Portfolio
Feroldi quality preset · top-30 equal weight · gates: drop_fragile, require_positive_fcf, require_stable_gross_margin, require_positive_accruals · 30bps cost model
Mission: Market-like returns with smaller drawdowns.
Downside capture
0.50
vs SPY on its down days. Below 1.00 means smaller losses. Based on 24 down days.
Better than benchmark
Max drawdown
-5.7%
SPY max drawdown -2.5% over the same period
Worse than benchmark
Return since inception
-4.3%
SPY -1.3% (-3.0 points)
Holding period
2.2 months
2026-08-24 to 2026-10-30. A short record is a weak test.
Growth of 100: portfolio vs SPY
Both lines start at 100 on the first day, so 110 means +10% since then. No dollar amounts are shown.
Holdings
30 positions| Ticker | Allocation | Return | Contribution ↓ |
|---|---|---|---|
| ALLE | 3.3% | 20.9% | 0.70% |
| ULTA | 3.3% | 17.6% | 0.59% |
| RL | 3.3% | 16.6% | 0.55% |
| VLTO | 3.3% | 15.6% | 0.52% |
| COST | 3.3% | 14.3% | 0.48% |
| AOS | 3.3% | 10.3% | 0.34% |
| CTAS | 3.3% | 9.9% | 0.33% |
| KVUE | 3.3% | 8.3% | 0.28% |
| PODD | 3.3% | 8.3% | 0.28% |
| MNST | 3.3% | 8.0% | 0.27% |
| IDXX | 3.3% | 7.9% | 0.26% |
| VRSK | 3.3% | 7.3% | 0.24% |
| LOW | 3.3% | 7.2% | 0.24% |
| PLTR | 3.3% | 6.7% | 0.22% |
| MPWR | 3.3% | 6.3% | 0.21% |
| JKHY | 3.3% | 4.8% | 0.16% |
| SYK | 3.3% | 3.8% | 0.13% |
| DPZ | 3.3% | 2.7% | 0.09% |
| TECH | 3.3% | 0.6% | 0.02% |
| RMD | 3.3% | -1.1% | -0.04% |
| HSIC | 3.3% | -3.1% | -0.10% |
| AMZN | 3.3% | -3.3% | -0.11% |
| DXCM | 3.3% | -5.2% | -0.17% |
| AMAT | 3.3% | -6.7% | -0.22% |
| EME | 3.3% | -8.3% | -0.28% |
| TTWO | 3.3% | -10.3% | -0.34% |
| FFIV | 3.3% | -20.3% | -0.68% |
| SNDK | 3.3% | -24.7% | -0.82% |
| FICO | 3.3% | -27.8% | -0.93% |
| APP | 3.3% | -31.1% | -1.04% |
Trade history
32 positions| Stock | Action | Entry | Exit | Return | Reason |
|---|---|---|---|---|---|
| TECHBIO-TECHNE Corp | BUY (Rebalance) | 2026-09-15 | Held | 0.6% | Entered the quality selection at the 2026-09-15 rebalance. |
| JKHYJACK HENRY & ASSOCIATES INC | BUY (Rebalance) | 2026-09-15 | Held | 4.8% | Entered the quality selection at the 2026-09-15 rebalance. |
| BSXBOSTON SCIENTIFIC CORP | SELL (Rebalance) | 2026-08-24 | 2026-09-15 | — | Dropped out of the quality selection at the rebalance. Not a judge call. |
| BF.B | SELL (Rebalance) | 2026-08-24 | 2026-09-15 | — | Dropped out of the quality selection at the rebalance. Not a judge call. |
| VRSKVerisk Analytics, Inc. | BUY (Launch) | 2026-08-24 | Held | 7.3% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| VLTOVeralto Corp | BUY (Launch) | 2026-08-24 | Held | 15.6% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| ULTAUlta Beauty, Inc. | BUY (Launch) | 2026-08-24 | Held | 17.6% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| TTWOTAKE TWO INTERACTIVE SOFTWARE INC | BUY (Launch) | 2026-08-24 | Held | -10.3% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| SYKSTRYKER CORP | BUY (Launch) | 2026-08-24 | Held | 3.8% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| SNDKSandisk Corp | BUY (Launch) | 2026-08-24 | Held | -24.7% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| RMDRESMED INC | BUY (Launch) | 2026-08-24 | Held | -1.1% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| RLRALPH LAUREN CORP | BUY (Launch) | 2026-08-24 | Held | 16.6% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| PODDINSULET CORP | BUY (Launch) | 2026-08-24 | Held | 8.3% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| PLTRPalantir Technologies Inc. | BUY (Launch) | 2026-08-24 | Held | 6.7% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| MPWRMONOLITHIC