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The strategy forms a short portfolio once a quarter (on -100% share)
and holds a long position on S&P500 index (100% share)
to reach a market neutral position

Test results

DT endStrategySP500YearNASDAQ

2015-09-01+8.3%-6.4%-5.8%
2015-12-01+7.1%+5.5%+7.0%
2016-03-01+19.1%-7.1%-10.8%
2016-06-01+13.5%+8.5%+56.6%+8.5%
2016-09-01-8.6%+3.5%+5.4%
2016-12-01+21.6%+1.3%+2.1%
2017-03-01-4.4%+7.5%+9.4%
2017-06-01+9.0%+2.0%+15.9%+6.4%
2017-09-01+3.2%+2.5%+3.7%
2017-12-01+8.6%+7.1%+6.9%
2018-03-01-4.4%+2.5%+5.8%
2018-06-01-4.4%-0.3%+2.4%+2.3%
2018-09-01+9.9%+7.3%+9.0%
2018-12-01+9.8%-4.9%-9.6%
2019-03-01-7.6%+0.9%+2.8%
2019-06-01+15.3%-1.2%+28.5%-1.1%
2019-09-01+16.6%+6.3%+6.8%
2019-12-01+19.8%+7.3%+8.8%
2020-03-01+7.1%-5.9%-1.1%
2020-06-01-22.3%+3.2%+16.3%+10.8%
2020-09-01+13.4%+14.8%+24.1%
2020-12-01-9.0%+3.5%+3.6%
2021-03-01-77.3%+5.2%+8.1%
2021-06-01+49.1%+10.3%-65.1%+4.2%
2021-09-01+18.4%+7.6%+11.0%
2021-12-01+30.6%+1.2%+1.8%
2022-03-01+38.5%-4.9%-11.5%
2022-06-01+30.4%-5.0%+179.1%-12.1%
2022-09-01-4.5%-4.3%-2.2%
2022-12-01+25.0%+2.7%-2.9%
2023-03-01+4.8%-2.1%-0.1%
2023-06-01-112.2%+5.1%-115.3%+12.9%
2023-09-01+24.0%+7.8%+8.5%
2023-12-01+22.2%+1.1%+1.4%
2024-03-01+17.4%+11.8%+13.1%
2024-06-01-142.5%+3.4%-175.7%+5.1%
2024-09-01-26.7%+7.2%+4.7%
2024-12-01-130.5%+6.8%+8.5%
2025-03-01+11.5%-1.9%-1.9%
2025-06-01+16.2%-0.1%-128.9%+1.4%
2025-09-01+1.4%+9.3%+12.3%
2025-12-01-26.4%+6.0%+8.9%
2026-03-01+4.3%+0.4%-3.0%
2026-06-01+8.7%+10.2%-15.4%+19.0%
2026-09-01+10.4%+1.4%-2.2%
2026-10-17+7.0%-0.3%-0.9%

Final-86.4%+263.5%+415.6%

Portfolio (USD) and S&P500 dynamics (%)


Strategy index:0.136

SP500 index:3.635

Strategy return:-86.4%

SP500 return:+263.5%

Annualized Strategy return:-16.1%

Annualized SP500 return:+12.0%


Sharpe ratio:0.3

Volatility:5959.3%

2015 q12015-06-012015-09-01Result
10000VISL36000076320+78.8%
9114AWH31.3531.05+1.0%✓
5824MDWD38.549.42-28.4%
3845ACAD41.2935.91+13.0%✓
2771RARE86.65111.08-28.2%✓
1120RKDA65925104+22.6%
719BTCM196142.7+27.2%
509CETX974.4685.97+29.6%
480VEON153.25111.75+27.1%✓
160NBIX41.7847.05-12.6%✓
158ALNY131.2197.9+25.4%✓
100LNG75.0659.6+20.6%
Short component+14.7%
2015 q22015-09-012015-12-01Result
10000VISL7632043920+42.5%
7528MDWD49.4271.47-44.6%
7365AWH31.0528.2+9.2%✓
