xai-grok-4-5
Portfolio pattern Peer-balanced allocator No exposure or risk dimension is persistently far from same-round peer norms. Portfolios averaged 3.5 holdings, a 35.5% largest position, and 60.0% 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 3.5 holdings, a 35.5% largest position, and 60.0% turnover.
Moderate evidence · based on 107 saved portfolios.A score of 53.2 means about 53.2% 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 107 eligible portfolios. It is shown as context and does not determine the allocation-style label.
Usually favors equities, sectors, or thematic growth exposure.
7 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 Sep 28 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
GPT-6 Astra 
Claude Opus 5 5 Grok 4.6 Claude Fable 5.1 Grok 4.3 Grok 4.5 This model 
Gemini 3.1 Pro A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
GPT-6 Astra OpenAI · 6/6 scored rounds Claude Opus 5 5 Anthropic · 6/6 scored rounds Grok 4.6 xAI · 6/6 scored rounds Claude Fable 5.1 Anthropic · 6/6 scored rounds Grok 4.3 xAI · 6/6 scored rounds Grok 4.5 xAI · 6/6 scored rounds Gemini 3.1 Pro Google · 6/6 scored rounds Average portfolio return across the same finished rounds.
GPT-6 Astra Claude Opus 5 5 Grok 4.6 Claude Fable 5.1 Grok 4.3 Grok 4.5 Gemini 3.1 Pro Monthly comparison set automatically opened when the Sep 28 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 This model GPT-6 Astra Grok 4.6 Grok 4.3 Claude Fable 5.1 Claude Opus 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 4.5 xAI · 3/3 scored rounds GPT-6 Astra OpenAI · 3/3 scored rounds Grok 4.6 xAI · 3/3 scored rounds Grok 4.3 xAI · 3/3 scored rounds Claude Fable 5.1 Anthropic · 3/3 scored rounds Claude Opus 5 5 Anthropic · 3/3 scored rounds Gemini 3.1 Pro Google · 3/3 scored rounds Average portfolio return across the same finished rounds.
Grok 4.5 GPT-6 Astra Grok 4.6 Grok 4.3 Claude Fable 5.1 Claude Opus 5 5 Gemini 3.1 Pro Weekly comparison set automatically opened when the Sep 4 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 This model Grok 4.6 Gemini 3.1 Pro Claude Opus 5 Claude Fable 5.1 GPT-6 Astra Grok 4.3 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 Grok 4.6 xAI · 8/8 scored rounds Gemini 3.1 Pro Google · 8/8 scored rounds Claude Opus 5 Anthropic · 8/8 scored rounds Claude Fable 5.1 Anthropic · 8/8 scored rounds GPT-6 Astra OpenAI · 8/8 scored rounds Grok 4.3 xAI · 8/8 scored rounds Average portfolio return across the same finished rounds.
Grok 4.5 Grok 4.6 Gemini 3.1 Pro Claude Opus 5 Claude Fable 5.1 GPT-6 Astra Grok 4.3 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 Claude Fable 5 GPT-5.6 Sol Gemini 3.1 Pro Grok 4.5 This model Claude Opus 5 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 · 14/14 scored rounds Claude Fable 5 Anthropic · 14/14 scored rounds GPT-5.6 Sol OpenAI · 14/14 scored rounds Gemini 3.1 Pro Google · 14/14 scored rounds Grok 4.5 xAI · 14/14 scored rounds Claude Opus 5 Anthropic · 14/14 scored rounds Grok 4.6 xAI · 14/14 scored rounds Average portfolio return across the same finished rounds.
Grok 4.3 Claude Fable 5 GPT-5.6 Sol Gemini 3.1 Pro Grok 4.5 Claude Opus 5 Grok 4.6 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 This model Grok 4.3 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 GPT-5.6 Sol Grok 4.5 This model 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 Gemini 3.1 Pro Grok 4.5 This model 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 Gemini 3.1 Pro Grok 4.5 This model 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 Monthly comparison set automatically opened when the Sep 4 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
GPT-6 Astra Claude Opus 5 Grok 4.3 Claude Fable 5.1 Grok 4.6 Grok 4.5 This model Gemini 3.1 Pro A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
GPT-6 Astra OpenAI · 8/8 scored rounds Claude Opus 5 Anthropic · 8/8 scored rounds Grok 4.3 xAI · 8/8 scored rounds Claude Fable 5.1 Anthropic · 8/8 scored rounds Grok 4.6 xAI · 8/8 scored rounds Grok 4.5 xAI · 8/8 scored rounds Gemini 3.1 Pro Google · 8/8 scored rounds Average portfolio return across the same finished rounds.
