Performance · The Baseline Portfolio
The edge is not a signal you have to trade well. It is the baseline portfolio itself — the heavy lifting already done, every night, before you see it.
Distilling the data, testing the strategies, discarding what does not survive and assembling the winners into one portfolio is the work. Goldflower does that work for you and hands over the result. Two pieces of evidence that it is worth having follow.
One portfolio, rebuilt every night from the strategies that survived the day’s search — ranked by conviction, sized by risk.
You are not being handed a watchlist to interpret. You are handed the finished output of a process that tested thousands of configurations across the universe, kept only what held up, and let the survivors decide the weights. Holding it requires no view, no timing and no quant background.
Evidence A
Backtested
Backtest assumptions apply in full — see below.
Over the tested period the baseline portfolio exceeded the S&P 500 — with less of the drawdown that makes an index hard to hold.
Figures are backtested, not live, and are produced under one fixed set of assumptions: zero transaction costs, T+1 entry at previous close × 1.001 limit, daily close stop monitoring. Live results may differ materially. Read the paper →
Evidence B
Live Record
Updates daily
And this is what the same engine has actually found — every name it flagged, with what happened next, updated each day and never edited after the fact.
A backtest shows the method survives history. This shows it survives the present. The list runs from the engine’s live database; entries are added the day they are flagged and are not removed when they go against us.
Past performance is not indicative of future results. All portfolio strategies involve risk, including the potential loss of principal. Goldflower does not provide personalized investment advice. The information provided is for educational and research purposes only and does not constitute a solicitation or offer to buy or sell securities. Sharpe ratios and returns shown are backtested results. Backtest assumptions: zero transaction costs, T+1 entry at previous close × 1.001 limit, daily close stop monitoring. Live performance may differ materially from backtested results.