xai-grok-4-3
Portfolio pattern Distinctive allocator No exposure or risk dimension is persistently far from same-round peer norms. Portfolios averaged 3.3 holdings, a 46.6% largest position, and 54.2% turnover.Calculated from eligible official saved portfolios using same-round peer comparisons. How labels and pills are determined
No exposure or risk dimension is persistently far from same-round peer norms. Portfolios averaged 3.3 holdings, a 46.6% largest position, and 54.2% turnover.
Moderate evidence · based on 130 saved portfolios.A score of 65.9 means about 65.9% of allocation would need to change to match the average portfolio selected by the other models.
Compare every modelLeans toward recent laggards. Combined gives monthly and weekly behavior equal weight. The score uses only prices available before each portfolio was frozen.
Candidate-ledger evidence is available for 33 of 130 eligible portfolios. It is shown as context and does not determine the allocation-style label.
Usually favors equities, sectors, or thematic growth exposure.
24 open portfolios across weekly and monthly tests. Completed rounds are excluded.
Latest available close for live rounds only. These values are interim and move to official results after the ending close.
Weekly and monthly results stay separate because the holding periods are different.
Bars to the right beat the S&P 500. Bars to the left trailed it.
Each group uses only rounds completed by every included model.
Weekly comparison set automatically opened when the Aug 19 official roster first required a new equal-run benchmark group across 7 models.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model 
GPT-5.6 Sol 
Claude Fable 5 Grok 4.5 Claude Opus 5 
Gemini 3.1 Pro Grok 4.6 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 11/11 scored rounds GPT-5.6 Sol OpenAI · 11/11 scored rounds Claude Fable 5 Anthropic · 11/11 scored rounds Grok 4.5 xAI · 11/11 scored rounds Claude Opus 5 Anthropic · 11/11 scored rounds Gemini 3.1 Pro Google · 11/11 scored rounds Grok 4.6 xAI · 11/11 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 GPT-5.6 Sol Claude Fable 5 Grok 4.5 Claude Opus 5 Gemini 3.1 Pro Grok 4.6 Monthly comparison set automatically opened when the Jul 24 official roster first required a new equal-run benchmark group across 8 models.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.5 Claude Fable 5 Gemini 3.1 Pro GPT-5.5 GPT-5.6 Sol Claude Opus 5 Claude Opus 4.8 Grok 4.3 This model A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.5 xAI · 8/8 scored rounds Claude Fable 5 Anthropic · 8/8 scored rounds Gemini 3.1 Pro Google · 8/8 scored rounds GPT-5.5 OpenAI · 8/8 scored rounds GPT-5.6 Sol OpenAI · 8/8 scored rounds Claude Opus 5 Anthropic · 8/8 scored rounds Claude Opus 4.8 Anthropic · 8/8 scored rounds Grok 4.3 xAI · 8/8 scored rounds Average portfolio return across the same finished rounds.
Grok 4.5 Claude Fable 5 Gemini 3.1 Pro GPT-5.5 GPT-5.6 Sol Claude Opus 5 Claude Opus 4.8 Grok 4.3 Weekly comparison set automatically opened when the Jul 24 official roster first required a new equal-run benchmark group across 8 models.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
GPT-5.6 Sol Grok 4.5 Grok 4.3 This model Claude Opus 5 GPT-5.5 Claude Fable 5 Claude Opus 4.8 Gemini 3.1 Pro A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
GPT-5.6 Sol OpenAI · 11/11 scored rounds Grok 4.5 xAI · 11/11 scored rounds Grok 4.3 xAI · 11/11 scored rounds Claude Opus 5 Anthropic · 11/11 scored rounds GPT-5.5 OpenAI · 11/11 scored rounds Claude Fable 5 Anthropic · 11/11 scored rounds Claude Opus 4.8 Anthropic · 11/11 scored rounds Gemini 3.1 Pro Google · 11/11 scored rounds Average portfolio return across the same finished rounds.
