// PORTFOLIOS

Ready-made model portfolios.

Ready-made portfolios — US, Europe, Asia-Pacific, BIST and sector baskets — built straight from our nine-dimension score and tracked in the open, winners and losers. Picked by score and screened so an over-extended chart can't sneak in. A fresh set is formed each month; every earlier set stays below, still running, so the record is the whole record.

Rule-based strategy output — published for transparency. Not investment advice, not a recommendation, not personalized. Decisions are yours.

The portfolios

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How the portfolios are built

Every US stock is scored each night across nine dimensions. We sort them by that score, then apply one screen: any stock trading more than 40% above its 50-day average price, or 60% above its 200-day, is dropped for being stretched too far too fast — a high score on a runaway chart is exactly what you don't want to buy. From what's left, Portfolio 1 takes the eight highest-scoring stocks, Portfolio 2 the next eight, and so on. Every stock gets an equal share, the line-up is rebuilt every three months, and each change is added to the public record.

Splitting it into four lets you see an honest question answered in public: does a higher score actually lead to a better outcome? Some stretches it does, some it doesn't — and you get to see either way, not just the flattering one.

Read this honestly

This is a young, live track record — not a decades-long backtest. It starts from the first day of our retained scoring data and runs to the latest close, so the window is short and noisy. Returns are hypothetical, equal-weight, before your own costs and taxes; they are a record of a rule, not a fund you can buy, and not personalized to you. Past results do not predict future ones. It stays public precisely because hiding the losing stretches would make it worthless.