FLAG — live sleeve
Ranks 59 large-cap stocks with a machine-learning model that keeps retraining on newer data, then holds the top eight. Live filters keep the inputs clean and cut exposure in bad markets.
Backtest +28.1% (2021–26 OOS, a_k8) · 1.26 · −19.4%·Live −21.63% · -1.07 · −12.54%·Read paper →·Dashboard →
Machine-learning rotation over 59 S&P 500 names. A model retrains on newer data each day and holds the top eight equal-weight, with filters that keep the inputs clean and cut risk in bad markets.
59 S&P 500 names.
Daily at the next open; a name drops out when its rank fades.
Backtest assumes a 5 bps cost on next-open fills and counts turnover. Live fills are paper.
Backtest max drawdown −19.4%. Long-only, unlevered, with a kill-switch on data errors.
| Sleeve | Aug 26 | Sep 26 | Oct 26* | Total | Positive |
|---|---|---|---|---|---|
| Flagship ML Rotation | -1.2 | -9.9 | +6.4 | -5.3% | 33% |
* Current month is partial.
Today, month-to-date, last month, year-to-date and year-over-year returns by sleeve, with day-by-day history.
| Sleeve | Today | Prev day | MTD | Last mo | YTD | YoY |
|---|---|---|---|---|---|---|
| Flagship ML Rotation | +0.12% | +0.59% | +6.40% | −9.90% | — | — |
| S&P 500 | −1.79% | −0.36% | −0.87% | −0.59% | — | — |
Today is live vs the prior close; weekends show — until the next session. MTD/YTD anchor on the prior month/year-end close; YoY needs ~1y of history. The vs S&P 500 view subtracts the benchmark's same-period return.
| Equity | vs S&P 500 | ||
|---|---|---|---|
| 2026-10-30live | $9,473.43 | +0.12% | +1.91pp |
| 2026-10-29 | $9,462.36 | +0.59% | +0.95pp |
| 2026-10-28 | $9,407.04 | −0.03% | −0.37pp |
| 2026-10-27 | $9,409.96 | −0.17% | −0.76pp |
| 2026-10-26 | $9,426.38 | −0.21% | −0.92pp |
| 2026-10-23 | $9,446.30 | +0.25% | +0.80pp |
| 2026-10-22 | $9,422.72 | +0.59% | +1.76pp |
| 2026-10-21 | $9,367.74 | +0.03% | −0.49pp |
| 2026-10-20 | $9,364.54 | +1.28% | +0.95pp |
| 2026-10-19 | $9,246.60 | −1.01% | −1.44pp |
| Symbol | Qty | Value | % | P&L | P&L % |
|---|---|---|---|---|---|
| AAPL | 4.486 | $1,545.97 | 16.3% | +$110.58 | +7.7% |
| AMT | 6.659 | $1,250.39 | 13.2% | +$116.16 | +10.2% |
| AZO | 0.240 | $759.57 | 8.0% | +$37.38 | +5.2% |
| GM | 1.448 | $126.30 | 1.3% | +$16.61 | +15.2% |
| LHX | 0.440 | $122.27 | 1.3% | +$11.72 | +10.6% |
| VRSK | 0.615 | $120.65 | 1.3% | +$6.25 | +5.5% |
| FISV | 2.426 | $120.35 | 1.3% | +$3.68 | +3.1% |
| KLAC | 0.757 | $120.05 | 1.3% | +$8.74 | +7.8% |
| SBAC | 0.636 | $119.67 | 1.3% | +$9.33 | +8.5% |
| PEP | 0.863 | $118.70 | 1.3% | +$4.63 | +4.1% |
| APTV | 2.645 | $116.18 | 1.2% | +$2.30 | +2.0% |
| IBM | 0.451 | $116.05 | 1.2% | +$2.43 | +2.1% |
| SO | 1.219 | $114.28 | 1.2% | +$3.12 | +2.8% |
| SW | 2.641 | $113.80 | 1.2% | +$2.77 | +2.5% |
| MNST | 2.364 | $113.47 | 1.2% | +$3.01 | +2.7% |
| Shown (20) | — | $5,520.46 | 58.3% | +$327.35 | +6.3% |
| Cash | — | $3,952.98 | 41.7% | — | — |
% of equity · P&L unrealized · positions + cash = 100%
20 positions · top 5 = 69% · effective N = 6.4
Gross market value, so both legs of a hedge count. Cash is excluded; P&L in the drill-down is unrealized.
| Time (ET) | Symbol | Side | Qty | Fill | Value | P&L % | P&L $ |
|---|---|---|---|---|---|---|---|
| Oct 29, 9:32 AM | FISV | buy | 2.4259 | $48.09 | $116.67 | — | — |
| Oct 28, 9:30 AM | VRSK | buy | 0.6146 | $186.13 | $114.40 | — | — |
| Oct 28, 9:30 AM | PEP | buy | 0.8634 | $132.12 | $114.07 | — | — |
| Oct 27, 9:30 AM | IBM | buy | 0.4508 | $252.04 | $113.62 | — | — |
| Oct 27, 9:30 AM | GOOGL | buy | 0.3607 | $317.30 | $114.44 | — | — |
| Oct 26, 9:33 AM | APTV | buy | 2.6447 | $43.06 | $113.88 | — | — |
| Oct 23, 9:32 AM | CHTR | buy | 1.0013 | $110.42 | $110.56 | — | — |
| Oct 23, 9:31 AM | SW | buy | 2.641 | $42.04 | $111.03 | — | — |
| Oct 23, 9:30 AM | KLAC | buy | 0.7574 | $146.96 | $111.31 | — | — |
| Oct 23, 9:30 AM | LHX | buy | 0.4404 | $250.99 | $110.54 | — | — |
| Oct 22, 9:33 AM | CBRE | sell | 7.7587 | $131.39 | $1,019.44 | −12.36% | −$143.82 |
| Oct 22, 9:33 AM | A | sell | 8.2414 | $176.96 | $1,458.40 | +18.90% | +$231.87 |
| Oct 22, 9:33 AM | CHTR | sell | 7.9907 | $107.50 | $858.99 | −31.34% | −$392.11 |
| Oct 22, 9:32 AM | MNST | buy | 2.364 | $46.73 | $110.46 | — | — |
| Oct 22, 9:31 AM | SO | buy | 1.2195 | $91.15 | $111.16 | — | — |
Live stats are annualized from daily equity; short windows are noisy. Backtest numbers are from the paper’s full window.