Design your own systematic strategy by choosing the fundamental factor, asset concentration level, and mathematical weight distribution method. The system calculates the weights and simulates the rule day by day over the whole history, from December 1998.
Momentum:%
Value:%
Quality:%
Growth:%
Total Return:
Recent days today's holdings
Walk-forward backtested rule, monthly rebalance
1 Day:-
1 Mo.:-
2 Days:-
3 Mo.:-
3 Days:-
6 Mo.:-
4 Days:-
YTD:-
5 Days:-
1 Year:-
Two different things, so they are in two columns, exactly as in Model Portfolios. The left one is the portfolio you have just configured, priced over the last few sessions with your own weights. The right one is that same rule run forward through history, scoring each date with only what was public that day and rebalancing monthly; its curve has one point per month, so it cannot give you a single day. Over one to five days a portfolio moves mostly on noise; the annualized figures are in the box beside this one.
Your portfolio's real risk:
Sharpe Ratio:-
Max Drawdown:-
Sortino Ratio:-
CAGR (Annual):-
Calmar Ratio:-
Volatility:-
Beta (vs equal-weight, monthly):-
Alpha (Jensen):-
Treynor Ratio:-
Monthly Win Rate:-
Historical Wealth Evolution
Cumulative total return of the portfolio you just built, dividends reinvested. The shaded band is the distance to the index.
Fall from previous peak
Year by year whole track record, does not follow the selector
This curve is measured on the chart’s points, one per rebalance; the Max Drawdown in the risk box uses daily closes and is therefore deeper — sometimes much deeper: a fall that recovers between two rebalances leaves no trace here. For the 20-stock multi-factor portfolio it is about −61% here against about −64% above (carteras.json, Sep 11, 2026).
How these figures are measured, exactly
The fall from peak compares each point of the curve with the previous high. Since a deeper low may have happened between two rebalances without showing here, this curve bottoms out higher than the Max Drawdown in the risk box, which is computed on daily closes. They are not the same figure, and the gap is not small.
Year by year is measured between December points, because there is no 31st close between rebalances. That is why the year in progress is not exactly the YTD in the box, which is counted from the first rebalance of the year, and why the first and last years carry an asterisk: they are parts of a year, not whole years.
Asset Breakdown & Calculated Weights
Ticker
Sector
Last Price
1 Day Ret.
1 Wk Ret.
1 Mo Ret.
3 Mo Ret.
Z-Score
Algorithm Weight
Press "Run Simulation" to see the composition.
Save what you design
The thing almost nobody catches in time: the big insider buys — executives and major shareholders putting in their own money — the same day they report them to the SEC, with the Form 4 linked. It takes three steps and none of them costs anything: create the account, confirm the email we send you, then switch the alert on in your profile (the icon at the top right). It starts off, it goes off again with the same click, and nothing else lands in your inbox. Along the way all three are saved: your simulator portfolios, your personal portfolio and your Academy progress, synced across devices.
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What this simulator does
You choose three things — the factor, how many companies and how the weight is split — and the engine builds that portfolio from the best scored of the 466 companies scored today, works out the weights and prices it with real closes, dividends reinvested, next to the engine's equal-weighted S&P 500 (every index member on each date, in equal parts). You pick from 5 factors and 10 ways to split the weight, and on top of that every weight can be moved by hand.
It is the same machinery behind the model portfolios, on the same point-in-time SEC fundamentals; the difference is that here you set the rules. What comes out is not a recommendation: it is what that rule would have done with the data available at each moment.
Data as of Sep 18, 2026.
S&P 500 market gravity
Size and weight follow market cap · navy: top 20 by score · outlined: bottom 10 · click a block to open its page
We save the portfolios you design, your own portfolio and your Academy progress, synced across devices.
Free, no card. Two automatic emails and no more: the one that confirms your address and the welcome one when you confirm it. After that nothing reaches you unless you switch it on yourself. And the thing almost nobody catches in time: the big insider buys — executives and major shareholders putting in their own money, the same day they report them to the SEC. One click in your profile turns it on; one click turns it off.