3925RARE111.08102.35+7.9%✓
3347ACAD35.9137.51-4.5%✓
1583RKDA51043168+37.9%
839BTCM142.7198.9-39.4%
429VEON111.7585+23.9%✓
364CETX685.97784-14.3%
183NBIX47.0553.25-13.2%✓
109ALNY97.9105.98-8.3%✓
100LNG59.646.72+21.6%
Short component+1.6%
2015 q32015-12-012016-03-01Result
10000MDWD71.4755.44+22.4%
10000VISL4392023198.4+47.2%
6451AWH28.222.65+19.7%✓
3534ACAD37.5119.15+48.9%✓
3317RARE102.3564.7+36.8%✓
3069ASB20.5517.87+13.0%
1916BTCM198.9187.9+5.5%
992RKDA31682256+28.8%
450CETX784551.6+29.6%
361VEON8594-10.6%✓
211NBIX53.2537.48+29.6%✓
130ALNY105.9859.83+43.5%✓
Short component+26.2%
2015 q42016-03-012016-06-01Result
10000AWH22.6518.15+19.9%✓
10000VISL23198.423472-1.2%
8438MDWD55.4452.64+5.1%
4912BTCM187.9170.3+9.4%
1003RKDA22561184+47.5%
428VEON9493.75+0.3%✓
354CETX551.6602-9.1%
143NBIX37.4849.6-32.3%✓
Short component+4.9%
2016 q12016-06-012016-09-01Result
10000AWH18.1520.55-13.2%✓
10000BTCM170.3181.4-6.5%
10000VISL234726360+72.9%
8042MDWD52.6452.99-0.7%
3567ACAD35.5132.1+9.6%✓
528RKDA11841608-35.8%
440VEON93.75104.25-11.2%✓
384CETX6021428-137.2%
261NBIX49.650.12-1.0%✓
161ALNY70.5469.02+2.2%✓
Short component-12.1%
2016 q22016-09-012016-12-01Result
10000AWH20.5518.15+11.7%✓
10000BTCM181.4134+26.1%
10000VISL63604177.2+34.3%
8096MDWD52.9937.45+29.3%
3359ACAD32.126.48+17.5%✓
864CETX14281153.6+19.2%
718RKDA1608904+43.8%
521VEON104.2584.75+18.7%✓
265AGNC19.2118.09+5.8%✓
264NBIX50.1243.22+13.8%✓
185LBRDK71.4270.53+1.2%✓
183LBRDA70.5368.67+2.6%
165ALNY69.0241.58+39.8%✓
Short component+20.3%
2016 q32016-12-012017-03-01Result
10000AWH18.1535.25-94.2%✓
10000BTCM134128.7+4.0%
10000VISL4177.21908+54.3%
6585FWONA30.431.07-2.2%
5734MDWD37.4541.65-11.2%
3455ASB23.1526.5-14.5%
527CETX1153.61134+1.7%
516RKDA904757.28+16.2%
496ACAD26.4836.63-38.3%✓
420VEON84.75103.75-22.4%✓
226NBIX43.2244.77-3.6%✓
169LBRDK70.5385.53-21.3%✓
164LBRDA68.6784.19-22.6%
Short component-11.9%
2016 q42017-03-012017-06-01Result
10000AWH35.2525.95+26.4%✓
10000BTCM128.792.1+28.4%
10000VISL19082280-19.5%
6929FWONK31.8735.2-10.4%✓
6790FWONA31.0733.72-8.5%
6365MDWD41.6548.3-16.0%
3997ASB26.524.25+8.5%
3336RARE88.856.61+36.3%✓
514LBRDK85.5390.13-5.4%✓
512VEON103.7596.75+6.7%✓
506LBRDA84.1989.12-5.9%
456CETX1134999.6+11.9%
438RKDA757.28558.24+26.3%
240NBIX44.7745.09-0.7%✓
231ACAD36.6326.82+26.8%✓
Short component+7.0%
