Monthly rebalanceInception Aug 22, 2026
Monthly Combined Portfolio
Two monthly value sleeves plus a rolling three-month Small/Mid sleeve.
Total return+377.84%
Avg. annual+35.17%5 full years
CAGR+31.80%Since inception
Performance vs. S&P 500
Sep 4, 2026Active holdings
| Ticker | Company | Cohort | Entry | Entry px | Weight | Return |
|---|---|---|---|---|---|---|
| BZ | Kanzhun Ltd | 2026-09 | Sep 1, 2026 | $17.55 | 2.2% | — |
| VEL | Velocity Financial Inc | 2026-09, 2026-09 | Sep 1, 2026 | $17.93 | 8.3% | +0.45% |
| RGA | Reinsurance Group of America Inc | 2026-09, 2026-09 | Sep 1, 2026 | $247.72 | 8.3% | -0.88% |
| QLYS | Qualys Inc | 2026-07, 2026-08, 2026-09 | Jul 1, 2026 | $155.07 | 24.4% | +20.63% |
| PAGS | PagSeguro Digital Ltd | 2026-09 | Sep 1, 2026 | $9.14 | 8.3% | -2.74% |
| HCI | HCI Group Inc | 2026-09 | Sep 1, 2026 | $187.86 | 2.2% | — |
| OZK | Bank OZK | 2026-09 | Sep 1, 2026 | $48.38 | 8.3% | +2.11% |
| NMIH | NMI Holdings Inc | 2026-09 | Sep 1, 2026 | $44.27 | 8.3% | +1.22% |
| SYF | Synchrony Financial | 2026-09 | Sep 1, 2026 | $76.62 | 8.3% | +1.87% |
| SII | Sprott Inc | 2026-09 | Sep 1, 2026 | $127.07 | 2.2% | — |
| HLNE | Hamilton Lane Inc | 2026-09 | Sep 1, 2026 | $102.99 | 2.2% | — |
| KB | KB Financial Group Inc | 2026-09 | Sep 1, 2026 | $124.64 | 8.3% | -0.39% |
| SLM | SLM Corp | 2026-09 | Sep 1, 2026 | $25.77 | 8.3% | +2.48% |
Closed positions
Rotated out
| Ticker | Company | Cohort | Entry | Entry px | Weight | Return |
|---|---|---|---|---|---|---|
| AGO | Assured Guaranty Ltd | 2024-04, 2024-04, 2024-05, 2024-06, 2024-07, 2024-08, 2025-09, 2025-10, 2025-12, 2026-02, 2026-03, 2026-04, 2026-05, 2026-06, 2026-07, 2026-07, 2026-08, 2026-08 | Apr 1, 2024 | $82.00 | — | — |
| VEL | Velocity Financial Inc | 2026-04, 2026-05, 2026-06, 2026-07, 2026-07, 2026-08 | Apr 1, 2026 | $18.26 | — | — |
| PAGS | PagSeguro Digital Ltd | 2025-02, 2025-02, 2025-09, 2026-06, 2026-07, 2026-08, 2026-08 | Feb 1, 2025 | $8.80 | — | — |
| RGA | Reinsurance Group of America Inc | 2026-06, 2026-07, 2026-07, 2026-08 | Jun 1, 2026 | $216.72 | — | — |
| OZK | Bank OZK | 2024-08, 2024-09, 2024-10, 2024-11, 2024-12, 2025-02, 2026-08 | Aug 1, 2024 | $46.53 | — | — |
| NMIH | NMI Holdings Inc | 2026-05, 2026-05, 2026-06, 2026-07, 2026-08 | May 1, 2026 | $39.05 | — | — |
| WAL | Western Alliance Bancorp | 2023-06, 2023-09, 2026-05, 2026-06, 2026-08 | Jun 1, 2023 | $65.01 | — | — |
