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US Leaders (FVC quality)

Real, live since Aug 2019
Today+0.7%
Since launch+333.4%
CAGR (real track)+22.7%
Sharpe (real track)1.11
maxDD (real track)-28.5%
edge vs S&P 500 (real track)+6.4%
CAGR (track reconstructed, from 2014)+16.7%
Sharpe (reconstructed)0.89
maxDD (reconstructed)-31.7%
vol (reconstructed)19.4%
edge vs S&P 500 (reconstructed)+3.2%
avg correlation (reconstructed)0.29
Real track + AI model vs S&P 500
By calendar year vs S&P 500
YearStratS&P 500Δ
2026+2.2%+12.6%-10.4%
2025+29.6%+16.4%+13.2%
2024+37.6%+23.5%+14.1%
2023+58.3%+24.2%+34.1%
2022-17.1%-19.7%+2.6%
2021+30.6%+27.4%+3.2%
2020+14.2%+16.2%-2.0%
2019+9.9%+10.4%-0.5%

How it works

S&P 500 non-financials, point-in-time. Take the largest by market cap, keep those with strong fundamental value-creation (FVC) and best-in-4-years EBITDA, rank by FVC and hold the top 15 equal-weight, rebalanced monthly. Total return.

Full strategy description →

Performance vs index

PeriodStrategyS&P 500vs index
Day+0.7%+0.2%+0.6%
Week+2.6%-0.1%+2.7%
Month-1.9%-0.3%-1.6%
YTD+3.0%+13.6%-10.6%

Track before 15 Jun 2026 comes from the earlier book run since Aug 2019; from that date the portfolio below is what the model holds.

Portfolio (23 Oct 2026)

HoldingWeightDayscore
MU
value-creation/FVC +109%; EV/EBITDA 8.6x; best-in-4yr EBITDA.
6.7%+4.7%109%
DELL
value-creation/FVC +83%; EV/EBITDA 15.4x; best-in-4yr EBITDA.
6.7%-1.6%83%
CVX
value-creation/FVC +77%; EV/EBITDA 11.8x; best-in-4yr EBITDA.
6.7%+1.3%77%
INTC
value-creation/FVC +76%; EV/EBITDA 33.5x; best-in-4yr EBITDA.
6.7%-0.1%76%
COP
value-creation/FVC +68%; EV/EBITDA 7.9x; best-in-4yr EBITDA.
6.7%+1.5%68%
ORCL
value-creation/FVC +46%; EV/EBITDA 14.3x; best-in-4yr EBITDA.
6.7%+0.5%46%
NVDA
value-creation/FVC +41%; EV/EBITDA 26.0x; best-in-4yr EBITDA.
6.7%-0.6%41%
AVGO
value-creation/FVC +41%; EV/EBITDA 35.5x; best-in-4yr EBITDA.
6.7%+1.2%41%
LRCX
value-creation/FVC +32%; EV/EBITDA 29.8x; best-in-4yr EBITDA.
6.7%+5.6%32%
TXN
value-creation/FVC +32%; EV/EBITDA 24.4x; best-in-4yr EBITDA.
6.7%-1.1%32%
LLY
value-creation/FVC +30%; EV/EBITDA 30.4x; best-in-4yr EBITDA.
6.7%+0.4%30%
ADI
value-creation/FVC +28%; EV/EBITDA 29.6x; best-in-4yr EBITDA.
6.7%-0.5%28%
NFLX
value-creation/FVC +27%; EV/EBITDA 18.3x; best-in-4yr EBITDA.
6.7%-1.2%27%
AMZN
value-creation/FVC +23%; EV/EBITDA 15.6x; best-in-4yr EBITDA.
6.7%-0.2%23%
GOOG
value-creation/FVC +21%; EV/EBITDA 22.5x; best-in-4yr EBITDA.
6.7%+1.1%21%