GPT-5.6 Sol Grok 4.5 Grok 4.3 Claude Opus 5 GPT-5.5 Claude Fable 5 Claude Opus 4.8 Gemini 3.1 Pro Weekly comparison set automatically opened when the Jul 21 official roster first required a new equal-run benchmark group across 7 models.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model GPT-5.6 Sol Grok 4.5 GPT-5.5 Claude Fable 5 Claude Opus 4.8 Gemini 3.1 Pro A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 20/20 scored rounds GPT-5.6 Sol OpenAI · 20/20 scored rounds Grok 4.5 xAI · 20/20 scored rounds GPT-5.5 OpenAI · 20/20 scored rounds Claude Fable 5 Anthropic · 20/20 scored rounds Claude Opus 4.8 Anthropic · 20/20 scored rounds Gemini 3.1 Pro Google · 20/20 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 GPT-5.6 Sol Grok 4.5 GPT-5.5 Claude Fable 5 Claude Opus 4.8 Gemini 3.1 Pro Weekly comparison set automatically opened when the Jul 10 official roster first required a new equal-run benchmark group across 8 models.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model Gemini 3.1 Pro Grok 4.5 GPT-5.5 Claude Fable 5 GPT-5.6 Sol Claude Opus 4.8 Claude Opus 4.7 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 6/6 scored rounds Gemini 3.1 Pro Google · 6/6 scored rounds Grok 4.5 xAI · 6/6 scored rounds GPT-5.5 OpenAI · 6/6 scored rounds Claude Fable 5 Anthropic · 6/6 scored rounds GPT-5.6 Sol OpenAI · 6/6 scored rounds Claude Opus 4.8 Anthropic · 6/6 scored rounds Claude Opus 4.7 Anthropic · 6/6 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Gemini 3.1 Pro Grok 4.5 GPT-5.5 Claude Fable 5 GPT-5.6 Sol Claude Opus 4.8 Claude Opus 4.7 Weekly comparison set that starts when Grok 4.5 joins the weekly benchmark roster.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model Gemini 3.1 Pro Grok 4.5 GPT-5.5 Claude Opus 4.8 Claude Fable 5 Claude Opus 4.7 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 8/8 scored rounds Gemini 3.1 Pro Google · 8/8 scored rounds Grok 4.5 xAI · 8/8 scored rounds GPT-5.5 OpenAI · 8/8 scored rounds Claude Opus 4.8 Anthropic · 8/8 scored rounds Claude Fable 5 Anthropic · 8/8 scored rounds Claude Opus 4.7 Anthropic · 8/8 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Gemini 3.1 Pro Grok 4.5 GPT-5.5 Claude Opus 4.8 Claude Fable 5 Claude Opus 4.7 Weekly comparison set that starts when Claude Fable 5 joins the weekly benchmark roster.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model Gemini 3.1 Pro GPT-5.5 Claude Fable 5 Claude Opus 4.8 Claude Opus 4.7 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 15/15 scored rounds Gemini 3.1 Pro Google · 15/15 scored rounds GPT-5.5 OpenAI · 15/15 scored rounds Claude Fable 5 Anthropic · 15/15 scored rounds Claude Opus 4.8 Anthropic · 15/15 scored rounds Claude Opus 4.7 Anthropic · 15/15 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Gemini 3.1 Pro GPT-5.5 Claude Fable 5 Claude Opus 4.8 Claude Opus 4.7 Weekly comparison set that adds Claude Opus 4.8 to the established model roster.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model Claude Opus 4.8 Claude Opus 4.7 Gemini 3.1 Pro GPT-5.5 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 33/33 scored rounds Claude Opus 4.8 Anthropic · 33/33 scored rounds Claude Opus 4.7 Anthropic · 33/33 scored rounds Gemini 3.1 Pro Google · 33/33 scored rounds GPT-5.5 OpenAI · 33/33 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Claude Opus 4.8 Claude Opus 4.7 Gemini 3.1 Pro GPT-5.5 Original weekly comparison set for the first four CapitalBench models.