Smallcap Returns
About this portfolio
Description
Smallcap holds up to 12 small caps above $200M trading at $1 or more. Selection follows the model's conviction in each name.
Strategy
Equal capital goes into every recommendation. Recommendations are published a few hours before the open and placed as market orders, so buys and sells fill at the opening price. There is no maximum holding period: a position exits when the model no longer selects it or when the stop is hit. Every position carries a 25% stop-loss: if the price touches it during the day, the position is sold there, at 75% of its entry price. Reported returns are measured from those opening prices and include every stop-loss exit.
- Started with
- $100,000
- Jun 25, 2025
- Worth now
- $354,160
- Sep 25, 2026
Portfolio Value Over Time
- Max drawdown
- −6.77%
- From high
- −0.51%
- Under water
- 50 sessions
- Volatility
- 25.17%
- Sharpe
- 4.37
Return Distributions
How often each size of move has happened, measured between the closes of each session, week and month. Each bar is labelled with the middle of its range: the white bar holds moves nearest to flat, losses sit to its left and gains to its right.