Books — US
Provisional US weekly paper-mode books, as of 2026-07-02.
Warning. Backtests are survivorship-INFLATED (universe = today's index members backfilled to 2019). Do NOT trust the CAGR/Sharpe as deployable; the forward paper journal (started 2026-07-05) is the honest record. Costs are per-share ($0.10/side): COSTLY flag = >25bp roundtrip.
20D book — next month
paper mode — PROVISIONAL · as of 2026-07-02
CAGR
+30.7%
Sharpe
1.29
Max drawdown
-17.8%
Rebalances
43
Buys
| Symbol | Score | Sector | Cost |
|---|---|---|---|
| CHTR | 1.000 | Communication Services | 14.6bp |
| NRG | 0.998 | Utilities | 14.6bp |
| GPN | 0.995 | Financials | 25.4bp* |
| CLX | 0.993 | Consumer Staples | 20.6bp |
| MTD | 0.990 | Health Care | 1.5bp |
| GEHC | 0.988 | Health Care | 30.5bp* |
| ARES | 0.985 | Financials | 17.1bp |
| PODD | 0.983 | Health Care | 12.2bp |
| FISV | 0.980 | Financials | 38.2bp* |
| TECH | 0.978 | Health Care | 28.2bp* |
Avoids
| Symbol | Score | Sector | Cost |
|---|---|---|---|
| V | 0.003 | Financials | 5.5bp |
| LIN | 0.005 | Materials | 3.7bp |
| UNH | 0.007 | Health Care | 4.7bp |
| SBUX | 0.010 | Consumer Discretionary | 19.2bp |
| BRK-B | 0.013 | Financials | 3.9bp |
| CVS | 0.015 | Health Care | 19.1bp |
| JNJ | 0.018 | Health Care | 7.6bp |
| ORLY | 0.020 | Consumer Discretionary | 22.2bp |
| KO | 0.022 | Consumer Staples | 23.8bp |
| ABBV | 0.025 | Health Care | 7.7bp |
60D book — next quarter
paper mode — PROVISIONAL · as of 2026-07-02
CAGR
+26.4%
Sharpe
1.42
Max drawdown
-2.3%
Rebalances
14
Buys
| Symbol | Score | Sector | Cost |
|---|---|---|---|
| TECH | 1.000 | Health Care | 28.2bp* |
| MRNA | 0.998 | Health Care | 25.1bp* |
| CHTR | 0.995 | Communication Services | 14.6bp |
| ARES | 0.993 | Financials | 17.1bp |
| NRG | 0.990 | Utilities | 14.6bp |
| GNRC | 0.988 | Industrials | 7.9bp |
| XYZ | 0.985 | Financials | 25.4bp* |
| NCLH | 0.983 | Consumer Discretionary | 101.1bp* |
| EL | 0.980 | Consumer Staples | 23.9bp |
| DLTR | 0.978 | Consumer Staples | 16.1bp |
Avoids
| Symbol | Score | Sector | Cost |
|---|---|---|---|
| LIN | 0.003 | Materials | 3.7bp |
| BRK-B | 0.005 | Financials | 3.9bp |
| EA | 0.007 | Communication Services | 9.7bp |
| PFE | 0.010 | Health Care | 82.2bp* |
| JNJ | 0.013 | Health Care | 7.6bp |
| ORLY | 0.015 | Consumer Discretionary | 22.2bp |
| V | 0.018 | Financials | 5.5bp |
| HLT | 0.020 | Consumer Discretionary | 5.9bp |
| AAPL | 0.022 | Information Technology | 6.5bp |
| WM | 0.025 | Industrials | 8.7bp |