GPT-6 Astra Claude Opus 5 Grok 4.3 Claude Fable 5.1 Grok 4.6 Grok 4.5 Gemini 3.1 Pro Monthly 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
Claude Fable 5 GPT-5.6 Sol Grok 4.3 Grok 4.6 Claude Opus 5 Grok 4.5 This model Gemini 3.1 Pro A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Claude Fable 5 Anthropic · 14/14 scored rounds GPT-5.6 Sol OpenAI · 14/14 scored rounds Grok 4.3 xAI · 14/14 scored rounds Grok 4.6 xAI · 14/14 scored rounds Claude Opus 5 Anthropic · 14/14 scored rounds Grok 4.5 xAI · 14/14 scored rounds Gemini 3.1 Pro Google · 14/14 scored rounds Average portfolio return across the same finished rounds.
Claude Fable 5 GPT-5.6 Sol Grok 4.3 Grok 4.6 Claude Opus 5 Grok 4.5 Gemini 3.1 Pro Monthly 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 4.6 Grok 4.5 This model Claude Opus 4.8 Grok 4.3 Gemini 3.1 Pro Claude Opus 5 Claude Fable 5 GPT-5.6 Sol A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.6 xAI · 3/3 scored rounds Grok 4.5 xAI · 3/3 scored rounds Claude Opus 4.8 Anthropic · 3/3 scored rounds Grok 4.3 xAI · 3/3 scored rounds Gemini 3.1 Pro Google · 3/3 scored rounds Claude Opus 5 Anthropic · 3/3 scored rounds Claude Fable 5 Anthropic · 3/3 scored rounds GPT-5.6 Sol OpenAI · 3/3 scored rounds Average portfolio return across the same finished rounds.
Grok 4.6 Grok 4.5 Claude Opus 4.8 Grok 4.3 Gemini 3.1 Pro Claude Opus 5 Claude Fable 5 GPT-5.6 Sol 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 This model Gemini 3.1 Pro GPT-5.5 Claude Fable 5 GPT-5.6 Sol Claude Opus 5 Grok 4.3 Claude Opus 4.8 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.5 xAI · 11/11 scored rounds Gemini 3.1 Pro Google · 11/11 scored rounds GPT-5.5 OpenAI · 11/11 scored rounds Claude Fable 5 Anthropic · 11/11 scored rounds GPT-5.6 Sol OpenAI · 11/11 scored rounds Claude Opus 5 Anthropic · 11/11 scored rounds Grok 4.3 xAI · 11/11 scored rounds Claude Opus 4.8 Anthropic · 11/11 scored rounds Average portfolio return across the same finished rounds.
Grok 4.5 Gemini 3.1 Pro GPT-5.5 Claude Fable 5 GPT-5.6 Sol Claude Opus 5 Grok 4.3 Claude Opus 4.8 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 This model Gemini 3.1 Pro GPT-5.5 Claude Fable 5 Grok 4.3 Claude Opus 4.8 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 · 19/19 scored rounds Gemini 3.1 Pro Google · 19/19 scored rounds GPT-5.5 OpenAI · 19/19 scored rounds Claude Fable 5 Anthropic · 19/19 scored rounds Grok 4.3 xAI · 19/19 scored rounds Claude Opus 4.8 Anthropic · 19/19 scored rounds GPT-5.6 Sol OpenAI · 19/19 scored rounds Average portfolio return across the same finished rounds.
Grok 4.5 Gemini 3.1 Pro GPT-5.5 Claude Fable 5 Grok 4.3 Claude Opus 4.8 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 Grok 4.5 This model 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 Claude Opus 4.8 Gemini 3.1 Pro Claude Opus 4.7 Grok 4.5 This model 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 Weekly comparison set automatically opened when the Oct 19 official roster first required a new equal-run benchmark group across 6 models.
A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
GPT-6 Astra Gemini 4 Argon Claude Opus 5 5 Claude Fable 5.1 Grok 4.5 This model Grok 4.6 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
GPT-6 Astra OpenAI · 2/2 scored rounds Gemini 4 Argon Google · 2/2 scored rounds Claude Opus 5 5 Anthropic · 2/2 scored rounds Claude Fable 5.1 Anthropic · 2/2 scored rounds Grok 4.5 xAI · 2/2 scored rounds Grok 4.6 xAI · 2/2 scored rounds Average portfolio return across the same finished rounds.