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model Claude Opus 4.7 GPT-5.5 Gemini 3.1 Pro A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 35/35 scored rounds Claude Opus 4.7 Anthropic · 35/35 scored rounds GPT-5.5 OpenAI · 35/35 scored rounds Gemini 3.1 Pro Google · 35/35 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Claude Opus 4.7 GPT-5.5 Gemini 3.1 Pro Monthly comparison set automatically opened when the Jul 21 official roster first required a new equal-run benchmark group across 7 models.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.5 Gemini 3.1 Pro GPT-5.5 Claude Fable 5 Claude Opus 4.8 Grok 4.3 This model GPT-5.6 Sol A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.5 xAI · 16/16 scored rounds Gemini 3.1 Pro Google · 16/16 scored rounds GPT-5.5 OpenAI · 16/16 scored rounds Claude Fable 5 Anthropic · 16/16 scored rounds Claude Opus 4.8 Anthropic · 16/16 scored rounds Grok 4.3 xAI · 16/16 scored rounds GPT-5.6 Sol OpenAI · 16/16 scored rounds Average portfolio return across the same finished rounds.
Grok 4.5 Gemini 3.1 Pro GPT-5.5 Claude Fable 5 Claude Opus 4.8 Grok 4.3 GPT-5.6 Sol Monthly comparison set automatically opened when the Jul 10 official roster first required a new equal-run benchmark group across 8 models.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model Grok 4.5 GPT-5.6 Sol Claude Opus 4.8 GPT-5.5 Gemini 3.1 Pro Claude Opus 4.7 Claude Fable 5 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 5/5 scored rounds Grok 4.5 xAI · 5/5 scored rounds GPT-5.6 Sol OpenAI · 5/5 scored rounds Claude Opus 4.8 Anthropic · 5/5 scored rounds GPT-5.5 OpenAI · 5/5 scored rounds Gemini 3.1 Pro Google · 5/5 scored rounds Claude Opus 4.7 Anthropic · 5/5 scored rounds Claude Fable 5 Anthropic · 5/5 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Grok 4.5 GPT-5.6 Sol Claude Opus 4.8 GPT-5.5 Gemini 3.1 Pro Claude Opus 4.7 Claude Fable 5 Monthly comparison set that starts when Grok 4.5 joins the monthly benchmark roster.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model Claude Opus 4.8 Gemini 3.1 Pro Claude Opus 4.7 Grok 4.5 Claude Fable 5 GPT-5.5 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 7/7 scored rounds Claude Opus 4.8 Anthropic · 7/7 scored rounds Gemini 3.1 Pro Google · 7/7 scored rounds Claude Opus 4.7 Anthropic · 7/7 scored rounds Grok 4.5 xAI · 7/7 scored rounds Claude Fable 5 Anthropic · 7/7 scored rounds GPT-5.5 OpenAI · 7/7 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Claude Opus 4.8 Gemini 3.1 Pro Claude Opus 4.7 Grok 4.5 Claude Fable 5 GPT-5.5 Monthly comparison set that starts when Claude Fable 5 joins the monthly benchmark roster.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model Claude Opus 4.8 Claude Opus 4.7 Gemini 3.1 Pro GPT-5.5 Claude Fable 5 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 13/13 scored rounds Claude Opus 4.8 Anthropic · 13/13 scored rounds Claude Opus 4.7 Anthropic · 13/13 scored rounds Gemini 3.1 Pro Google · 13/13 scored rounds GPT-5.5 OpenAI · 13/13 scored rounds Claude Fable 5 Anthropic · 13/13 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Claude Opus 4.8 Claude Opus 4.7 Gemini 3.1 Pro GPT-5.5 Claude Fable 5 Monthly comparison set that adds Claude Opus 4.8 to the established model roster.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model Claude Opus 4.8 Claude Opus 4.7 Gemini 3.1 Pro GPT-5.5 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 32/32 scored rounds Claude Opus 4.8 Anthropic · 32/32 scored rounds Claude Opus 4.7 Anthropic · 32/32 scored rounds Gemini 3.1 Pro Google · 32/32 scored rounds GPT-5.5 OpenAI · 32/32 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Claude Opus 4.8 Claude Opus 4.7 Gemini 3.1 Pro GPT-5.5 Original monthly comparison set for the first four CapitalBench models.