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Issuance/Buyback Long-Short v1

Updated 2026-08-01 08:56 UTC

Large-cap ($10B+) market-neutral: long top decile by trailing 12mo share-count shrinkage (buybacks), short bottom decile (issuers), min-variance-EWMA weighting within each leg, dynamically-estimated beta-neutral notional split across legs, laddered 2x ~180d tranches (quarterly formation). No LLM sizing configured yet.

active
quarterly rebalance · marked 0h ago
Value
$100,000
Total return
0.0%
vs. SPY
Sharpe
Sortino
Volatility (ann.)
Max drawdown
0.0%
Win rate
Open / closed trades
0 / 0
$0.00 (0.00%) Today

Open positions

SymbolSharesPriceUnrealized P&L
No open positions

Trade history

Time (UTC)ActionSymbolSharesPriceStatus
2026-08-01 08:21 BUY TYL 4.00 $0 pending
2026-08-01 08:21 BUY DOCU 20.00 $0 pending
2026-08-01 08:21 BUY CMG 12.00 $0 pending
2026-08-01 08:21 BUY ZTS 31.00 $0 pending
2026-08-01 08:21 BUY ZBRA 4.00 $0 pending
2026-08-01 08:21 BUY VLO 6.00 $0 pending
2026-08-01 08:21 BUY UTHR 19.00 $0 pending
2026-08-01 08:21 BUY UNM 25.00 $0 pending
2026-08-01 08:21 BUY TRV 3.00 $0 pending
2026-08-01 08:21 BUY SYF 4.00 $0 pending
2026-08-01 08:20 BUY ROP 7.00 $0 pending
2026-08-01 08:20 BUY RNR 21.00 $0 pending
2026-08-01 08:20 BUY RF 30.00 $0 pending
2026-08-01 08:20 BUY ON 15.00 $0 pending
2026-08-01 08:20 BUY OC 6.00 $0 pending
2026-08-01 08:20 BUY MTB 20.00 $0 pending
2026-08-01 08:20 BUY MGM 74.00 $0 pending
2026-08-01 08:20 BUY LVS 100.00 $0 pending
2026-08-01 08:20 BUY LNG 6.00 $0 pending
2026-08-01 08:20 BUY GM 47.00 $0 pending
2026-08-01 08:20 BUY FHN 122.00 $0 pending
2026-08-01 08:19 BUY EQH 260.00 $0 pending
2026-08-01 08:19 BUY DHI 1.00 $0 pending
2026-08-01 08:19 BUY DECK 9.00 $0 pending
2026-08-01 08:19 BUY CSL 2.00 $0 pending
2026-08-01 08:19 BUY CRBG 50.00 $0 pending
2026-08-01 08:19 BUY CF 22.00 $0 pending
2026-08-01 08:19 BUY CART 1.00 $0 pending
2026-08-01 08:19 BUY BWA 20.00 $0 pending
2026-08-01 08:19 BUY AMCR 27.00 $0 pending