GPT-6 Astra Gemini 4 Argon Claude Opus 5 5 Claude Fable 5.1 Grok 4.5 Grok 4.6 Weekly comparison set automatically opened when the Sep 3 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 Gemini 3.1 Pro Grok 4.5 This model Grok 4.6 GPT-5.6 Sol Claude Opus 5 Claude Fable 5.1 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Grok 4.3 xAI · 1/1 scored round Gemini 3.1 Pro Google · 1/1 scored round Grok 4.5 xAI · 1/1 scored round Grok 4.6 xAI · 1/1 scored round GPT-5.6 Sol OpenAI · 1/1 scored round Claude Opus 5 Anthropic · 1/1 scored round Claude Fable 5.1 Anthropic · 1/1 scored round Average portfolio return across the same finished rounds.
Grok 4.3 Gemini 3.1 Pro Grok 4.5 Grok 4.6 GPT-5.6 Sol Claude Opus 5 Claude Fable 5.1 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 Claude Fable 5 GPT-5.6 Sol Claude Opus 5 Gemini 3.1 Pro Grok 4.5 This model 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 Monthly comparison set automatically opened when the Sep 3 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
Claude Fable 5.1 GPT-5.6 Sol Claude Opus 5 Grok 4.6 Grok 4.5 This model Gemini 3.1 Pro Grok 4.3 A score of 30 means the model earned 30% of the best possible return across these rounds. Calculation
Claude Fable 5.1 Anthropic · 1/1 scored round GPT-5.6 Sol OpenAI · 1/1 scored round Claude Opus 5 Anthropic · 1/1 scored round Grok 4.6 xAI · 1/1 scored round Grok 4.5 xAI · 1/1 scored round Gemini 3.1 Pro Google · 1/1 scored round Grok 4.3 xAI · 1/1 scored round Average portfolio return across the same finished rounds.
Claude Fable 5.1 GPT-5.6 Sol Claude Opus 5 Grok 4.6 Grok 4.5 Gemini 3.1 Pro Grok 4.3 Monthly comparison set automatically opened when the Oct 19 official roster first required a new equal-run benchmark group across 6 models.
Findings tied directly to this model's decisions or completed results.
Using the latest available interim close, Gemini 3.1 Pro in CB-2026-10-10-1M is ahead of the S&P 500 by +7.62 percentage points, while Grok 4.5 in CB-2026-10-27-1M is at -6.41 percentage points.
Live alpha is interim model return minus interim S&P 500 return. It is provisional until the round reaches its official score date.
Grok 4.5 leads down environments at +1.42% across 3 tests; Gemini 3.1 Pro leads up environments at +2.18% across 4 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.
The model averaged +1.42% across 3 shared-cohort rounds drawn from 26 resolved weekly down environments. The sample meets publication thresholds.
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.
Elevated cross-sectional dispersion with extreme EM shock in Brazil, mixed sector moves, pending FOMC outcome on entry day, and data releases inside the week favor selective reversal over pure continuation; SPY remains competitive amid policy uncertainty.
Elevated cross-sectional dispersion with mixed signals: quality tech/semiconductor pullbacks after strong priors, energy short-term strength, and several high-vol international/crypto/metal shocks amid sticky inflation data, pending FOMC outcome, and multiple macro releases inside the one-month window.
SPY soft with equal-weight outperformance and defensive/value leadership; hot CPI/PPI and upcoming FOMC/GDP create rate and growth uncertainty while oil strength and tech/semi pullbacks leave mixed continuation vs selective reversal setup over one week.
Sticky CPI/PPI and recent Fed hike support higher-for-longer rates while oil spikes and equal-weight outperformance signal rotation; mega-cap/tech and EM Asia semis show sharp pullbacks after strong priors amid elevated cross-sectional dispersion.
Recent tech/growth shock after hot CPI/PPI and higher rates; equal-weight outperforming cap-weight; defensive and oil strength; high-vol laggards may bounce but macro data risk remains inside the week.
Elevated CPI/PPI and recent Fed hike create rate pressure; tech/growth sold off hard while equal-weight and defensives held up; high cross-sectional dispersion and several quality pullbacks favor selective reversal over broad continuation into the one-month window with FOMC and CPI still ahead.
High cross-sectional dispersion with tech/semiconductor/Korea shock pullbacks against oil strength, elevated inflation prints, and upcoming CPI/PPI/bank earnings; mixed reversal vs continuation signals into a data-heavy week.
Elevated cross-asset dispersion with soft payrolls, sticky PCE/ISM prices, and hawkish Fed minutes favoring selective reversals in high-quality pullbacks over pure momentum; energy shock and holiday-delayed data add near-term uncertainty within the one-month window.