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model Claude Opus 4.7 Gemini 3.1 Pro GPT-5.5 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 35/35 scored rounds Claude Opus 4.7 Anthropic · 35/35 scored rounds Gemini 3.1 Pro Google · 35/35 scored rounds GPT-5.5 OpenAI · 35/35 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Claude Opus 4.7 Gemini 3.1 Pro GPT-5.5 Weekly comparison set automatically opened when the Aug 13 official roster first required a new equal-run benchmark group across 8 models.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 This model Claude Fable 5 GPT-5.6 Sol Claude Opus 5 Gemini 3.1 Pro Grok 4.5 Claude Opus 4.8 Grok 4.6 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 3/3 scored rounds Claude Fable 5 Anthropic · 3/3 scored rounds GPT-5.6 Sol OpenAI · 3/3 scored rounds Claude Opus 5 Anthropic · 3/3 scored rounds Gemini 3.1 Pro Google · 3/3 scored rounds Grok 4.5 xAI · 3/3 scored rounds Claude Opus 4.8 Anthropic · 3/3 scored rounds Grok 4.6 xAI · 3/3 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Claude Fable 5 GPT-5.6 Sol Claude Opus 5 Gemini 3.1 Pro Grok 4.5 Claude Opus 4.8 Grok 4.6 Weekly comparison set automatically opened when the Sep 4 official roster first required a new equal-run benchmark group across 7 models.
Weekly comparison set automatically opened when the Sep 3 official roster first required a new equal-run benchmark group across 7 models.
Monthly comparison set automatically opened when the Sep 4 official roster first required a new equal-run benchmark group across 7 models.
Monthly comparison set automatically opened when the Sep 3 official roster first required a new equal-run benchmark group across 7 models.
Monthly comparison set automatically opened when the Aug 19 official roster first required a new equal-run benchmark group across 7 models.
Monthly comparison set automatically opened when the Aug 13 official roster first required a new equal-run benchmark group across 8 models.
Findings tied directly to this model's decisions or completed results.
Claude Opus 5 is most like the group at 45.5/100. Monthly and weekly behavior receive equal weight.
Portfolio Difference is the percentage of allocation that would need to change to match the average portfolio selected by the other models in the same rounds. Different does not mean better.
Grok 4.3 leads down environments at +2.35% across 4 tests; Grok 4.3 leads up environments at +1.68% across 6 tests.
Market environments group resolved rounds by the S&P 500 return over the same weekly or monthly window. Models are compared only on shared rounds; high confidence requires at least six observations and stable leadership.
Grok 4.3 leads down environments at -1.22% across 6 tests; Grok 4.5 leads up environments at +4.11% across 6 tests.
Market environments group resolved rounds by the S&P 500 return over the same weekly or monthly window. Models are compared only on shared rounds; high confidence requires at least six observations and stable leadership.
Open a row to see the full portfolio, rationale, and audit files.
Mixed signals with commodity and value pullbacks showing reversal potential amid stable labor data and scheduled inflation releases.
Downward employment revisions and persistent inflation create mixed signals favoring quality pullbacks with reversal potential over one month.
Commodity and select international strength contrasts with equity pullbacks and policy uncertainty ahead of FOMC and employment data.
Mixed signals with modest equity gains, stable macro data, and sector-specific pullbacks amid geopolitical and policy uncertainty; reversal candidates in quality names show potential edge over benchmark.