2017 q12017-06-012017-09-01Result
10000AWH25.9519.8+23.7%✓
9346BTCM92.1113.2-22.9%
7097VISL22802172+4.7%
6523AM22.5719.3+14.5%✓
3736NBIX45.0957.01-26.4%✓
3708MDWD48.346.2+4.3%
3676ASB24.2522.15+8.7%
558LBRDK90.13100.49-11.5%✓
552LBRDA89.12100.29-12.5%
460VEON96.75104.75-8.3%✓
363CETX999.6840+16.0%
302RKDA558.24328+41.2%
139FWONK35.238.92-10.6%✓
136FWONA33.7237.62-11.6%
Short component+0.7%
2017 q22017-09-012017-12-01Result
6582BTCM113.298.7+12.8%
6235AM19.318.01+6.7%✓
3756VISL21721980+8.8%
3335ASB22.1525.55-15.3%
2973SAGE8793.02-6.9%✓
2816BGNE75.1881-7.7%
2418MDWD46.234.65+25.0%
811NBIX57.0173.6-29.1%✓
623LBRDK100.4988.83+11.6%✓
621LBRDA100.2987.82+12.4%
498VEON104.75100.25+4.3%✓
311CETX840753.2+10.3%
178RKDA328190.8+41.8%
109ALNY88.91137.31-54.4%✓
Short component+1.4%
2017 q32017-12-012018-03-01Result
5319AM18.0118.56-3.1%✓
3847ASB25.5524.7+3.3%
3302SAGE93.02161.28-73.4%✓
3093BTCM98.7191.8-94.3%
2641VISL19801680+15.2%
2178MDWD34.6529.58+14.6%
1376LBRDK88.8387.21+1.8%✓
1360LBRDA87.8287.05+0.9%
462VEON100.2575.5+24.7%✓
288CETX753.2708.4+5.9%
218VICI19.7819.49+1.5%
179ALNY137.31119.13+13.2%✓
104RKDA190.8190.80.0%
Short component-6.9%
2017 q42018-03-012018-06-01Result
6630SAGE161.28153.38+4.9%✓
4900AM18.5619.57-5.4%✓
4619BTCM191.8194.9-1.6%
4039ASB24.727.85-12.8%
1669VISL1680828+50.7%
1391MDWD29.5846.55-57.4%
1352LBRDK87.2168.7+21.2%✓
1350LBRDA87.0568.27+21.6%
363VEON75.559.75+20.9%✓
267CETX708.4638.4+9.9%
154ACB97.1272.15+25.7%
114ALNY119.13100.65+15.5%✓
102RKDA190.8470-146.3%
Short component-4.1%
2018 q12018-06-012018-09-01Result
6055SAGE153.38164.26-7.1%✓
5754AM19.5716.89+13.7%✓
4752ASB27.8527.25+2.2%
4063BTCM194.9130.4+33.1%
3764MDGL274.42239.21+12.8%✓
2696ASND73.0870.98+2.9%
2201MDWD46.5544.1+5.3%
805VISL828516+37.7%
613LBRDK68.781.09-18.0%✓
609LBRDA68.2781-18.6%
512RKDA470274+41.7%
287CETX638.4462+27.6%
276VEON59.7572.5-21.3%✓
241RARE73.7384.73-14.9%✓
142CGC29.1245.72-57.0%
Short component+2.7%
2018 q22018-09-012018-12-01Result
5445AM16.8914.81+12.3%✓
4647ASB27.2523.17+15.0%
3172MDGL239.21115.65+51.7%✓
2506BTCM130.478.4+39.9%
1725MDWD44.140.39+8.4%
723LBRDK81.0984.85-4.6%✓
722LBRDA8185.13-5.1%
649RKDA274161.2+41.2%
570TLRY65.2102.45-57.1%
560VISL516552-7.0%
341VEON72.568+6.2%✓
218CETX462271.6+41.2%
147CGC45.7233.55+26.6%
143RARE84.7353.67+36.7%✓