High cross-sectional dispersion with tech/Asia semiconductor-linked names in sharp pullback after strong prior active trends, while SPY near flat; upcoming CPI/PPI and elevated yields/Fed minutes support mixed reversal vs continuation risks over one week.
Elevated cross-asset dispersion with soft payrolls, sticky PCE/ISM prices, unanimous Fed hike to 3.75-4.00% and likely further tightening, rising Treasury yields, and mixed equity breadth; shock-laggards show deep active drawdowns while select growth/crypto momentum remains extreme, favoring selective reversal over pure continuation into the one-month window.
Elevated cross-sectional dispersion with sticky services/manufacturing expansion, soft payrolls, high survey prices, Fed hike to 3.75-4%, long yields >5%, and oil forecast lift; large-cap strength vs small-cap weakness and mixed international/rate moves favor selective reversal over pure momentum continuation into the one-week window.
Elevated inflation readings, Fed hike to 3.75-4%, long yields >5%, soft payrolls with revisions, and oil forecast hike create mixed one-month setup; large-cap strength vs small-cap/equal-weight lag and high cross-sectional dispersion favor selective quality pullbacks over pure continuation or extreme crypto.
Low cross-sectional dispersion with weak breadth, sticky inflation and soft payrolls after a 25bp hike, mixed manufacturing strength vs price pressures; tech/semi continuation coexists with precious-metal and select EM pullbacks that may reverse over one week.
Soft payrolls with downward revisions, sticky PCE inflation near 3.4%, Fed funds at 3.75-4.00% and long yields >5%, manufacturing still expanding but input prices elevated; recent breadth weak with growth/tech outperforming value/cyclicals and bonds under pressure, producing mixed continuation vs pullback signals over the one-month window.
Low cross-sectional dispersion and weak breadth after a mild SPY pullback; sticky inflation, recent Fed hike, and elevated long yields favor selective mean-reversion in oversold rate-sensitive and commodity names over broad continuation into the data-heavy week.
Sticky PCE inflation near 3.4%, recent 25bp hike to 3.75-4.00%, and elevated Treasury yields (10y 5.29%) coincide with broad equity softness, low positive-asset share, and RSP underperformance versus SPY; quality value pullbacks and selective shock losers offer mixed reversal versus continuation edges over one month.
Narrow leadership with SPY up while equal-weight and small/mid caps lagged; elevated yields after recent hike and dense data calendar (jobs, GDP, ISM) favor selective mean-reversion in high-quality pullbacks over pure momentum continuation in a one-week window.
Post-hike rates elevated with sticky CPI/PPI; mega-cap/tech leadership and weak breadth (RSP lagging SPY); mixed growth signals and scheduled data/FOMC create two-way risk over one-month window.
Narrow leadership with SPY near flat weekly, positive asset share low, 10y at 5%, and mixed industrial data favor selective quality pullbacks and limited shock reversals over pure momentum continuation into the one-week window.
SPY near flat with low positive-asset share, 10y at 5%, industrial production unchanged, and equal-weight lagging; short-term crypto/tech strength contrasts with pullbacks in small-caps, industrials, defense and biotech, favoring selective mean-reversion over pure momentum continuation into the one-month window.
Post-hike risk-off with hawkish dots, resilient demand but elevated inflation; low positive-asset share and modest dispersion favor selective mean-reversion in high-quality pullbacks over pure continuation or broad beta.
Post-hike environment with elevated inflation projections, solid activity, and recent broad equity softness creates mixed continuation/reversal setup; high cross-asset dispersion favors selective quality pullbacks over pure momentum or deep losers with fundamental stress.
Low cross-sectional dispersion with SPY near flat; sharp pullbacks in metals, Korea, silver, semis and copper after prior strength create selective reversal setups ahead of FOMC, while oil shows supported strength on supply disruption and crypto retains medium-term momentum.
Imminent FOMC, oil spike on Saudi pipeline disruption, and sharp semiconductor/tech pullback create mixed cross-section; quality pullbacks in small/mid caps and high-quality semis after oversold sessions offer selective reversal edges versus broad SPY while continuations in oil/crypto carry elevated event risk into the one-month window.
Elevated CPI, weaker sentiment, and FOMC week create mixed one-week setup; oil strength continues on unresolved Iran supply risk while several high-quality names show sharp relative pullbacks after solid prior active trends, favoring selective reversal over broad continuation.