| KB | KB Financial Group Inc | 2021-04, 2021-05, 2021-06, 2021-07, 2021-08, 2021-09, 2021-10, 2021-11, 2021-12, 2022-01, 2022-02, 2022-03, 2022-04, 2022-05, 2023-05, 2023-06, 2023-07, 2023-08, 2023-09, 2023-10, 2023-11, 2023-12, 2024-01, 2024-02, 2024-03, 2024-04, 2024-05, 2024-06, 2024-07, 2024-08, 2024-09, 2024-10, 2024-11, 2025-04, 2025-05, 2025-09, 2025-10, 2025-11, 2026-07, 2026-08 | Apr 1, 2021 | $54.26 | — | — |
| ACGL | Arch Capital Group Ltd | 2021-02, 2021-03, 2021-03, 2021-05, 2021-09, 2021-11, 2022-01, 2022-02, 2022-03, 2023-10, 2026-07 | Feb 1, 2021 | $49.31 | — | — |
| QLYS | Qualys Inc | 2021-02, 2022-07, 2022-09, 2023-02, 2023-03, 2023-04, 2023-06, 2023-07, 2023-08, 2023-09, 2023-10, 2023-12, 2024-01, 2024-02, 2024-08, 2024-10, 2024-12, 2025-02, 2026-06 | Feb 1, 2021 | $144.24 | — | — |
| FCNCA | First Citizens BancShares Inc | 2023-06, 2023-06, 2023-07, 2023-07, 2023-08, 2023-08, 2023-09, 2023-10, 2023-10, 2023-11, 2023-12, 2024-01, 2024-01, 2024-02, 2024-02, 2024-03, 2024-03, 2024-04, 2024-09, 2024-11, 2024-12, 2026-06 | Jun 1, 2023 | $1,530 | — | — |
| UNTY | Unity Bancorp Inc | 2024-01, 2024-02, 2026-05, 2026-06 | Jan 1, 2024 | $41.23 | — | — |
| NBN | Northeast Bank | 2021-05, 2021-06, 2021-07, 2021-08, 2021-09, 2021-10, 2022-01, 2022-02, 2022-05, 2023-11, 2024-06, 2024-07, 2026-06 | May 1, 2021 | $44.92 | — | — |
| NRIM | Northrim BanCorp Inc | 2023-11, 2026-06 | Nov 1, 2023 | $32.79 | — | — |
| FINV | FinVolution Group | 2021-11, 2026-05 | Nov 1, 2021 | $5.66 | — | — |
| WT | WisdomTree Inc | 2026-05 | May 1, 2026 | $16.62 | — | — |
| HMC | Honda Motor Co Ltd | 2024-07, 2024-08, 2024-09, 2024-10, 2024-11, 2024-12, 2025-01, 2025-02, 2025-03, 2025-04, 2025-05, 2025-06, 2025-07, 2025-08, 2025-09, 2025-10, 2025-11, 2025-12, 2026-01, 2026-02, 2026-03, 2026-04, 2026-05 | Jul 1, 2024 | $29.59 | — | — |
| SLM | SLM Corp | 2022-01, 2025-01, 2026-05 | Jan 1, 2022 | $23.31 | — | — |
| ABG | Asbury Automotive Group Inc | 2026-03, 2026-05 | Mar 1, 2026 | $208.39 | — | — |
| USLM | United States Lime & Minerals Inc | 2026-04 | Apr 1, 2026 | $135.81 | — | — |
| AGM.A | Federal Agricultural Mortgage Corp | 2024-11, 2025-10, 2026-03, 2026-04 | Nov 1, 2024 | $128.56 | — | — |
| ESNT | Essent Group Ltd | 2026-04 | Apr 1, 2026 | $58.25 | — | — |
| CMRE | Costamare Inc | 2023-05, 2023-06, 2023-07, 2023-07, 2023-08, 2023-08, 2023-09, 2023-10, 2023-11, 2023-12, 2023-12, 2024-01, 2024-01, 2024-02, 2024-02, 2024-03, 2024-03, 2024-04, 2024-04, 2024-05, 2024-05, 2024-06, 2024-06, 2024-07, 2024-08, 2024-09, 2024-10, 2024-10, 2024-11, 2024-12, 2025-01, 2025-02, 2025-03, 2025-04, 2025-05, 2025-06, 2025-07, 2025-08, 2025-09, 2025-10, 2025-11, 2025-12, 2026-01, 2026-02, 2026-03 | May 1, 2023 | $11.97 | — | — |
| TMHC | Taylor Morrison Home Corp | 2023-03, 2023-03, 2023-04, 2023-05, 2025-11, 2025-12, 2026-01, 2026-02 | Mar 1, 2023 | $49.36 | — | — |