POWER SYSTEMS, INC. | BUY (Launch) | 2026-08-24 | Held | 6.3% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| MNSTMonster Beverage Corp | BUY (Launch) | 2026-08-24 | Held | 8.0% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| LOWLOWES COMPANIES INC | BUY (Launch) | 2026-08-24 | Held | 7.2% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| KVUEKenvue Inc. | BUY (Launch) | 2026-08-24 | Held | 8.3% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| IDXXIDEXX LABORATORIES INC /DE | BUY (Launch) | 2026-08-24 | Held | 7.9% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| HSICHENRY SCHEIN INC | BUY (Launch) | 2026-08-24 | Held | -3.1% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| FICOFAIR ISAAC CORP | BUY (Launch) | 2026-08-24 | Held | -27.8% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| FFIVF5, INC. | BUY (Launch) | 2026-08-24 | Held | -20.3% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| EMEEMCOR Group, Inc. | BUY (Launch) | 2026-08-24 | Held | -8.3% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| DXCMDEXCOM INC | BUY (Launch) | 2026-08-24 | Held | -5.2% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| DPZDOMINOS PIZZA INC | BUY (Launch) | 2026-08-24 | Held | 2.7% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| CTASCINTAS CORP | BUY (Launch) | 2026-08-24 | Held | 9.9% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| COSTCOSTCO WHOLESALE CORP /NEW | BUY (Launch) | 2026-08-24 | Held | 14.3% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| APPAppLovin Corp | BUY (Launch) | 2026-08-24 | Held | -31.1% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| AOSSMITH A O CORP | BUY (Launch) | 2026-08-24 | Held | 10.3% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| AMZNAMAZON COM INC | BUY (Launch) | 2026-08-24 | Held | -3.3% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| AMATAPPLIED MATERIALS INC /DE | BUY (Launch) | 2026-08-24 | Held | -6.7% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
| ALLEAllegion plc | BUY (Launch) | 2026-08-24 | Held | 20.9% | Selected at launch by the quality screen: gross profit to assets, then balance-sheet filters. |
How we pick
- Profitability first. We rank stocks by gross profit divided by total assets (GP/A), then hold the top 30, equal weight, with no more than 25% in one sector.
- A balance-sheet safety filter. A stock is dropped if it looks financially fragile: debt more than twice equity, current assets that do not cover near-term liabilities, or heavy goodwill. It also needs positive free cash flow, a stable gross margin and positive accruals. This filter is secondary: it removes weak balance sheets and does not rank stocks.
- A wide stop, not a tight one.A price drop alone never triggers it. The drop must be large for that stock's own volatility and the business must show a fundamental break too. The stop flags a holding for review. It does not sell automatically.
- Quarterly rebalance. Names that fall out of the selection are replaced at the next rebalance. News is used to monitor holdings, not to pick them.
- See the data. Browse the scorecards (441 companies), or read the full methodology.
Inception: 2026-08-24As of: 2026-10-30Next rebalance: 2026-11-20
The portfolio selects from the S&P 500 universe. The stock scorecards on this site score a broader EDGAR universe. Holdings and scores use independent selection criteria and may not overlap.
This is a personal portfolio, not investment advice. Positions shown are real and updated daily. Past performance does not guarantee future results.