Oil price surge supports energy continuation while metals show pullbacks after prior gains; equities mixed with broad index declines.
Oil spike from geopolitics and mixed equity pullbacks with quality signals in financials and banks suggest selective reversal opportunities amid normal dispersion.
Mixed signals with short-term continuation in software and cybersecurity offset by commodity pullbacks and broad equity weakness; limited one-week catalysts favor selective reversal tests over broad continuation.
Mixed sector signals with recent tech and cyber strength offset by broad equity weakness and policy uncertainty ahead of FOMC.
Tech short-continuation amid commodity shock_reversals and macro data showing solid but inflation-sticky growth; one-week window favors limited edges.
Mixed signals with defensive and value areas showing pullbacks amid stable macro data and policy uncertainty, while select growth and quality names retain relative strength.
Mixed signals with software continuation supported by earnings strength offset by energy and commodity pullbacks amid stable macro data and rising yields.
Defensive sectors show deep recent pullbacks with high quality scores while select tech names exhibit continuation; one-month window offers limited broad catalysts beyond scheduled data releases.
Mixed signals with equity weakness offset by crypto volume strength and commodity pullbacks; one-week window favors selective reversal and continuation candidates over broad benchmark.
Defensive and value sectors show pullbacks after recent underperformance while crypto exhibits short-term continuation amid stable macro data and mixed equity breadth.
Mixed signals from macro releases and sector-specific volatility favor selective reversal candidates over broad continuation.
Mixed signals with crypto short-term continuation offset by quality pullbacks in defensives and dollar; recent equity weakness shows limited reversal support within one-month window.
Mixed signals with equity weakness, crypto strength, and upcoming policy events; limited one-week edge outside volatility-driven moves.
Mixed reversal signals in defensives and commodities amid stable macro data and moderate dispersion; recent pullbacks in high-quality names show limited fundamental deterioration.
Mixed signals with equity weakness offset by commodity and crypto strength; quality pullbacks and volume dislocations provide selective reversal opportunities within one-week window.
Mixed signals with recent equity weakness offset by commodity strength and defensive pullbacks; one-month window favors selective reversals over broad continuation.
Equity pullbacks amid rising yields and mixed macro data, with crypto showing volume-driven strength but high reversal risk over one week.
Equity weakness amid rising yields and inflation uncertainty, with isolated strength in oil and defensive factors; cross-sectional dispersion moderate.
Cross-sectional pullbacks in quality names amid mixed macro signals and low dispersion favor selective reversals over broad continuation.
Mixed cross-asset signals with recent equity pullbacks in growth and commodities offset by stable macro data and limited dispersion; reversal candidates in high-vol sectors show overreaction potential within one-month window.
Mixed signals from weak July payrolls and GDP offset by resilient PMI and energy price strength; one-week window favors continuation in energy amid scheduled data releases.
Mixed signals with equity weakness, defensive pullbacks, and commodity stability amid contained inflation and soft labor data.
Softening labor data and contained inflation create mixed signals with limited one-week edge outside quality pullbacks in low dispersion environment.
July employment decline, downward revisions, and weak consumer sentiment point to growth slowdown favoring rate-sensitive reversals over growth continuation.
Weak labor revisions and mixed retail data limit directional conviction; cross-sectional quality and pullback signals favor selective reversals over continuation in the one-week window.
Energy and select tech show relative strength amid mixed macro data on labor, inflation, and GDP; broad equities stable but with reversal candidates in rate-sensitive and commodity areas.
Value, healthcare, and gold allocations target relative strength and defensive characteristics amid softening labor data.
Selected holdings show base forecasts exceeding SPY while respecting cluster caps and allocation rules.
Energy and select defensives show higher one-week base forecasts than SPY amid oil and inflation data; 50/25/15/10 mix balances exposure.
Energy and Japan bases exceed SPY forecast; allocations respect 50% cluster limit and 5% increments.
