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Deadlift Index by @levelsio
Today’s Change

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About

A simple, equal-weight basket of 10 major US stocks (Apple, Microsoft, Nvidia, Meta, Amazon; plus Coinbase, Airbnb, Uber, Goldman Sachs, BlackRock) built around a “strong-CEO” theme. Rebalanced quarterly; no momentum or stop-loss rules in this setup.
NutHow it works
It holds 10 big, well-known US companies led by high-profile CEOs (tech, finance, and platform businesses) and splits the money evenly—10% in each stock. It’s checked every quarter and reset back to equal weights. The “deadlift” idea is a leadership theme; this version doesn’t include momentum screens or trailing stop-loss rules.
CheckmarkValue prop
An equal-weight 10-name US equity basket focused on CEO leadership. OOS annualized return: 19.77% vs SPY 15.95%, with higher beta (~1.35) and bigger drawdowns (27.45% vs 18.76%). Strong upside potential, simple quarterly rebalance.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.04
1.53
0.77
0.88
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
76.22%
13.17%
3.07%
6.63%
0.8
153.9%
22.57%
-0.36%
1.13%
0.82
Initial Investment
$10,000.00
Final Value
$25,390.34
Regulatory Fees
$0.68
Total Slippage
$3.95
Invest in this strategy
OOS Start Date
Nov 12, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Thematic, us equities, large-cap growth, tech-heavy, financials exposure, equal-weight, quarterly rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type