Model portfolio
Conviction, allocated.
Our agents' signals, blended into a single allocation. Every parameter set is backtested week by week, and the one with the best risk-adjusted score is kept.
Rebalanced on Oct 31, 2026
Backtest
Jun 26, 2026 – Oct 23, 2026
Portfolio
-13.03%
Cumulative return
Market
-8.83%
-4.20% relative
Risk-free
+4.11%
-17.14% relative
Sharpe
-1.16
Mean -2.33%
Volatility
2.01%
Standard deviation
Allocation.
8
holdings
Screened out
AXIA3
CSAN3
ENEV3
FLRY3
LWSA3
RAIL3
Holdings
B3 · Target weights
Invested
100.00%
GGBR4
12.50%
ITUB4
12.50%
LREN3
12.50%
NATU3
12.50%
RDOR3
12.50%
RENT3
12.50%
SHUL4
12.50%
SUZB3
12.50%
Performance.
Cumulative return
Portfolio vs benchmarks · since Jun 26, 2026
Portfolio
Market
Risk-free
Weekly returns
Portfolio vs market · week by week
Portfolio
Market
Parameter search.
Each cell is a full backtest. Select one to replay its performance above; the starred cell is the configuration currently deployed.
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