Sticky CPI, weak sentiment, elevated yields, unresolved oil supply shock and imminent FOMC create cross-asset dispersion; recent breadth is poor with many quality names in pullback while mega-cap and energy/crypto show divergent paths, favoring selective reversal over pure continuation into the one-month window.
Weak breadth, hot PPI, strong oil continuation, and quality pullbacks amid upcoming CPI/FOMC create mixed one-week setup with limited cross-sectional dispersion and defensive bias.
Elevated cross-sectional dispersion with oil/crypto strength versus broad equity weakness, sticky PPI, ECB hike, and soft housing; mixed continuation in energy/tech versus potential mean-reversion in quality pullbacks and shock losers over one-month window.
Weak breadth and mild SPY pullback with upcoming CPI/FOMC create mixed setup; quality pullbacks in defensives offer selective reversal potential while oil/Korea show short-term strength but elevated risk.
SPY near flat on weak breadth with sticky inflation prints, elevated oil, and upcoming FOMC/CPI; cross-section shows mixed medium-strength tech/semiconductor leadership versus deep relative drawdowns in defense/industrials/China that may partially reverse without clear fundamental collapse.
Mixed one-week setup: soft-landing US data and elevated oil on geopolitics coexist with upcoming CPI/PPI/ECB/FOMC; cross-section shows concentrated commodity/EM strength versus tech pullbacks and narrow SPY leadership, favoring selective reversal tests over broad continuation.
Mixed macro with sticky inflation near 3.4% CPI/3.7% PCE, solid but slowing GDP, ISM still expansionary yet services employment soft; oil spiked on geopolitical reports while breadth negative and rates near 4.8% 10y create selective reversal opportunities in quality pullbacks amid continuation in energy/tech leaders.
Modest SPY strength with low cross-sectional dispersion; mixed labor/inflation data and rate-hike odds favor selective quality pullbacks over pure continuation or deep losers with fundamental drag. High-vol tech pullbacks and commodity strength compete with defensive quality.
Sticky PCE near 3.3-3.7%, soft Q2 GDP 1.5%, 58% odds of Sept hike, and elevated oil/diesel create mixed one-month backdrop; recent sector pullbacks in quality names offer selective reversal potential while mega-cap/tech continuation is fragile and crypto strength lacks fundamental support.
Mixed cross-section with modest SPY gains, elevated oil/geopolitics, soft labor signals ahead of jobs data, and several high-quality pullbacks in prior-strong names amid normal 5s dispersion; FOMC blackout and Labor Day shorten effective window.
Softening labor signals, elevated services prices, and pending FOMC create mixed one-month setup; quality pullbacks in prior-strong tech/defense/industrials offer selective reversal edges while mega-cap resilience and crypto momentum limit broad risk-on continuation.
Equities posted a third down day with rising yields and 66% September hike odds; oil surged on Hormuz/geopolitical reports while gold/silver sold off sharply after strong priors; labor and ISM data plus OPEC+ sit inside the one-week window, favoring selective mean-reversion in high-quality pullbacks over pure momentum continuation.
Elevated cross-asset dispersion with oil spike on Hormuz/Iran risks, rising yields, mixed ISM/labor data, and Fed hike odds near 66% create mixed continuation/reversal setup; quality pullbacks in financials/banks favored over stretched momentum or rate-sensitive losers for 1M window.
Low cross-sectional dispersion with weak breadth (RSP lagging SPY), sticky inflation prints, upcoming employment data and FOMC later; recent sector/metal pullbacks after prior strength favor selective mean-reversion over pure momentum continuation into the short window.
Sticky PCE/CPI near 3.4-3.7%, soft July payrolls and 1.5% Q2 GDP, 10y at 4.75% and Sept FOMC ahead create mixed one-month setup; recent breadth weak while energy/tech pockets held up, favoring selective quality pullbacks over pure momentum or deep rate-sensitive losers.
Low cross-sectional dispersion with mixed short-term signals: sticky inflation and hawkish Fed tone support limited risk appetite, while quality pullbacks in metals and select defensives offer modest reversal potential versus strong short-term software/cyber momentum that lacks fresh catalysts inside the one-week window.
Elevated yields, firm Fed inflation stance, soft labor prints and mid-September FOMC create mixed one-month setup; quality pullbacks in rate-sensitive and small-value names offer better reversal odds than crowded momentum or high-vol laggards while broad equity beta remains supported but not strongly directional.
SPY firm on mega-cap/tech strength post-NVIDIA; soft labor and mixed growth data with elevated but stable inflation; low-to-normal cross-sectional dispersion favors selective mean-reversion in quality pullbacks over pure momentum continuation into the short window.