130ACB80.1668.64+14.4%
Short component+14.6%
2018 q32018-12-012019-03-01Result
5174AM14.8112.75+13.9%✓
3815ASB23.1723.45-1.2%
1910MDWD40.3936.12+10.6%
1662BTCM78.4156.9-100.1%
774TLRY102.4579.51+22.4%
723LBRDA85.1389.75-5.4%
721LBRDK84.8589.88-5.9%✓
629VISL552516.72+6.4%
600RKDA161.2288.4-78.9%
325VEON6863.5+6.6%✓
173CETX271.6168+38.1%
Short component-8.5%
2018 q42019-03-012019-06-01Result
6126AM12.7512.22+4.2%✓
3844ASB23.4519.81+15.5%
3513BTCM156.998.1+37.5%
1716MDWD36.1230.73+14.9%
1366RKDA288.4206+28.6%
728LBRDK89.8898.15-9.2%✓
727LBRDA89.7597.52-8.7%
634VISL516.72198+61.7%
452TLRY79.5138.01+52.2%
431CRON21.7114.08+35.1%
309VEON63.557.5+9.4%✓
224ASND69.31124.66-79.9%
144ARGX134.59123.63+8.1%
139CETX16863+62.5%
109CGC47.0540.26+14.4%
Short component+16.4%
2019 q12019-06-012019-09-01Result
7643CYCN279190.2+31.8%
3655NKLA10.1310.19-0.6%✓
3213ASB19.8119.24+2.9%
3101FIXX20.2418.91+6.6%
2799BTCM98.192.5+5.7%
1948MDWD30.7322.05+28.2%
1304LBRDK98.15105.44-7.4%✓
1296LBRDA97.52104.75-7.4%
1033RKDA206306-48.5%
284ASND124.66112.03+10.1%
282VEON57.565.25-13.5%✓
257VISL19898.4+50.3%
242CRON14.0811.02+21.7%
158TLRY38.0125.67+32.5%
153AM12.227.11+41.8%✓
Short component+10.3%
2019 q22019-09-012019-12-01Result
7680SAGE171.67154.77+9.8%✓
3677NKLA10.1910.27-0.8%✓
3662FIXX18.9116+15.4%
3614SNES51842976+42.6%
3310BTCM92.595.5-3.2%
3062ASB19.2421.44-11.4%
2112RKDA306198.8+35.0%
1931CYCN190.237+80.5%
1306LBRDK105.44119.49-13.3%✓
1298LBRDA104.75118.31-12.9%
545MRTX81.97100.77-22.9%✓
320VEON65.2566-1.1%✓
209ASND112.03115.18-2.8%
181MDWD22.0520.93+5.1%
135VISL98.432.4+67.1%
Short component+12.5%
2019 q32019-12-012020-03-01Result
6195FIXX16160.0%
3705NKLA10.2710.37-1.0%✓
3419BTCM95.553.9+43.6%
3366ASB21.4416.93+21.0%
1481LBRDK119.49125.89-5.4%✓
1470LBRDA118.31123.68-4.5%
1357SAGE154.7747+69.6%✓
1245RKDA198.8164.8+17.1%
554MRTX100.7789.49+11.2%✓
327VEON6649.5+25.0%✓
195ASND115.18130.38-13.2%
181CETX49.3549.7-0.7%
147MDWD20.9319.39+7.4%
Short component+13.1%
2019 q42020-03-012020-06-01Result
10000FIXX1615.06+5.9%
3887IOVA32.9133.12-0.6%✓
3662NKLA10.3733.99-227.8%✓
2570BTCM53.931.2+42.1%
1562LBRDK125.89136.43-8.4%✓
1535LBRDA123.68134.18-8.5%
1418RKDA164.8147.6+10.4%
1164VIR46.535.35+24.0%✓
1120OCFT108.5140.2-29.2%
905SPCE24.617.52+28.8%✓
856MRTX89.4997.57-9.0%✓
375ASND130.38146.18-12.1%
