live track record on Dub · more about Lionshare · 6-year backtest· FAQs
Every Monday I publish a full stock portfolio I run with my own money, every position with its exact weight and stop. The complete record is public on Dub
This week’s summary
Stance, defensive
Positions, 26
Added, 7
Removed, 6
Cash, 70.0%
The setup this week
The portfolio holds 70% in cash for a third week. The market has drifted sideways since late August with a thin group of names leading, and that is what puts the system into its defensive setting. Friday’s close gave it no reason to come out.
Across the six years of backtesting, the system sat out about six weeks in a typical year, and those weeks tended to arrive in runs. Three in a row is ordinary behaviour for it so I am running the rules as published.
The index is still holding over its 50-day and 200-day averages, and just over half of all stocks trade above their own long-term trend. The system is watching whether more stocks go up than down on a given day, and more of them are going down.
The scoring itself did not shift meaningfully this week. The stock side still turned over, because cash is fixed and every name carries the same weight, so the changes land as names on and off the list and a fresh set of stops.
Below the line, paid subscribers get the full list, every position with its weight and stop.