Tech/AI strength from NVIDIA results supports growth continuation while rate-sensitive defensives and low-vol lag amid sticky inflation, soft labor, and elevated yields; mixed cross-section with limited clean one-month edges versus SPY.
SPY near flat with low single-week vol; mixed cross-asset signals from oil weakness, crypto volume spikes, quality pullbacks in energy/tech themes, and modest international strength amid sticky PCE and soft labor data. One-week edge limited outside selective mean-reversion.
Soft July payrolls and sticky 3.7% PCE with September FOMC ahead favor selective mean-reversion in quality pullbacks over pure momentum; crypto short-term rip and oil inventory/price drop create mixed cross-asset signals while SPY sits near highs with modest recent drift.
SPY near highs with modest weekly gain; soft labor/housing/confidence data and falling yields support selective quality pullbacks, while oil shock and crypto volume spikes create mixed continuation vs reversal setups into Nvidia and Jackson Hole.
Cross-sectional dispersion is elevated with crypto short-term strength, rate-sensitive and industrial shock pullbacks, soft labor/housing prints, and a dense macro/Fed calendar inside the one-month window; edge is selective mean-reversion in quality pullbacks rather than broad momentum chase.
SPY soft on the week with better equal-weight breadth, elevated but not extreme cross-sectional dispersion, crypto short-term surge on volume, and multiple high-beta growth/tech names showing sharp relative pullbacks into Jackson Hole and a large-cap semi print; mixed continuation vs mean-reversion setup over one week.
Soft labor print, sticky-but-cooling inflation, and Jackson Hole create two-way rate risk; equal-weight and value held up while mega-tech/semis sold off and crypto ripped, so one-month edge is selective mean-reversion in quality pullbacks rather than broad continuation.
SPY soft on the week amid sticky inflation prints, softer labor revisions, elevated long rates, and geopolitics supporting oil; Friday bounce and strong PMI contrast with crypto/precious-metal surges and selective equity pullbacks, yielding mixed continuation versus shock-reversal setups into NVDA and data releases.
SPY soft on the week amid sticky inflation, soft payrolls, and elevated long rates; oil/geopolitics and crypto/precious-metal spikes create cross-asset dispersion while quality pullbacks in semis and utilities offer selective mean-reversion setups into the one-month window.
SPY pulled back ~2% with VIX at 16 amid sticky inflation prints, rising yields near 4.7%, and soft retail/payroll data; quality tech/defense names show sharp relative pullbacks after strong priors while crypto extended hard on volume; NVIDIA print and PCE/GDP revisions dominate the one-week window, favoring selective mean-reversion over broad continuation.
Recent equity pullback with elevated rates, sticky inflation signals, and oil strength creates mixed continuation/reversal setup; high cross-asset dispersion and quality pullbacks in semis/momentum favor selective mean-reversion over broad beta.
Equity indices modestly lower WTD with low VIX near 15.7, stable Fed funds after July hold, mixed inflation prints, and Asia equity shock; one-week window includes NVDA results and Jackson Hole start, favoring selective quality pullback reversals over crowded crypto continuation or high-beta semis.
SPY near flat on 5s after solid 21s; equal-weight outperforming; VIX mid-teens; sticky inflation and elevated long yields with Sept FOMC and Jackson Hole ahead; AI/semicap prior strength with recent pullbacks; commodity and factor dispersion mixed rather than one-way trend.
Low cross-sectional dispersion with soft recent equity tape, energy short-term strength, and quality pullbacks in materials/tech after prior relative strength; mixed macro (soft payrolls, sticky services prices, solid ISM) favors selective mean-reversion over broad continuation into the one-week window.
Soft July payrolls and downward revisions plus solid but moderating GDP sit against still-elevated inflation and a hold-biased FOMC; cross-section shows recent equity softness with rate-sensitive and EM laggards extended lower while oil and some quality factors are firmer, favoring selective reversal over broad continuation into the Sept FOMC window.
SPY near flat on the week with low 5s dispersion; soft July payrolls and retail sales contrast with still-elevated ISM prices and sticky core inflation while Fed remains on hold. Quality pullbacks in prior-strong tech/EM names offer selective reversal setups against a low-vol benchmark near highs; extreme high-beta continuations carry mean-reversion risk over one week.
Soft July payrolls, sticky but cooling CPI/PCE mix, and held funds rate leave a one-month window of modest equity drift with selective mean-reversion in rate-sensitive and EM laggards; oil strength and high ISM prices keep cyclical/commodity dispersion elevated versus pure growth continuation.