320CETX49.790.3-81.7%
252VEON49.537.75+23.7%✓
136MRNA25.9362.18-139.8%✓
Short component-25.5%
2020 q12020-06-012020-09-01Result
10000NKLA33.9941-20.6%✓
6018FIXX15.0610.93+27.4%
4191IOVA33.1233.94-2.5%✓
1910BTCM31.233.6-7.7%
1586LBRDK136.43141.58-3.8%✓
1571CETX90.345.15+50.0%
1560LBRDA134.18139.55-4.0%
1522AWH62.143.8+29.5%✓
1379OCFT140.2214.8-53.2%
1364RKDA147.6127.2+13.8%
1194MRTX97.57149.87-53.6%✓
651SPCE17.5217.41+0.6%✓
591ASND146.18144.06+1.5%
435MRNA62.1863.32-1.8%✓
349VIR35.3533.89+4.1%✓
Short component-1.4%
2020 q22020-09-012020-12-01Result
10000NKLA4117.37+57.6%✓
7120APDN7.397.18+2.8%
4819IOVA33.9441.32-21.7%✓
3343UAVS3.032.82+6.9%
3045TGTX25.8628.11-8.7%✓
2903FIXX10.939.82+10.2%
2402BTCM33.627.3+18.8%
1997MRTX149.87234.36-56.4%✓
1994OCFT214.8210.7+1.9%
1898CETX45.1547.25-4.7%
1641LBRDK141.58160.84-13.6%✓
1618LBRDA139.55159.94-14.6%
1352RKDA127.2133.6-5.0%
1250AYRO26.6452.4-96.7%
1128AWH43.872-64.4%✓
Short component-12.5%
2020 q32020-12-012021-03-01Result
10000APDN7.188.66-20.6%
6039KOD130.17134.79-3.5%✓
5802NKLA17.3718.12-4.3%✓
5658IOVA41.3239.47+4.5%✓
3900BTCM27.3248.9-811.7%
3354APLS46.8247.68-1.8%✓
3279UAVS2.828.31-194.7%
3205TGTX28.1145-60.1%✓
2661AYRO52.457.44-9.6%
2601FIXX9.8211.26-14.7%
2472AEI118.4293.4-147.8%
1880LBRDK160.84151.64+5.7%✓
1871LBRDA159.94147.43+7.8%
1742OCFT210.7190.6+9.5%
1425RKDA133.6129.6+3.0%
Short component-82.6%
2020 q42021-03-012021-06-01Result
10000APDN8.665.78+33.3%
10000BOLT3016.61+44.6%
10000BPTS15.9611+31.1%
10000BTCM248.977.8+68.7%
10000IBRX33.317.59+47.2%
10000UAVS8.315.22+37.2%
10000VOR4820.55+57.2%
6413SNSE1712.9+24.1%
6284NKLA18.1215.44+14.8%✓
6085KOD134.7979.22+41.2%✓
5898TGTX4534.46+23.4%✓
5802IOVA39.4718.27+53.7%✓
3909SANA33.2621.13+36.5%
3397BIVI24.4913.94+43.1%
3175RCKT55.7441.73+25.1%
Short component+38.7%
2021 q12021-06-012021-09-01Result
10000BOLT16.6117.36-4.5%
10000BPTS119.02+18.0%
10000TIL17.219.08-10.9%
10000VOR20.5514.82+27.9%
7723SNSE12.910.78+16.4%
7043IBRX17.5911.8+32.9%
6322BTCM77.893.5-20.2%
6270APDN5.785.87-1.6%
5343NKLA15.4410.76+30.3%✓
4069TGTX34.4629.46+14.5%✓
3243KOD79.2296.85-22.3%✓
3121SANA21.1324.72-17.0%
2371UAVS5.223.45+33.9%
2350AWH84.4555.35+34.5%✓
1532APVO26.1518.34+29.9%
Short component+10.8%
2021 q22021-09-012021-12-01Result
10000BOLT17.369.91+42.9%
10000BPTS9.026.3+30.2%