Signal feed / trades

RebalanceSignalHoldingPrice (USD)WeightResult
23 Oct 2026BuyLRCX
Lam Research
value-creation/FVC +32%; EV/EBITDA 29.8x; best-in-4yr EBITDA.
230.106.7%—
SellCSCO
Cisco
dropped out of the top ranking (entry score was 20%)
106.50—-3.4%
22 Oct 2026BuyNFLX
Netflix
value-creation/FVC +27%; EV/EBITDA 17.8x; best-in-4yr EBITDA.
67.056.7%—
SellRTX
RTX Corp
dropped out of the top ranking (entry score was 20%)
194.71—+0.6%
13 Oct 2026BuyCOP
ConocoPhillips
value-creation/FVC +70%; EV/EBITDA 7.5x; best-in-4yr EBITDA.
140.906.7%—
SellTMUS
T-Mobile US, Inc.
dropped out of the top ranking (entry score was 69%)
153.73—-19.4%
17 Sep 2026BuyCVX
Chevron
value-creation/FVC +80%; EV/EBITDA 11.1x; best-in-4yr EBITDA.
211.356.7%—
BuyINTC
Intel
value-creation/FVC +64%; EV/EBITDA 39.0x; best-in-4yr EBITDA.
108.806.7%—
BuyLLY
ELI LILLY & Co
value-creation/FVC +31%; EV/EBITDA 26.6x; best-in-4yr EBITDA.
1 1526.7%—
BuyADI
Analog Devices
value-creation/FVC +27%; EV/EBITDA 27.9x; best-in-4yr EBITDA.
362.906.7%—
BuyTXN
Texas Instruments
value-creation/FVC +25%; EV/EBITDA 26.1x; best-in-4yr EBITDA.
258.146.7%—
BuyCSCO
Cisco
value-creation/FVC +20%; EV/EBITDA 25.7x; best-in-4yr EBITDA.
110.246.7%—
BuyRTX
RTX Corp
value-creation/FVC +20%; EV/EBITDA 21.0x; best-in-4yr EBITDA.
193.546.7%—
SellPEP
PepsiCo
dropped out of the top ranking (entry score was 51%)
133.66—-8.6%
SellDIS
Walt Disney Co
dropped out of the top ranking (entry score was 36%)
105.35—-2.3%
SellUNH
United Health
dropped out of the top ranking (entry score was 32%)
375.21—-9.1%
SellHD
Home Depot
dropped out of the top ranking (entry score was 21%)
302.51—-2.0%
SellV
Visa
dropped out of the top ranking (entry score was 17%)
369.93—+4.0%
11 Sep 2026BuyHD
Home Depot
value-creation/FVC +21%; EV/EBITDA 15.0x; best-in-4yr EBITDA.
308.747.7%—
BuyAMZN
Amazon
value-creation/FVC +14%; EV/EBITDA 33.0x; best-in-4yr EBITDA.
256.787.7%—
21 Aug 2026BuyDIS
Walt Disney Co
value-creation/FVC +36%; EV/EBITDA 10.7x; best-in-4yr EBITDA.
107.789.1%—
BuyGOOG
Alphabet
value-creation/FVC +17%; EV/EBITDA 25.4x; best-in-4yr EBITDA.
341.759.1%—
SellLLY
ELI LILLY & Co
dropped out of the top ranking (entry score was 38%)
1 255—+6.8%
SellADI
Analog Devices
dropped out of the top ranking (entry score was 22%)
374.14—-2.3%
SellAPH
Amphenol
dropped out of the top ranking (entry score was 15%)
78.62—-2.1%
SellMA
Mastercard Inc
dropped out of the top ranking (entry score was 14%)
580.63—+7.9%
5 Aug 2026BuyUNH
United Health
value-creation/FVC +31%; EV/EBITDA 28.0x; best-in-4yr EBITDA.
412.757.7%—
SellAMGN
Amgen
dropped out of the top ranking (entry score was 43%)
407.83—+11.4%
SellABBV
AbbVie Inc.
dropped out of the top ranking (entry score was 28%)
246.20—-3.9%
