that may affect the broader market.

Your Holdings News
🌍 Macro & Market News

News headlines are aggregated from third-party providers for informational purposes only and do not constitute investment advice.

Weekly Rebalance Pages (287)

Showing 1-40 of 287 dedicated rebalance pages.

Page 1 of 8

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.