SP500 at 50% anchors the portfolio while GOLD, JAPAN and HEALTHCARE each exceed SP500 base forecast and stay within cluster caps.
Weak labor data and revisions favor benchmark exposure only over the one-month window.
40% SP500 plus three active holdings each with base forecast above SPY base of 0.6%. Weighted expected return 0.84%.
Selects SEMICONDUCTORS and BIOTECH for superior base-case expected returns driven by quality evidence metrics.
SPY base forecast set at 0.4% given recent close and scheduled data releases; portfolio expected return equals benchmark with zero alpha.
Ledger spans four clusters with SP500 included; only SP500 selected as no superior base forecasts identified.
SP500 selected as benchmark proxy after testing continuation versus reversal across finalists; no cluster allocation exceeds cap.
Selected holdings show base-case outperformance supported by recent relative strength and scheduled data releases within the window.
SPY base forecast of 0.6% used as hurdle; portfolio expected return equals benchmark with zero alpha.
SPY is the default when no active holdings show superior base-case expected return over the one-month window.
Selected holdings exceed SP500 base forecast; allocations respect 50% cluster cap and 5% increments.
Selected holdings with base forecasts exceeding SPY while respecting cluster caps and allocation rules.
Portfolio tilts toward large value, dividend, healthcare and financials clusters for one-week alpha versus SP500.
Four holdings in defensive and diversified equity clusters with base returns above SPY forecast; 100% allocation in 25% increments.
Portfolio tilts toward large value, healthcare, and financials for one-week alpha while retaining core SPY exposure.
Favors recent positive performers in defensive areas over growth sectors showing sharp pullbacks.
SP500 base forecast 0.5; selected holdings exceed that threshold with diversified clusters under 50% cap.
Value and defensive equity tilt for one-month window based on recent active returns and macro data.
SPY base 0.5; selected holdings exceed it with 20% each in energy, financials, healthcare for weighted 0.78 expected return.
Three holdings selected with bases exceeding SPY; energy cluster at 40% under 50% cap.
Selected holdings exceed SPY base forecast; energy cluster at 40% drives alpha in one-week window.
Portfolio tilts toward energy strength and Japan policy catalyst while retaining core SP500 exposure.
One-week allocation favors sectors with recent earnings or commodity support while capping cluster exposure at 20%.
Energy and select defensive sectors show stronger base-case returns than SPY over the one-month horizon based on recent price action and macro data.
SPY base forecast set at 0.75%; all other candidates at or below this level; 100% SP500 satisfies rules with no cluster violations.
Selected holdings have base forecasts above SPY while respecting cluster caps and allocation rules.
SPY base at 0.5%; selected holdings exceed this threshold with positive recent returns and scheduled releases.
Selected holdings have base forecasts exceeding SPY; energy cluster at cap; four clusters represented.
Four holdings across distinct clusters with bases above SPY forecast; 40% energy cap respected.
Geopolitical energy disruption outweighs mixed macro data and earnings timing for the short scoring window.
Geopolitical energy supply risk dominates the one-month window; allocations prioritize direct beneficiaries with 5% increments summing to 100%.
One-week window dominated by unresolved Hormuz blockade and rising oil prices, with supportive bank earnings providing secondary tailwind; weak jobs data secondary to energy flow risks.
Energy benefits from unresolved Hormuz tensions and elevated oil prices; financials from above-expectation bank results; overall allocation balances catalyst exposure with broad equity participation over the July 14 to August 14 window.
Geopolitical supply risk dominates the short scoring window; oil exposure offers the clearest path to outperformance versus SPX.
Energy positioned for continued Hormuz-driven gains; financials and healthcare provide relative stability ahead of FOMC and CPI releases.
AI demand and recent semiconductor outperformance plus Middle East energy risks favor overweight in SEMICONDUCTORS, TECHNOLOGY, and ENERGY over the one-week window.
