Long-term signal engine

Daily Dashboard

Pre-tax CAGR 30.43% vs QQQ +11.25%
After-tax CAGR 16.24% QQQ after-tax 16.74%
After-tax drawdown -25.28% QQQ -35.29%
Turnover 1.35x Conviction hold

Today's Suggested Stance

Strict buying, stricter selling.

Tax-aware

Conviction Hold

Buy only high-ranked names. Once owned, keep holding unless rank and trend damage become severe.

Entry rank 1-20 Severe review >150 Exit candidate >260

Recommendation Ladder

Current Model Picks

Data Pipeline

Offline
Connecting
Waiting for backend.
Research gate
Waiting for backend.
Operations gate
Waiting for backend.
Provider gate
Waiting for backend.
Automation
No schedule loaded.

Portfolio Health

Manual holdings, tax mode, concentration and signal overlap.

Ticker Recommendation Rank Trend Weight

Manual Holdings

Enter holdings to estimate concentration, tax risk, and strategy overlap.

Portfolio Diagnostics

Backtest Evidence

2010-2026

What Survived

  • Conviction hold beat QQQ pre-tax with lower turnover.
  • After-tax return nearly matched QQQ while reducing drawdown.
  • MACD entry filters did not improve the price-only model.
  • Quarterly throttling reduced responsiveness too much.

Known Risks

  • Wikipedia universe bootstrap is not a licensed point-in-time dataset.
  • Momentum can crash after panic-state rebounds.
  • Tax model is approximate and not personal tax advice.
  • Fundamental and valuation gates need production data coverage.

Model Rules

Roadmap Gates

Experiment 4 Point-in-time fundamentals, FCF, ROIC, gross margin stability.
Experiment 5 Valuation and earnings-revision overlay to avoid expensive momentum traps.
Product gate Account-aware recommendations: taxable, IRA, research-only.