10000TIL19.0821.69-13.7%
10000VOR14.8211.32+23.6%
6580SNSE10.786.74+37.5%
4872IBRX11.86.56+44.4%
4712APDN5.875.44+7.3%
4221KOD96.8587.91+9.2%✓
4012FLGC9.321.93+79.3%
3892SANA24.7217.62+28.7%
3750IOVA24.3117.58+27.7%✓
3688NKLA10.769.5+11.7%✓
3006VERV70.733.31+52.9%
1575SPCE26.7914.86+44.5%✓
1402ASND165.72141.62+14.5%
Short component+29.4%
2021 q32021-12-012022-03-01Result
10000BPTS6.33.17+49.7%
10000HCTI2.321.15+50.4%
10000RIVN115.6961.91+46.5%✓
10000TIL21.6910.22+52.9%
8237VOR11.328.84+21.9%
7388BOLT9.913.49+64.8%
4113SNSE6.743.53+47.6%
3837LAC34.8927.04+22.5%✓
3225NKLA9.57.66+19.4%✓
3218KOD87.918.84+89.9%✓
3054APDN5.442.46+54.8%
2907SANA17.626.03+65.8%
1760ASND141.62108.83+23.2%
998SONX8.414.77+43.3%
981FLGC1.931.95-1.0%
Short component+43.4%
2021 q42022-03-012022-06-01Result
10000BPTS3.171.2+62.1%
10000HCTI1.150.73+36.3%
10000MOVE3.032.28+24.8%
10000TIL10.225.85+42.8%
6491VOR8.844.04+54.3%
3539DWAC95.142.99+54.8%
3222LAC27.0422.54+16.6%✓
2710NKLA7.666.77+11.6%✓
1319FLGC1.950.9+53.8%
1243APDN2.461.29+47.6%
729ASND108.8384.83+22.1%
587BBIG32.9229.25+11.2%
560AEI6.526.88-5.5%
502SONX4.772.63+44.9%
401CETX21.429.91+53.8%
Short component+35.4%
2022 q12022-06-012022-09-01Result
10000BPTS1.20.94+21.7%
10000HCTI0.730.53+27.7%
10000MOVE2.282.72-19.3%
10000TIL5.855.32+9.1%
2964VOR4.045.31-31.4%
2724LAC22.5427.5-22.0%✓
887AEI6.885.4+21.5%
842PLL56.0956.77-1.2%
625APDN1.292.78-115.5%
488BBIG29.2517.8+39.1%
318ASND84.8389.09-5.0%
306SONX2.631.07+59.3%
182CETX9.919.88+0.2%
143AYRO8.326.77+18.7%
137RIVN30.2531.95-5.6%✓
Short component-0.2%
2022 q22022-09-012022-12-01Result
10000BPTS0.940.5+46.9%
10000MOVE2.721.77+34.9%
10000TIL5.321.26+76.3%
8285HCTI0.530.22+59.4%
3976VOR5.314.75+10.5%
3396LAC27.525.2+8.4%✓
3144RUM11.228.86+21.0%
1388APDN2.781.64+41.0%
1231AEI5.44.56+15.6%
882PLL56.7754.97+3.2%
253ASND89.09121.75-36.7%
227BBIG17.813.51+24.1%
217CRSP65.654.34+17.2%✓
203FNV118.38147.26-24.4%
162CETX9.886.24+36.9%
Short component+22.3%
2022 q32022-12-012023-03-01Result
10000BPTS0.50.42+16.3%
8905MOVE1.771.27+28.2%
4356VOR4.755.51-16.0%
3211TIL1.260.76+40.0%
3123HCTI0.220.29-34.9%
3081LAC25.223.88+5.2%✓
950SONX2.42.37+1.3%
927APDN1.641.42+13.4%
847PLL54.9765.95-20.0%
201ASND121.75113.21+7.0%
174CRSP54.3447.72+12.2%✓
171BBIG13.519.41+30.3%
Short component+6.9%
2022 q42023-03-012023-06-01Result