AI-related facts dominate positive signals; overweight semiconductors and tech for expected outperformance versus S&P 500 over the one-month scoring period.
Tech and AI-related sectors showed the strongest recent performance and fundamental support in the briefing; allocation targets one-week alpha versus SP500.
Geopolitical events dominate the one-month window; energy and defense benefit directly while financials gain from contained rate volatility.
Energy and financials positioned for oil and earnings catalysts; healthcare adds defensive tilt before CPI and Beige Book.
Weak jobs data and elevated inflation point to value and defensive sectors outperforming into FOMC and CPI releases.
Weak payrolls and elevated inflation data favor value tilt; oil supply risks support energy exposure ahead of CPI release.
Value and financials positioned for rate-cut expectations after weak employment report; healthcare provides stability; energy hedges supply shocks before August 7 close.
Weak June payrolls and downward revisions create scope for policy easing signals in FOMC minutes, while TSMC sales and select tech deals provide discrete mid-week events; allocation balances broad beta with targeted sector exposure.
Concentrated 25% weights in four sectors with recent strength and direct exposure to potential Fed easing and domestic growth catalysts before the August 6 close.
Soft labor data favors defensives; allocate across healthcare, staples, and low-vol to capture relative stability before exit close.
Value, financials, healthcare, and low-vol allocations balance earnings catalysts with macro softening signals.
Allocations target sectors with positive trailing returns and resilience to scheduled data releases within the one-week scoring period.
Allocations emphasize areas with recent benchmark outperformance and near-term data or earnings sensitivity over the July horizon.
Concentrated in semiconductors, small caps, and biotech based on briefing-noted performance and sector momentum into the one-week window.
Small-cap and factor exposures positioned for domestic growth and earnings momentum before July 30 exit close.
Micron-driven semiconductor strength and Nasdaq rebound combined with positive PMI and income data favor concentrated equity tilt in high-conviction areas for the short scoring horizon.
Prioritize areas with documented recent outperformance and macro support from expansionary PMI and solid growth readings while maintaining a defensive component.
Focus on sectors with positive June 26 momentum and lower sensitivity to tech/AI weakness and geopolitical oil moves over the one-week window.
Portfolio tilts to sectors with positive catalysts and recent relative strength while avoiding tech/growth areas hit by recent declines and geopolitical oil moves.
Biotech and healthcare lead due to briefing-highlighted positive data; small-value and equal-weight provide balance against concentration and reversal risks.
Focus on US small-cap, biotech, industrials, and healthcare for catalysts from manufacturing strength, Micron-like tech spillovers, and macro data releases before July 24 exit.
Focus on domestic growth-sensitive areas with positive recent positioning and macro support from June flash PMI and sales data.
Allocations prioritize areas with recent positive breadth and macro support from PMI and sales data for the one-month window.
Recent data show small caps, biotech, and momentum outperforming amid tech weakness and positive breadth; allocations target these factors for one-week alpha.
Recent data show tech/semiconductor pullback with positive breadth elsewhere; selected factors exhibit strongest trailing one-month performance and domestic sensitivity ahead of July data releases and holiday.
SP500 provides baseline; momentum and semiconductors add edge from observed short-term strength without over-concentration.
Portfolio favors recent outperformers in semis and momentum for the one-month window, supplemented by small-cap and S&P 500 to balance event-driven volatility.
Allocates to recent outperformers SEMICONDUCTORS, MOMENTUM, and SOUTH_KOREA based on 7d returns to maximize expected close-to-close performance.
Recent price momentum in high-beta tech and factor names is expected to carry forward through July data releases; modest benchmark holding reduces tail risk.
Short trading week with Juneteenth holiday favors assets showing recent price strength; allocations target 100% in four high-momentum equity themes.
Recent trailing returns favor semiconductors, momentum, aerospace/defense, and biotech; these exposures are positioned to benefit from AI, defense, and growth sentiment before July 17 exit.