SellMETA
Meta Platforms, Inc.
dropped out of the top ranking (entry score was 24%)
588.77—-8.5%
31 Jul 2026BuyAPH
Amphenol
value-creation/FVC +32%; EV/EBITDA 26.0x; best-in-4yr EBITDA.
80.356.7%—
SellAMZN
Amazon
dropped out of the top ranking (entry score was 19%)
271.58—+17.0%
25 Jul 2026BuyAMZN
Amazon
value-creation/FVC +19%; EV/EBITDA 21.5x; best-in-4yr EBITDA.
232.116.7%—
SellAPH
Amphenol
dropped out of the top ranking (entry score was 33%)
76.33—-3.6%
21 Jul 2026BuyDELL
Dell Technologies Inc.
value-creation/FVC +82%; EV/EBITDA 14.4x; best-in-4yr EBITDA.
404.156.7%—
BuyTMUS
T-Mobile US, Inc.
value-creation/FVC +50%; EV/EBITDA 7.1x; best-in-4yr EBITDA.
190.776.7%—
BuyAMGN
Amgen
value-creation/FVC +45%; EV/EBITDA 9.5x; best-in-4yr EBITDA.
366.246.7%—
BuyLLY
ELI LILLY & Co
value-creation/FVC +37%; EV/EBITDA 32.0x; best-in-4yr EBITDA.
1 1756.7%—
BuyORCL
Oracle
value-creation/FVC +37%; EV/EBITDA 13.2x; best-in-4yr EBITDA.
127.056.7%—
BuyAVGO
Broadcom Inc.
value-creation/FVC +31%; EV/EBITDA 42.8x; best-in-4yr EBITDA.
386.506.7%—
BuyABBV
AbbVie Inc.
value-creation/FVC +28%; EV/EBITDA 28.2x; best-in-4yr EBITDA.
256.106.7%—
BuyV
Visa
value-creation/FVC +28%; EV/EBITDA 27.6x; best-in-4yr EBITDA.
355.826.7%—
BuyMA
Mastercard Inc
value-creation/FVC +25%; EV/EBITDA 32.1x; best-in-4yr EBITDA.
538.306.7%—
BuyADI
Analog Devices
value-creation/FVC +22%; EV/EBITDA 32.0x; best-in-4yr EBITDA.
382.816.7%—
BuyMETA
Meta Platforms, Inc.
value-creation/FVC +22%; EV/EBITDA 16.0x; best-in-4yr EBITDA.
643.816.7%—
SellMSFT
Microsoft
dropped out of the top ranking (entry score was 19%)
397.75—-0.5%
SellIBM
International Business Machine
dropped out of the top ranking (entry score was 16%)
210.50—-21.7%
SellAMZN
Amazon
dropped out of the top ranking (entry score was 15%)
247.55—+0.6%
26 Jun 2026BuyMU
Micron Technology
value-creation/FVC +44%; EV/EBITDA 38.9x; best-in-4yr EBITDA.
1 13214.3%—
15 Jun 2026
initial book
BuyAPH
Amphenol
value-creation/FVC +33%; EV/EBITDA 27.8x; best-in-4yr EBITDA.
79.1916.7%—
BuyPEP
PepsiCo
value-creation/FVC +29%; EV/EBITDA 15.3x; best-in-4yr EBITDA.
146.2516.7%—
BuyNVDA
NVIDIA
value-creation/FVC +26%; EV/EBITDA 37.9x; best-in-4yr EBITDA.
212.4516.7%—
BuyMSFT
Microsoft
value-creation/FVC +18%; EV/EBITDA 15.9x; best-in-4yr EBITDA.
399.7616.7%—
BuyIBM
International Business Machine
value-creation/FVC +16%; EV/EBITDA 19.2x; best-in-4yr EBITDA.
268.7116.7%—
BuyAMZN
Amazon
value-creation/FVC +15%; EV/EBITDA 16.8x; best-in-4yr EBITDA.
246.0216.7%—

Prices are the frozen close on the signal date — the price at which the live model portfolio starts (buy) or stops (sell) holding the position. Sell result is the price change from the position's own buy signal, dividends not included.