10000BPTS0.422.38-469.9%
7241VOR5.514.74+14.0%
7134MOVE1.271.02+20.1%
4699HCTI0.292.99-931.0%
4563MDGL279.19269.04+3.6%✓
2903LAC23.8820.85+12.7%✓
1125PLL65.9557.1+13.4%
1053SONX2.371.22+48.5%
808APDN1.421.27+10.6%
191ASND113.2187.96+22.3%
135CRSP47.7264.52-35.2%✓
Short component-117.4%
2023 q12023-06-012023-09-01Result
10000BPTS2.381.42+40.3%
6540MOVE1.021.16-14.3%
6294VOR4.742.67+43.7%
5003HCTI2.994.37-46.2%
4282MDGL269.04185.14+31.2%✓
930PLL57.145.14+20.9%
723APDN1.271.28-0.8%
516SONX1.220.97+20.5%
497TGTX27.4210.61+61.3%✓
235CRSP64.5250.53+21.7%✓
139ASND87.9698.27-11.7%
115IKNA6.674.82+27.7%
Short component+16.2%
2023 q22023-09-012023-12-01Result
10000BPTS1.420.68+52.5%
8806MOVE1.160.85+26.7%
7815HCTI4.373.75+14.2%
3549VOR2.671.92+28.1%
2875MDGL185.14213.12-15.1%✓
2767KRYS126.25106.26+15.8%✓
779PLL45.1427.18+39.8%
766APDN1.280.95+25.9%
415SONX0.970.13+86.2%
156ASND98.27104.05-5.9%
151CRSP50.5368.65-35.9%✓
Short component+21.1%
2023 q32023-12-012024-03-01Result
10000BPTS0.680.46+31.9%
7562HCTI3.751.97+47.5%
6771MOVE0.850.57+33.5%
2875NUVL66.287.17-31.7%
550APDN0.950.56+41.0%
434PLL27.1815.43+43.2%
429MDGL213.12251.63-18.1%✓
386HGV36.5845.13-23.4%✓
260CRSP68.6583.75-22.0%✓
166ASND104.05152.47-46.5%
Short component+5.5%
2023 q42024-03-012024-06-01Result
10000BPTS0.468.22-1 687.0%
4733MOVE0.570.38+32.1%
4581HCTI1.970.7+64.5%
4355NUVL87.1765.62+24.7%
3028VOR2.271.35+40.5%
553MDGL251.63236.16+6.1%✓
430APDN0.560.6-6.4%
351CRSP83.7553.74+35.8%✓
245ASND152.47135.1+11.4%
144JBL147.18118.96+19.2%✓
Short component-145.9%
2024 q12024-06-012024-09-01Result
8349BPTS8.228.220.0%
3874KIM19.3623.26-20.1%✓
3851SNES0.753.15-320.3%
3804MOVE0.380.31+18.7%
3518NUVL65.6285.13-29.7%
2364HCTI0.70.7-0.6%
518MDGL236.16247.13-4.6%✓
217ASND135.1138.45-2.5%
171CRSP53.7447.72+11.2%✓
150JBL118.96109.28+8.1%✓
Short component-34.0%
2024 q22024-09-012024-12-01Result
8349BPTS8.228.220.0%
4842NUVL85.1396.68-13.6%
3760KIM23.2625.57-9.9%✓
3226HCTI0.70.69+1.5%
3172MOVE0.315.64-1 707.7%
1495APDN1.910.15+92.0%
543MDGL247.13328.19-32.8%✓
421TGTX23.4934.8-48.1%✓
222ASND138.45136.08+1.7%
158NKLA6.632.01+69.7%✓
135CRSP47.7251.17-7.2%✓
102ARR20.4518.92+7.5%
Short component-137.2%
2024 q32024-12-012025-03-01Result
8349BPTS8.228.220.0%
5588NUVL96.6874.98+22.4%
4371HCTI0.690.45+35.7%