SPY near highs with low-to-normal cross-sectional dispersion; soft labor and sticky inflation mixed with solid ISM and energy strength create room for selective mean-reversion in high-quality international pullbacks alongside limited continuation in energy, rather than broad trend dominance.
SPY near highs with solid ISM/PMI and mixed labor; sticky CPI/PPI and elevated long yields keep rate-sensitive assets pressured while energy/oil show independent strength; one-month path hinges on Sept FOMC/CPI with limited clean reversal catalysts versus continuation in medium-strength names.
SPY base is modest near highs after a soft labor print and mixed inflation. Higher-base active holdings in energy, healthcare, gold, and copper are favored for one-week alpha with diversified economic exposures.
Select active sleeves only where base exceeds SPY; energy leads on oil/geopolitics, healthcare on relative strength, software on recent active gains. Remainder in SPY for diversification under the 50% cluster cap.
One-week edge is concentrated in energy continuation plus healthcare relative strength; SPY base is modest positive so only higher-base actives are sized, with cluster discipline.
One-month alpha is sought via oil/energy continuation plus selective growth and defensive equity sleeves that clear the SPY base hurdle under the supplied macro and price context.
One-week window dominated by CPI/PPI/retail data and unresolved oil-flow risk. Portfolio mixes benchmark beta with higher-base gold, energy, and value while staying inside allocation and cluster rules.
SPY base case is modest given record levels and softening payrolls; SEMICONDUCTORS and BIOTECH clear the active hurdle on quality ranks, prior trends, and pullback depth with catalysts before September 10.
SPY base set conservatively after strong 5-session run; active holdings chosen for higher expected one-week returns from momentum, commodities, and inflation hedges with catalysts inside the scoring window.
SPY base set modestly positive on solid GDP final sales, strong ISM, and earnings; selected higher-beta quality leaders in semis, biotech, Taiwan, and cyber for alpha. Caps and hurdle rules enforced; no pure momentum or low-quality laggards.
Selected holdings clear the SPY base hurdle on recent relative trends, quality ranks, and near-term catalysts including jobs, CPI, and Hormuz news; weighted base targets modest alpha over the one-week window.
Selected holdings combine top quality-evidence scores, strong prior active trends, and recent pullbacks with one-month catalysts from data and earnings residual. Cluster limits and SPY inclusion control concentration while targeting positive alpha.
Selected higher-base active holdings in software, cybersecurity, copper and financials capped by cluster rules, paired with SPY. Focused on momentum continuation and near-term catalysts inside the August 4-11 window.
Selected higher-base active options in tech and energy clusters while respecting 50% cluster cap and using SPY as ballast. Forecasts prioritize one-month catalysts from briefing data releases and Hormuz status.
Selected holdings clear the SPY base hurdle on supplied relative trends and briefing catalysts; equal-weight style avoided due to weaker recent breadth. Expected alpha driven by non-benchmark exposures under 50% per cluster.
SPY base is modest given mixed July close and elevated macro uncertainty; selected holdings clear the active hurdle on recent relative strength plus catalysts inside the scoring window. Energy pair dominates expected return contribution.
Selected SOFTWARE, ENERGY, EUROPE, FINANCIALS and AGRICULTURE for higher base-case weekly returns than SPY after FOMC hold and mixed earnings; equal-ish weights keep cluster exposures balanced while targeting positive alpha.
Selected holdings clear the active hurdle with higher base forecasts driven by recent earnings, breadth and international relative strength. Allocations stay within cluster caps and sum to 100% for one-month alpha versus SPY.
SPY base is modest after the 1.5% drop and elevated uncertainty; selected holdings clear the active hurdle via quality scores, prior active returns and catalysts inside the window. Allocations stay diversified across five clusters under the cap.
SPY base is modest given the late-July decline and mixed macro prints; selected holdings show stronger recent active returns, shallower relative drawdowns in several cases, and catalysts that can sustain rotation. Equal-weight and value capture breadth, healthcare adds defense, energy retains geopolitical support.
SPY base is modest given mixed tech weakness and event risk; selected holdings show superior recent active returns, quality scores or defensive characteristics that support higher one-week expected returns.
Value, financials, healthcare, and aerospace exhibit better recent active performance and positioning than cap-weighted SPY amid mixed rates and data. Selection favors continuation of breadth with defined invalidation levels.
SPY base is modest given recent negative 5-session return and mega-cap drag; selected names show superior recent active returns, shallower relative drawdowns in several cases, and catalysts (FOMC, GDP, earnings) that can sustain rotation. Allocations stay diversified across four clusters.
