Quality Compounder
Systematic Buffettology — ranks the scored universe by quality, valuation, and low risk, then optimizes weights with a long-term trend filter.
Diversification
60
Volatility Profile
7.0%
1.2936507936507935-year backtest
Horizon
3–5 years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 8/2/2026. This is not customer capital and not your brokerage account.
Account value
$1,004.00
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
+0.40%
Today's return
Since midnight UTC
0.00%
Tracking days
46
Total Return History
Cumulative return since activation — the same metric as the Total Return card above. A rising line means recovery over time; it does not mean today's return is positive.
Hover a date for cumulative and that day's return. For today's move, see Today's Return in the summary.
Historical Performance
Simulated. 1.3-year daily MA200 → SHY trend filter at stated weights; next-open fills; paper one-way costs (15 bps) on entries/exits (14 holdings, as of 2026-09-18). Not a live track record — paper and house-account blotters are the forward book.
Monte Carlo block-bootstrap P5 Sharpe is below 1.0 on 5-year daily returns — demo track record only; paper and live trading are not available.
Annualized Return
+12.3%
1.2936507936507935-year backtest
Volatility
7.0%
annualized
Net Sharpe
1.78
after paper fee + slippage
Max Drawdown
-4.7%
backtested
Sortino Ratio
2.73
return / downside vol
Gross Sharpe
1.87
before paper fee + slippage
VaR 95% (1-day)
-0.71%
historical, 5th-pctile day
CVaR 95% (1-day)
-0.95%
expected shortfall
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Weekly (Mondays)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
MA200 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Selects ~25 names by moat-weighted quality + valuation score. Aug 2026 dynamic-scoring harness: hist Sharpe 1.19, block P5 0.39 (MC fragile).
Bull Case
Quality bias with diversified optimizer weights on headline backtest.
Bear Case
Fails MC promotion gate on slug-specific walk-forward harness; quality factor can lag speculative rallies.
Behavior During Downturns
Trend filter steps out of broken names into SHY. Lower max risk score (55) excludes the most volatile candidates.
Holdings
Quality + valuation scored selection (~25 names) with max-Sharpe weights and MA250 filter. Current allocation: XOM 15%, DE 10.51%, AAPL 9.09%, BEN 8.27%, IWD 6.84% (+8 more), 24.76% SHY.