v1 (Markowitz)
January 1, 2024 – December 30, 2024 · 53 candidate weeks · 29 tail weeks
$39,727
Final equity
+164.8%
Return
42.8%
Win rate
53
Candidate weeks
$15,000 → $39,727+164.8%
last candidate
Each week, the top 3 ranked candidates are bought at $500 per position. Each position exits when it hits the 150% take-profit target, falls to the 50% stop-loss, or — if neither triggers within 30 weeks — closes at whatever return it reached by then (a time exit). The dashed line marks the last candidate week; positions opened near the end continue resolving into the tail until all are settled.
Week-by-week
| Wk | Date | Portfolio value | Change | Cash | Deployed |
|---|---|---|---|---|---|
| ▸1 | Jan 01, 2024 | $15,000 | — | $13,500 | $1,500 |
| ▸2 | Jan 08, 2024 | $15,000 | — | $12,000 | $3,000 |
| ▸3 | Jan 15, 2024 | $15,000 | — | $10,500 | $4,500 |
| ▸4 | Jan 22, 2024 | $15,750 | +$750 | $10,250 | $5,500 |
| ▸5 | Jan 29, 2024 | $15,250 | -$500 | $9,250 | $6,000 |
| ▸6 | Feb 05, 2024 | $15,250 | — | $7,750 | $7,500 |
| ▸7 | Feb 12, 2024 | $16,000 | +$750 | $7,500 | $8,500 |
| ▸8 | Feb 19, 2024 | $16,000 | — | $6,000 | $10,000 |
| ▸9 | Feb 26, 2024 | $16,500 | +$500 | $6,000 | $10,500 |
| ▸10 | Mar 04, 2024 | $16,500 | — | $4,500 | $12,000 |
| ▸11 | Mar 11, 2024 | $17,000 | +$500 | $4,500 | $12,500 |
| ▸12 | Mar 18, 2024 | $16,500 | -$500 | $3,500 | $13,000 |
| ▸13 | Mar 25, 2024 | $17,750 | +$1,250 | $4,750 | $13,000 |
| ▸14 | Apr 01, 2024 | $17,500 | -$250 | $3,500 | $14,000 |
| ▸15 | Apr 08, 2024 | $17,500 | — | $2,000 | $15,500 |
| ▸16 | Apr 15, 2024 | $19,500 | +$2,000 | $4,500 | $15,000 |
| ▸17 | Apr 22, 2024 | $19,500 | — | $3,000 | $16,500 |
| ▸18 | Apr 29, 2024 | $19,500 | — | $1,500 | $18,000 |
| ▸19 | May 06, 2024 | $20,250 | +$750 | $1,250 | $19,000 |
| ▸20 | May 13, 2024 | $21,750 | +$1,500 | $2,250 | $19,500 |
| ▸21 | May 20, 2024 | $22,500 | +$750 | $4,000 | $18,500 |
| ▸22 | May 27, 2024 | $22,250 | -$250 | $2,750 | $19,500 |
| ▸23 | Jun 03, 2024 | $22,750 | +$500 | $2,750 | $20,000 |
| ▸24 | Jun 10, 2024 | $23,000 | +$250 | $3,000 | $20,000 |
| ▸25 | Jun 17, 2024 | $23,000 | — | $3,500 | $19,500 |
| ▸26 | Jun 24, 2024 | $22,250 | -$750 | $2,750 | $19,500 |
| ▸27 | Jul 01, 2024 | $23,750 | +$1,500 | $3,750 | $20,000 |
| ▸28 | Jul 08, 2024 | $26,250 | +$2,500 | $7,750 | $18,500 |
| ▸29 | Jul 15, 2024 | $25,750 | -$500 | $6,750 | $19,000 |
| ▸30 | Jul 22, 2024 | $27,000 | +$1,250 | $8,000 | $19,000 |
| ▸31 | Jul 29, 2024 | $26,000 | -$1,000 | $7,500 | $18,500 |
| ▸32 | Aug 05, 2024 | $25,250 | -$750 | $6,750 | $18,500 |
| ▸33 | Aug 12, 2024 | $26,250 | +$1,000 | $8,250 | $18,000 |
| ▸34 | Aug 19, 2024 | $25,750 | -$500 | $7,250 | $18,500 |
| ▸35 | Aug 26, 2024 | $25,500 | -$250 | $6,000 | $19,500 |
| ▸36 | Sep 02, 2024 | $24,876 | -$624 | $6,376 | $18,500 |
| ▸37 | Sep 09, 2024 | $25,376 | +$500 | $6,376 | $19,000 |
| ▸38 | Sep 16, 2024 | $28,626 | +$3,250 | $11,626 | $17,000 |