3761KIM25.5722.1+13.6%✓
3447TIL26.9120.1+25.3%
3379MOVE5.644.84+14.2%
730MDGL328.19341.27-4.0%✓
640TGTX34.830.09+13.5%✓
218ASND136.08156.58-15.1%
211APDN0.150.14+6.9%
155CRSP51.1743.92+14.2%✓
153MSTR387.47255.43+34.1%✓
Short component+13.4%
2024 q42025-03-012025-06-01Result
8349BPTS8.228.220.0%
4186NUVL74.9874.61+0.5%
4087HCTI0.450.01+98.2%
3510KIM22.121.26+3.8%✓
3430MOVE4.840.55+88.7%
760MDGL341.27275.26+19.3%✓
549TGTX30.0935.11-16.7%✓
252ASND156.58162.84-4.0%
138MSTR255.43369.06-44.5%✓
112CRSP43.9236.29+17.4%✓
Short component+16.3%
2025 q12025-06-012025-09-01Result
8349BPTS8.228.220.0%
4162NUVL74.6176.58-2.6%
3453TIL26.9527-0.2%
646TGTX35.1129.33+16.5%✓
608MDGL275.26437.85-59.1%✓
262ASND162.84194.27-19.3%
227MSTR369.06334.41+9.4%✓
Short component-7.9%
2025 q22025-09-012025-12-01Result
8349BPTS8.228.220.0%
4875VOR1.977.68-289.8%
4289NUVL76.58106.42-39.0%
3459TIL2711.44+57.6%
983MDGL437.85579.45-32.3%✓
534TGTX29.3331.67-8.0%✓
314ASND194.27210.85-8.5%
223MSTR334.41171.42+48.7%✓
159CRSP51.8352.17-0.7%✓
110MRUS65.8495.94-45.7%
106CRDO123.06171.13-39.1%
Short component-32.4%
2025 q32025-12-012026-03-01Result
8349BPTS8.228.220.0%
6217NUVL106.42101.95+4.2%
1311MDGL579.45432+25.4%✓
579TGTX31.6730.68+3.1%✓
341ASND210.85233.65-10.8%
205NKTR61.1168.98-12.9%✓
167MRUS95.9490+6.2%
161CRSP52.1754.65-4.8%✓
149CRDO171.13112.27+34.4%
133LYEL22.124-8.6%
132MSTR171.42160.58+6.3%✓
Short component+3.9%
2025 q42026-03-012026-06-01Result
8349BPTS8.228.220.0%
5929NUVL101.9593.01+8.8%
2171CYTK63.1973.68-16.6%✓
970MDGL432481.23-11.4%✓
837DNN4.183.43+17.9%
638COHR197.76362.9-83.5%✓
232NKTR68.9863.86+7.4%✓
156MRUS90900.0%
146LYEL2417.15+28.5%
126MSTR160.58149.78+6.7%✓
101LBRDA44.9533.34+25.8%
Short component-1.5%
2026 q12026-06-012026-09-01Result
8349BPTS8.228.220.0%
5351NUVL93.01123.96-33.3%
2490CYTK73.6871.4+3.1%✓
1084MDGL481.23538.71-11.9%✓
639COHR362.9272.03+25.0%✓
362SPCE7.522.91+61.3%✓
214NKTR63.8671.75-12.4%✓
197CRDO226.1206.63+8.6%
156MRUS90900.0%
128HUT132.3877.57+41.4%
119MSTR149.78124.88+16.6%✓
Short component+9.0%
2026 q22026-09-012026-10-20Result
8349BPTS8.228.220.0%
7350NUVL123.96123.960.0%
2421CYTK71.461.95+13.2%✓
1216MDGL538.71449.74+16.5%✓
522IBRX7.879.18-16.6%
241NKTR71.7535.78+50.1%✓
156MRUS90900.0%
154PTGX146.49128.75+12.1%
104MSTR124.88136.83-9.6%✓
Short component+7.3%