| BLX | Banco Latinoamericano de Comercio Exterior SA | 2024-05, 2024-05, 2024-06, 2024-06, 2024-07, 2024-08, 2024-08, 2024-09, 2024-09, 2024-10, 2024-10, 2024-11, 2024-12, 2024-12, 2025-01, 2025-02, 2025-02, 2025-08, 2025-11, 2025-12, 2026-01, 2026-02 | May 1, 2024 | $34.93 | — | — |
| KBH | KB Home | 2023-02, 2023-02, 2023-03, 2023-04, 2023-05, 2025-06, 2025-07, 2025-08, 2026-01 | Feb 1, 2023 | $46.37 | — | — |
| MHO | M/I Homes Inc | 2022-03, 2022-04, 2022-05, 2022-06, 2022-06, 2022-07, 2022-08, 2022-08, 2022-09, 2022-10, 2022-11, 2022-11, 2022-12, 2022-12, 2023-01, 2023-01, 2023-02, 2023-02, 2023-03, 2023-03, 2023-04, 2023-04, 2023-05, 2023-05, 2023-06, 2023-09, 2025-03, 2025-04, 2025-05, 2025-06, 2025-07, 2025-08 | Mar 1, 2022 | $64.72 | — | — |
| TPH | Tri Pointe Homes Inc | 2024-12, 2025-03, 2025-04, 2025-06, 2025-07 | Dec 1, 2024 | $34.07 | — | — |
| MBIN | Merchants Bancorp | 2025-05 | May 1, 2025 | $30.72 | — | — |
| JPM | JPMorgan Chase & Co | 2025-03 | Mar 1, 2025 | $264.65 | — | — |
| LOPE | Grand Canyon Education Inc | 2024-03, 2024-04, 2024-05, 2024-06, 2024-08, 2024-12, 2025-01, 2025-02 | Mar 1, 2024 | $150.34 | — | — |
| EG | Everest Group Ltd | 2024-11, 2024-12, 2025-01, 2025-02 | Nov 1, 2024 | $362.13 | — | — |
| BBVA | Banco Bilbao Vizcaya Argentaria SA | 2024-12, 2025-01, 2025-02 | Dec 1, 2024 | $10.17 | — | — |
| TM | Toyota Motor Corp | 2025-01, 2025-02 | Jan 1, 2025 | $191.77 | — | — |
| SYF | Synchrony Financial | 2024-03, 2024-05, 2024-07, 2024-09, 2024-10, 2025-01 | Mar 1, 2024 | $49.57 | — | — |
| DFS | Discover Financial Services | 2025-01 | Jan 1, 2025 | $173.23 | — | — |
| CCS | Century Communities Inc | 2022-03, 2022-04, 2022-05, 2022-06, 2022-06, 2022-07, 2022-08, 2022-08, 2022-09, 2022-10, 2022-11, 2022-12, 2022-12, 2023-01, 2023-01, 2023-02, 2023-02, 2023-03, 2023-03, 2023-04, 2023-04, 2025-01 | Mar 1, 2022 | $55.13 | — | — |
| NECB | NorthEast Community Bancorp Inc | 2024-06, 2024-07, 2024-08, 2024-09, 2024-10, 2024-11, 2024-12 | Jun 1, 2024 | $22.93 | — | — |
| IDCC | InterDigital Inc | 2024-03, 2024-06, 2024-07, 2024-08, 2024-09, 2024-10, 2024-11 | Mar 1, 2024 | $131.61 | — | — |
| ALSN | Allison Transmission Holdings Inc | 2023-08, 2023-09, 2023-10, 2024-01, 2024-02, 2024-03, 2024-04, 2024-05, 2024-11 | Aug 1, 2023 | $70.73 | — | — |
| CUBI | Customers Bancorp Inc | 2021-09, 2022-07, 2022-08, 2022-08, 2022-11, 2024-07, 2024-10, 2024-11 | Sep 1, 2021 | $40.20 | — | — |