| ▸39 | Sep 23, 2024 | $28,626 | — | $10,126 | $18,500 |
| ▸40 | Sep 30, 2024 | $28,326 | -$300 | $9,326 | $19,000 |
| ▸41 | Oct 07, 2024 | $28,076 | -$250 | $8,076 | $20,000 |
| ▸42 | Oct 14, 2024 | $30,326 | +$2,250 | $10,326 | $20,000 |
| ▸43 | Oct 21, 2024 | $31,326 | +$1,000 | $11,826 | $19,500 |
| ▸44 | Oct 28, 2024 | $31,576 | +$250 | $12,076 | $19,500 |
| ▸45 | Nov 04, 2024 | $31,392 | -$184 | $11,392 | $20,000 |
| ▸46 | Nov 11, 2024 | $31,892 | +$500 | $11,392 | $20,500 |
| ▸47 | Nov 18, 2024 | $35,142 | +$3,250 | $16,642 | $18,500 |
| ▸48 | Nov 25, 2024 | $34,892 | -$250 | $15,392 | $19,500 |
| ▸49 | Dec 02, 2024 | $35,381 | +$489 | $15,881 | $19,500 |
| ▸50 | Dec 09, 2024 | $36,926 | +$1,545 | $17,426 | $19,500 |
| ▸51 | Dec 16, 2024 | $38,531 | +$1,605 | $23,531 | $15,000 |
| ▸52 | Dec 23, 2024 | $39,474 | +$943 | $23,974 | $15,500 |
| ▸53 | Dec 30, 2024 | $40,974 | +$1,500 | $24,974 | $16,000 |
| 54 | Jan 06, 2025 · | $40,974 | — | $24,974 | $16,000 |
| ▸55 | Jan 13, 2025 · | $42,224 | +$1,250 | $27,724 | $14,500 |
| ▸56 | Jan 20, 2025 · | $42,087 | -$137 | $29,087 | $13,000 |
| ▸57 | Jan 27, 2025 · | $41,873 | -$214 | $29,873 | $12,000 |
| ▸58 | Feb 03, 2025 · | $42,123 | +$250 | $31,623 | $10,500 |
| ▸59 | Feb 10, 2025 · | $41,764 | -$359 | $32,264 | $9,500 |
| ▸60 | Feb 17, 2025 · | $41,014 | -$750 | $33,014 | $8,000 |
| 61 | Feb 24, 2025 · | $41,014 | — | $33,014 | $8,000 |
| ▸62 | Mar 03, 2025 · | $40,514 | -$500 | $33,514 | $7,000 |
| ▸63 | Mar 10, 2025 · | $40,405 | -$109 | $33,905 | $6,500 |
| ▸64 | Mar 17, 2025 · | $40,314 | -$91 | $34,315 | $6,000 |
| 65 | Mar 24, 2025 · | $40,314 | — | $34,315 | $6,000 |
| ▸66 | Mar 31, 2025 · | $40,814 | +$500 | $35,815 | $5,000 |
| ▸67 | Apr 07, 2025 · | $39,881 | -$933 | $37,382 | $2,500 |
| ▸68 | Apr 14, 2025 · | $39,593 | -$288 | $38,094 | $1,500 |
| 69 | Apr 21, 2025 · | $39,593 | — | $38,094 | $1,500 |
| 70 | Apr 28, 2025 · | $39,593 | — | $38,094 | $1,500 |
| 71 | May 05, 2025 · | $39,593 | — | $38,094 | $1,500 |
| 72 | May 12, 2025 · | $39,593 | — | $38,094 | $1,500 |
| ▸73 | May 19, 2025 · | $39,598 | +$5 | $38,599 | $1,000 |
| 74 | May 26, 2025 · | $39,598 | — | $38,599 | $1,000 |
| 75 | Jun 02, 2025 · | $39,598 | — | $38,599 | $1,000 |
| 76 | Jun 09, 2025 · | $39,598 | — | $38,599 | $1,000 |
| 77 | Jun 16, 2025 · | $39,598 | — | $38,599 | $1,000 |
| 78 | Jun 23, 2025 · | $39,598 | — | $38,599 | $1,000 |
| 79 | Jun 30, 2025 · | $39,598 | — | $38,599 | $1,000 |
| ▸80 | Jul 07, 2025 · | $39,777 | +$179 | $39,278 | $500 |
| 81 | Jul 14, 2025 · | $39,777 | — | $39,278 | $500 |
| ▸82 | Jul 21, 2025 · | $39,726 | -$51 | $39,727 | — |
Dimmed rows are tail weeks — no new candidates, open positions resolving.
Backtested historical simulation. Assumes no slippage, spread, or trading fees, and frictionless fills at exact target prices. Past performance does not indicate future results. This is not investment advice.