YTD+49.01%
SHARPE3.53
VOL (σ)14.0%
AUDIT: 2026-10-08
SAEv20.5
A rules-based index of fundamentally elite equities. Curated for structural resilience, momentum, and risk-adjusted alpha. Updated monthly, rebalanced quarterly.

Macro Telemetry Engine

Master Risk Score
18.15% (HMM: 0.0%, NFCI: 51.9%)
Chicago Fed NFCI
-0.49 (Z: +0.05)
Credit Spread
0.866 (+0.27% from 20-SMA)
Term Structure
0.781 (20d avg: 0.883)

Silo & Sector Positioning

Silo Allocation

Sector Exposure

Active Portfolio Kinematics

Ticker Sector Silo Rank Trend Final_Z Fund_Z Mom_Z
NTAP Technology GRO 1 - 1.043 0.062 2.514
MU Technology GRO 2 - 0.797 1.012 0.475
FTNT Technology GRO 3 - 0.509 -0.216 1.596
DELL Technology GRO 4 - 0.434 0.017 1.061
MET Financial Services GRO 5 - 0.278 0.862 -0.599
META Communication Services GRO 6 - 0.154 -0.193 0.674
SCCO Basic Materials GRO 7 - 0.109 0.466 -0.425
ASML Technology GRO 8 - 0.104 0.008 0.248
ANET Technology GRO 9 - 0.095 -0.418 0.864
STLD Basic Materials GRO 10 - 0.069 0.601 -0.729
GEV Industrials GRO 11 - -0.031 -0.347 0.441
ROK Industrials GRO 12 - -0.080 0.098 -0.347
CNC Healthcare GRO 13 - -0.088 0.391 -0.807
PANW Technology GRO 14 - -0.104 -1.203 1.544
LLY Healthcare GRO 15 - -0.127 0.082 -0.440
EXPE Consumer Cyclical GRO 16 - -0.155 0.509 -1.151
AIZ Financial Services GRO 17 - -0.235 0.313 -1.055
NTRS Financial Services GRO 18 - -0.589 0.208 -1.785
PHYS Financial Services FND 1 - 99.900 -0.548 -0.920
PSX Energy FND 2 - 0.779 -0.042 2.010
APA Energy FND 3 - 0.652 0.506 0.871
FMX Consumer Defensive FND 4 - 0.571 0.637 0.473
MFC Financial Services FND 5 - 0.520 1.338 -0.707
CSCO Technology FND 6 - 0.459 -0.653 2.128
ESS Real Estate FND 7 - 0.297 0.565 -0.105
ABBV Healthcare FND 8 - 0.189 -0.519 1.250
SAP Technology FND 9 - 0.041 -0.230 0.447
ADP Technology FND 10 - -0.074 -0.180 0.086
ADM Consumer Defensive FND 11 - -0.282 0.233 -1.056
CDW Technology FND 12 - -0.315 -0.150 -0.562
GRMN Technology FND 13 - -0.432 -0.472 -0.372
CNI Industrials FND 14 - -0.444 -0.228 -0.767
DOC Real Estate FND 15 - -0.596 0.379 -2.059
CCEP Consumer Defensive FND 16 - -0.040 -0.129 0.092
MMM Industrials FND 17 - -0.077 -0.186 0.086