| JKS | JinkoSolar Holding Co Ltd | 2023-09, 2023-10, 2023-11, 2023-12, 2023-12, 2024-01, 2024-01, 2024-02, 2024-03, 2024-04, 2024-05, 2024-06, 2024-06, 2024-07, 2024-08, 2024-09 | Sep 1, 2023 | $28.73 | — | — |
| PAX | Patria Investments Ltd | 2024-08 | Aug 1, 2024 | $11.99 | — | — |
| VINP | Vinci Partners Investments Ltd | 2024-05, 2024-07, 2024-08 | May 1, 2024 | $10.89 | — | — |
| IOR | Income Opportunity Realty Investors Inc | 2024-04, 2024-05, 2024-08 | Apr 1, 2024 | $17.41 | — | — |
| CROX | Crocs Inc | 2024-03, 2024-04, 2024-05 | Mar 1, 2024 | $131.37 | — | — |
| CIB | BanColombia SA | 2023-08, 2023-09, 2023-10, 2023-11, 2023-12, 2024-01, 2024-02, 2024-03, 2024-04, 2024-04, 2024-05 | Aug 1, 2023 | $30.44 | — | — |
| FUTU | Futu Holdings Ltd | 2024-03 | Mar 1, 2024 | $55.57 | — | — |
| PFBC | Preferred Bank | 2024-02, 2024-03 | Feb 1, 2024 | $71.39 | — | — |
| ALB | Albemarle Corp | 2024-03 | Mar 1, 2024 | $142.80 | — | — |
| NSSC | NAPCO Security Technologies Inc | 2023-12, 2024-01, 2024-02 | Dec 1, 2023 | $33.74 | — | — |
| SMMF | Summit Financial Group Inc | 2022-07, 2023-06, 2023-07, 2023-09, 2023-12, 2024-02 | Jul 1, 2022 | $24.30 | — | — |
| MNSB | MainStreet Bancshares Inc | 2023-12, 2024-01 | Dec 1, 2023 | $23.35 | — | — |
| UVSP | Univest Financial Corp | 2023-12 | Dec 1, 2023 | $19.67 | — | — |
| FBIZ | First Business Financial Services Inc | 2023-11 | Nov 1, 2023 | $31.08 | — | — |
| HIBB | Hibbett Inc | 2023-09, 2023-10, 2023-11 | Sep 1, 2023 | $46.88 | — | — |
| TCN | Tricon Residential Inc | 2023-04, 2023-05, 2023-05, 2023-06, 2023-06, 2023-07, 2023-07, 2023-08, 2023-08, 2023-11 | Apr 1, 2023 | $8.28 | — | — |
| TOL | Toll Brothers Inc | 2021-01, 2021-02, 2022-01, 2022-06, 2023-01, 2023-09 | Jan 1, 2021 | $58.50 | — | — |
| UAN | CVR Partners LP | 2023-08 | Aug 1, 2023 | $86.09 | — | — |
| OPBK | OP Bancorp | 2022-04, 2022-09, 2023-08 | Apr 1, 2022 | $11.86 | — | — |
| FGBI | First Guaranty Bancshares Inc | 2023-08 | Aug 1, 2023 | $12.50 | — | — |
| ATKR | Atkore Inc | 2023-07 | Jul 1, 2023 | $155.94 | — | — |
| EXP | Eagle Materials Inc | 2022-06, 2022-08, 2022-11, 2022-12, 2023-01, 2023-02, 2023-04, 2023-05, 2023-06, 2023-07 | Jun 1, 2022 | $144.17 | — | — |
| DCOM | Dime Community Bancshares Inc | 2023-06, 2023-07 | Jun 1, 2023 | $17.04 | — | — |
| CNOB | ConnectOne Bancorp Inc | 2023-07 | Jul 1, 2023 | $16.59 | — | — |
| MATX | Matson Inc | 2022-11, 2022-12, 2023-01, 2023-02, 2023-02, 2023-03, 2023-03, 2023-04, 2023-05, 2023-05 | Nov 1, 2022 | $66.46 | — | — |
| FRC | First Republic Bank | 2023-04 | Apr 1, 2023 | $13.99 | — | — |
| MTH | Meritage Homes Corp | 2022-02, 2022-04, 2022-06, 2022-06, 2022-07, 2022-08, 2022-08, 2022-09, 2022-10, 2022-11, 2022-11, 2022-12, 2023-01, 2023-02, 2023-03, 2023-04 | Feb 1, 2022 | $88.60 | — | — |