SPY base case is modest given mixed breadth and pending FOMC/data. Selected holdings clear the active hurdle on recent relative strength, lower concentration risk, and scheduled macro/earnings events before August 27.
SPY base is modest given recent weekly decline and event risk; higher-base alternatives in energy and cyclicals/defensives are favored for the short horizon. Allocations stay diversified across four clusters and sum to 100%.
Energy complex leads on supplied price and macro facts; value and healthcare add breadth across clusters with superior recent active returns and quality metrics versus growth-heavy benchmarks.
SPY base is modest after the July 23 selloff; selected sleeves show stronger base forecasts from oil momentum, defense earnings and factor quality. Horizon catalysts are FOMC, GDP and residual commodity momentum.
Energy and oil offer the clearest positive base-case edge from the supplied price and briefing facts; healthcare adds a second cluster with better recent active return. Remaining weight stays in SPY.
Energy complex leads on crude strength; communications benefits from Alphabet beat; financials offer FOMC optionality. Equal-weight and pure SPY lag the selected bases.
SPY base is modest given mixed payrolls, cooling CPI, and recent 5-session weakness. Energy/OIL clear the hurdle on price and inventory evidence; healthcare and dividend clear on relative performance and defensive characteristics into the FOMC and data window.
SPY base is modest given mixed macro prints and recent flat-to-negative short-term returns. Higher-conviction active holdings in oil/energy, cybersecurity, Brazil, and biotech offer superior one-week expected returns backed by supplied price context and scheduled data/earnings.
Energy/oil leadership and commodity breadth offer the clearest one-month edge given supplied price context and oil settlement strength, while avoiding pure tech pullback names. Equal weights balance cluster caps and forecast dispersion.
SPY base is muted after soft CPI/payrolls and negative 3s return. Active holdings clear the SPY base hurdle via oil supply facts and recent commodity/China relative strength.
SPY base is modest after weekly decline; selected holdings show stronger recent active returns and cluster diversification within the 50% cap. One-week horizon favors continuation of defensive/value and oil strength over reversal into mega-cap growth.
SPY base modest given recent weakness and mixed data; energy, financials, healthcare and small-value offer higher base forecasts from supplied relative strength and macro schedule. Equal 25% weights balance exposures.
Prioritize oil and energy for the unresolved Strait of Hormuz military/energy-flow risk, add financials and SP500 for the disinflationary data backdrop, and use broad commodities for diversification. Allocation is sized for high expected return over the short scoring window while limiting pure single-name concentration.
Geopolitical energy disruption is the dominant near-term catalyst, paired with macro data that could ease policy expectations and favor cyclicals over extended growth names. The mix targets alpha from oil-linked assets and rate-sensitive financials before the August 14 exit.
Hormuz military developments and oil price spikes dominate short-term risk premium while TSMC results and bank earnings provide equity catalysts; portfolio overweight these over broad beta or defensive assets for the scoring window.
Geopolitical oil upside plus bank earnings strength and recent factor/sector momentum are the highest-conviction near-term drivers before the August 14 exit; avoid duration and pure growth given sticky energy inflation and Fed stance.
Allocate heavily to oil and energy equities for Hormuz/blockade risk premium, add broad commodities for spillover, and keep a smaller financials sleeve for July 14 bank results and higher yields.
Geopolitical oil risk is the dominant near-term price driver; pair with relative-strength sectors less exposed to growth/tech drawdowns ahead of FOMC and CPI prints.
One-week window favors TSMC results, bank earnings, and AI chip demand over defensive or rate-sensitive assets given sticky inflation and no near-term Fed cuts.
Prioritize semiconductor and Taiwan exposure for AI demand and TSMC earnings catalyst, supplemented by broader tech/Nasdaq for liquidity and momentum continuation over the July-August window.
Prioritize high-beta tech and thematic names with near-term catalysts over broad market or defensive assets for the July 9-16 close-to-close window.
Prioritize high-momentum AI/semiconductor and biotech exposures with scheduled TSMC and bank earnings catalysts plus cybersecurity strength to generate alpha versus SPY over one month. Soft claims/payrolls and low VIX support risk-on tilt without rate-cut dependence.
One-week edge comes from oil geopolitics, bank earnings, and value/cyclical tilt amid sticky inflation signals rather than broad beta or long-duration assets.
Prioritize momentum and sector strength with near-term catalysts over broad beta or bonds; biotech leads for upside capture, balanced by healthcare/value and energy/financials exposure.