Baseline Portfolio Performance

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Cumulative Return

vs S&P 500: —

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Annualized Alpha

vs S&P 500

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Sharpe Ratio

rf = —%

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Max Drawdown

vs S&P 500: —

Cumulative Return Comparison

Baseline

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S&P 500

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Methodology

Streak-based point-in-time (PIT) strategy selection, rank-weighted portfolio
Top 3 Streak Returns + Top 3 Avg Forward 5-day Return strategies
T+1 entry rule: positions entered at next trading day's close after signal
Holdings pooled across winning strategies; weight proportional to 1/rank
Sharpe ratio computed with risk-free rate shown above

Key Metrics

Metric	Baseline	S&P 500
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Top 20 Assets by Return

Return measured from T+1 after first appearance to T+1 after last appearance in portfolio.

Current Holdings

Important Disclosure
Performance shown is backtested. Verified period (Apr 2023 – Feb 2026) computed using point-in-time strategy selection with dynamic winning strategy identification at each evaluation date. Recent period (Feb 26 – Mar 17, 2026) uses fixed winning strategies from the Feb 2026 PIT SQL snapshot. Past performance does not guarantee future results. Sharpe ratio computed with risk-free rate of 4.75% (US 10Y average 2023–2026). All returns use T+1 entry pricing to prevent lookahead bias.