| PKX | POSCO Holdings Inc | 2022-05, 2022-06, 2022-07, 2022-08, 2022-09, 2022-10, 2022-11, 2022-12, 2023-01, 2023-02 | May 1, 2022 | $50.69 | — | — |
| MDC | M.D.C. Holdings Inc | 2022-08, 2022-09, 2022-10, 2022-11, 2022-11, 2022-12, 2023-01 | Aug 1, 2022 | $31.35 | — | — |
| PHM | PulteGroup Inc | 2023-01 | Jan 1, 2023 | $45.53 | — | — |
| SHG | Shinhan Financial Group Co Ltd | 2021-04, 2022-12 | Apr 1, 2021 | $31.05 | — | — |
| HZO | MarineMax Inc | 2022-12 | Dec 1, 2022 | $32.00 | — | — |
| LPX | Louisiana-Pacific Corp | 2021-06, 2021-09, 2021-10, 2021-12, 2022-01, 2022-06, 2022-08, 2022-11 | Jun 1, 2021 | $66.20 | — | — |
| WIRE | Encore Wire Corp | 2022-04, 2022-06, 2022-09 | Apr 1, 2022 | $124.34 | — | — |
| CMC | Commercial Metals Co | 2022-04, 2022-05, 2022-09 | Apr 1, 2022 | $40.51 | — | — |
| WLK | Westlake Corp | 2022-09 | Sep 1, 2022 | $96.24 | — | — |
| CCNE | CNB Financial Corp | 2021-10, 2021-11, 2021-12, 2022-09 | Oct 1, 2021 | $25.86 | — | — |
| MSB | Mesabi Trust | 2022-06, 2022-08 | Jun 1, 2022 | $28.09 | — | — |
| VCTR | Victory Capital Holdings Inc | 2021-04, 2022-06, 2022-08 | Apr 1, 2021 | $27.36 | — | — |
| CGNX | Cognex Corp | 2022-08 | Aug 1, 2022 | $50.53 | — | — |
| CRMT | America's Car-Mart Inc | 2021-01, 2021-02, 2022-07 | Jan 1, 2021 | $110.10 | — | — |
| SMBC | Southern Missouri Bancorp Inc | 2021-12, 2022-02, 2022-07 | Dec 1, 2021 | $51.49 | — | — |
| PLAB | Photronics Inc | 2022-07 | Jul 1, 2022 | $18.09 | — | — |
| SNEX | StoneX Group Inc | 2021-01, 2021-02, 2021-03, 2021-03, 2021-04, 2022-07 | Jan 1, 2021 | $63.45 | — | — |
| BIG | Big Lots Inc | 2021-01, 2021-02, 2021-03, 2021-04, 2021-05, 2021-06, 2021-07, 2021-08, 2021-10, 2022-03, 2022-06 | Jan 1, 2021 | $53.06 | — | — |
| WFG | West Fraser Timber Co.Ltd | 2021-09, 2021-10, 2021-12, 2022-05, 2022-06 | Sep 1, 2021 | $83.89 | — | — |
| VWTR | Vidler Water Resources Inc | 2022-05 | May 1, 2022 | $15.74 | — | — |
| ELP | Cia Paranaense De Energia Copel | 2021-05, 2021-06, 2021-07, 2021-08, 2021-09, 2021-10, 2021-11, 2021-12, 2022-01, 2022-02, 2022-03, 2022-05 | May 1, 2021 | $5.99 | — | — |
| PKBK | Parke Bancorp Inc | 2021-04, 2021-05, 2021-06, 2021-09, 2021-10, 2021-11, 2022-02, 2022-03, 2022-04, 2022-05 | Apr 1, 2021 | $22.39 | — | — |
| BCC | Boise Cascade Co | 2022-03, 2022-05 | Mar 1, 2022 | $77.71 | — | — |
| BIO | Bio-Rad Laboratories Inc | 2022-05 | May 1, 2022 | $512.06 | — | — |
| SID | Companhia Siderurgica Nacional | 2022-04 | Apr 1, 2022 | $5.58 | — | — |
| BCV | Bancroft Fund Ltd | 2022-04 | Apr 1, 2022 | $22.87 | — | — |