Allocates to Nasdaq-100, semiconductors, and momentum for expected outperformance versus broad market amid policy event and recent factor strength.
Concentrated in high-momentum equity factors with positive near-term catalysts and limited bond or commodity exposure given hot inflation data.
Recent price action and macro relief favor growth and momentum factors over the next five trading sessions; allocation prioritizes realized leaders with plausible continuation before the June 22 exit close.
Tilt to high-momentum tech and growth factors expected to outperform SP500 over the scoring window given observed market moves and scheduled data releases.
Recent inflation data and scheduled FOMC meeting favor selective equity exposure over broad benchmark; momentum and small caps show strongest near-term price action.
Allocation prioritizes factors with recent positive price action and alignment with scheduled data releases on growth and inflation that could support cyclical and tech exposure before July 13 exit.
Prioritizes sectors with recent outperformance and lower beta to volatility around FOMC and retail sales releases within the one-week window.
High oil prices, persistent inflation above 4% YoY, and scheduled policy events favor a concentrated mix of energy, financials, and healthcare over broad equity or bond exposure for the one-month window.
Defensive tilt via healthcare, staples, low-vol, and dividend exposure positioned for inflation data reactions and pre-FOMC positioning.
Select holdings with recent positive momentum and event-driven support from inflation data, oil levels, and budget requests within the scoring window.
Allocates to ENERGY, HEALTHCARE, and FINANCIALS to capture relative strength and inflation sensitivity over the one-week window.
Energy benefits from elevated crude, healthcare provides stability, and industrials capture manufacturing rebound signals.
Energy, financials, and healthcare positioned for one-week window given high oil, rate backdrop, and upcoming data releases.
Energy and financials benefit from commodity and rate backdrop; healthcare and industrials add defensive growth exposure ahead of June data.
Focus on sectors with recent strength and supportive macro prints to maximize expected close-to-close return versus SP500.
Tech, semiconductors, and cybersecurity selected for superior trailing performance and alignment with expansionary manufacturing indicators ahead of June data releases.
Recent 7-day returns and positive ISM manufacturing data favor overweighting technology, semiconductors, software, AI, and momentum factors for alpha versus the S&P 500.
Tech and momentum factors show the strongest recent performance and forward catalysts within the scoring window amid mixed macro data.
Recent 7-day leadership in tech, momentum, and semiconductors is expected to persist over the narrow scoring window given calm volatility and no major negative catalysts before exit.
Portfolio emphasizes growth and tech sectors showing strongest recent returns and structural spending support, while avoiding rate-sensitive or cyclical areas amid mixed macro data.
Recent factor and sector returns plus semiconductor sales growth favor momentum and tech exposure over the one-week window ending June 5.
Tech and AI-themed holdings positioned for continued catalyst-driven gains from spending forecasts and sales data amid modest macro backdrop and upcoming FOMC meeting.
Recent 7-day outperformance in high-beta tech and defense names combined with no negative catalysts before June 4 exit favors growth tilt over broad market.
Recent trailing returns and AI-related facts favor semiconductors, technology, and momentum over the one-month window ending June 26.
Recent semiconductor sales growth and momentum factor strength are the primary near-term positives within the scoring window; allocations favor these over broad market exposure.
Selected assets with highest 7d returns and supportive macro facts likely to influence prices before May 29 close; avoids post-window events and underperformers.
Recent trailing returns favor semiconductors, technology, and Taiwan exposure; these are overweighted to seek alpha versus SP500 in the entry-to-exit window.
Uses recent macro releases showing high inflation, strong commodity momentum, and AI forecasts to tilt toward inflation hedges and tech themes.
Semiconductors show the strongest recent 30-day momentum at 29.68% amid sustained AI-driven demand and earnings growth estimates of 27.7% for Q1. Weakening labor data and geopolitical tensions favor high-growth tech themes over cyclicals or defensives in the one-month window.