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ZA FVC (quality)

Live paper-track since 6 Jul 2026
Today-0.8%
Backtest CAGR+7.1%
Sharpe0.40
maxDD-45.2%
vol25.9%
edge vs JSE All Share-3.8%
Backtest vs JSE All Share
By calendar year vs JSE
YearStratJSEΔ
2026*-0.2%-2.3%+2.1%
2025+18.7%+37.7%-19.1%
2024+12.5%+12.1%+0.4%
2023+4.5%+2.0%+2.5%
2022-17.6%+1.4%-19.0%
2021+46.8%+21.8%+25.0%
2020-9.5%+4.7%-14.2%
2019*-1.2%-0.2%-1.0%
* partial year
⚠ current-composition backtest (survivorship-biased): today's recommended book held back in time, monthly equal-weight rebalance; a live forward track runs since inception

Performance vs index

PeriodStrategyJSE All Sharevs index
Day-0.8%+2.3%-3.1%
Week-2.6%+3.7%-6.3%
Month-4.9%+7.9%-12.8%

Portfolio (7 Aug 2026)

#HoldingWeightDayscore
1OMU
modelled potential +61%; equal weight 16.7%.
16.7%-1.6%61%
2MTN
modelled potential +55%; equal weight 16.7%.
16.7%-0.8%55%
3VOD
modelled potential +23%; equal weight 16.7%.
16.7%-0.5%23%
4TKG
modelled potential +19%; equal weight 16.7%.
16.7%+0.8%19%
5DSY
modelled potential +15%; equal weight 16.7%.
16.7%-1.3%15%
6MTM
modelled potential +13%; equal weight 16.7%.
16.7%-1.0%13%

Signal feed / trades

RebalanceSignalHoldingPrice (ZAR)WeightResult
7 Aug 2026BuyVOD
Vodacom Group
modelled potential +23%; equal weight 16.7%.
15 76316.7%
BuyDSY
Discovery
modelled potential +15%; equal weight 16.7%.
26 40716.7%
BuyMTM
Momentum Group
modelled potential +13%; equal weight 16.7%.
4 19316.7%
SellRES
Resilient REIT
dropped out of the top ranking (entry score was 49%)
8 220-0.4%
SellPIK
Pick n Pay Stores
dropped out of the top ranking (entry score was 46%)
1 905-4.0%
SellNPN
Naspers
dropped out of the top ranking (entry score was 29%)
91 203+6.7%
29 Jul 2026BuyNPN
Naspers
modelled potential +29%; equal weight 16.7%.
85 50116.7%
BuyMTN
MTN Group
modelled potential +29%; equal weight 16.7%.
23 05416.7%
SellNPH
Northam Platinum
dropped out of the top ranking (entry score was 70%)
22 610-1.7%
SellVAL
Valterra Platinum
dropped out of the top ranking (entry score was 56%)
115 430+6.9%
17 Jul 2026BuyNPH
Northam Platinum
modelled potential +70%; equal weight 16.7%.
23 00016.7%
BuyVAL
Valterra Platinum
modelled potential +56%; equal weight 16.7%.
107 99316.7%
SellMTN
MTN Group
dropped out of the top ranking (entry score was 30%)
23 299+2.7%
SellNPN
Naspers
dropped out of the top ranking (entry score was 28%)
84 000-0.9%
12 Jul 2026BuyTKG
Telkom SA
modelled potential +72%; equal weight 16.7%.
5 80716.7%
BuyOMU
Old Mutual
modelled potential +61%; equal weight 16.7%.
1 32816.7%
BuyRES
Resilient REIT
modelled potential +49%; equal weight 16.7%.
8 25016.7%
BuyPIK
Pick n Pay Stores
modelled potential +43%; equal weight 16.7%.
1 98516.7%
BuyNPN
Naspers
modelled potential +28%; equal weight 16.7%.
84 75016.7%
SellVOD
Vodacom Group
dropped out of the top ranking (entry score was 35%)
15 532+1.6%
SellSHP
Shoprite Holdings
dropped out of the top ranking (entry score was 17%)
28 356-1.8%
SellCLS
Clicks Group
dropped out of the top ranking (entry score was 16%)
21 927-6.3%
SellBID
Bidvest Group
dropped out of the top ranking (entry score was 5%)
43 225-1.0%
SellWHL
Woolworths Holdings
dropped out of the top ranking (entry score was -6%)
4 929-3.2%
6 Jul 2026
initial book
BuyMTN
MTN Group
modelled potential +91%; equal weight 16.7%.
22 68516.7%
BuyVOD
Vodacom Group
modelled potential +35%; equal weight 16.7%.
15 28116.7%
BuySHP
Shoprite Holdings
modelled potential +17%; equal weight 16.7%.
28 88116.7%
BuyCLS
Clicks Group
modelled potential +16%; equal weight 16.7%.
23 41016.7%
BuyBID
Bidvest Group
modelled potential +5%; equal weight 16.7%.
43 66216.7%
BuyWHL
Woolworths Holdings
modelled potential -6%; equal weight 16.7%.
5 09216.7%

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