| FL | Foot Locker Inc | 2022-04 | Apr 1, 2022 | $29.42 | — | — |
| CINF | Cincinnati Financial Corp | 2022-03 | Mar 1, 2022 | $120.05 | — | — |
| SSBI | Summit State Bank | 2022-02, 2022-03 | Feb 1, 2022 | $16.25 | — | — |
| SC | Santander Consumer USA Holdings Inc | 2021-09, 2021-10, 2021-11, 2021-12, 2022-01, 2022-02 | Sep 1, 2021 | $41.64 | — | — |
| GS | Goldman Sachs Group Inc | 2021-09, 2021-11, 2022-01, 2022-02 | Sep 1, 2021 | $394.24 | — | — |
| LEN | Lennar Corp | 2021-01, 2021-12, 2022-01 | Jan 1, 2021 | $92.86 | — | — |
| ALL | Allstate Corp | 2021-11, 2021-12, 2022-01 | Nov 1, 2021 | $116.10 | — | — |
| HLI | Houlihan Lokey Inc | 2021-04, 2021-06, 2021-07, 2021-08, 2021-09, 2021-10, 2021-11, 2021-12 | Apr 1, 2021 | $89.98 | — | — |
| RM | Regional Management Corp | 2021-12 | Dec 1, 2021 | $54.30 | — | — |
| QIWI | QIWI PLC | 2021-12 | Dec 1, 2021 | $8.54 | — | — |
| GHL | Greenhill & Co Inc | 2021-12 | Dec 1, 2021 | $17.43 | — | — |
| SFST | Southern First Bancshares Inc | 2021-12 | Dec 1, 2021 | $59.16 | — | — |
| AEL | American Equity Investment Life Holding Co | 2021-03, 2021-04, 2021-05, 2021-06, 2021-07, 2021-08, 2021-09, 2021-10, 2021-11 | Mar 1, 2021 | $31.45 | — | — |
| FSBW | FS Bancorp Inc | 2021-04, 2021-06, 2021-07, 2021-10, 2021-11 | Apr 1, 2021 | $55.87 | — | — |
| FSFG | First Savings Financial Group Inc | 2021-04, 2021-06, 2021-07, 2021-08, 2021-09, 2021-10 | Apr 1, 2021 | $67.16 | — | — |
| GNSS | Genasys Inc | 2021-08 | Aug 1, 2021 | $5.60 | — | — |
| AZPN | Aspen Technology Inc | 2021-02, 2021-07, 2021-08 | Feb 1, 2021 | $140.57 | — | — |
| UBOH | United Bancshares Inc | 2021-04, 2021-05, 2021-06, 2021-07, 2021-08 | Apr 1, 2021 | $31.39 | — | — |
| QCRH | QCR Holdings Inc | 2021-08 | Aug 1, 2021 | $49.09 | — | — |
| APT | Alpha Pro Tech Ltd | 2021-07, 2021-08 | Jul 1, 2021 | $10.27 | — | — |
| NNI | Nelnet Inc | 2021-04, 2021-05, 2021-06, 2021-07, 2021-08 | Apr 1, 2021 | $75.07 | — | — |
| STMP | Stamps.com Inc | 2021-02, 2021-05, 2021-07 | Feb 1, 2021 | $214.90 | — | — |
| BTG | B2Gold Corp | 2021-06 | Jun 1, 2021 | $5.14 | — | — |
| GCBC | Greene County Bancorp Inc | 2021-05 | May 1, 2021 | $25.41 | — | — |
| DHI | D.R. Horton Inc | 2021-02, 2021-03 | Feb 1, 2021 | $77.37 | — | — |
| TKC | Turkcell Iletisim Hizmetleri AS | 2021-03 | Mar 1, 2021 | $5.56 | — | — |
| PFSI | PennyMac Financial Services Inc | 2021-01, 2021-03 | Jan 1, 2021 | $63.56 | — | — |
| INS | Intelligent Systems Corp | 2021-02 | Feb 1, 2021 | $41.28 | — | — |
| ENVA | Enova International Inc | 2021-01, 2021-02 | Jan 1, 2021 | $23.82 | — | — |