Quark Ensemble Model
Forward-prospective model record · Inception — · Universe: US large-cap equity + defensives
Cumulative Return
—
since inception
S&P 500 (same window)
—
benchmark
Differential
—
model − benchmark
Max Drawdown
—
peak-to-trough
Sharpe (ann.)
—
risk-free 4.5%
Performance vs S&P 500
Model
S&P 500
—
—
Posture—
Holdings—
Best day—
Worst day—
Trading days—
The model's posture in this regime is described above.
Posture and weights are model output applied to the firm's tracked record.
They are not a recommendation for your portfolio.
Target Allocation
| Ticker | Target % | Current % | Δ to target |
|---|---|---|---|
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Recent Rebalance Activity
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Important disclosures. Quark Research is a publisher of market commentary and model outputs. The
performance shown is the firm's own tracked record of the strategy operated against live market data. No
client capital was deployed during the tracked period; all returns are the result of model output applied
to a forward-prospective paper book held internally by the firm. Hypothetical performance has inherent limitations
and does not reflect the impact of actual trading, liquidity constraints, or the market conditions that would have
applied to real transactions. Past or simulated performance is not a guarantee or indication of future results.
Investment involves risk of loss. This material is for informational purposes only and is not personalized
investment advice, a recommendation, or a solicitation of an offer to buy or sell securities or investment services.
See disclaimer, terms, and privacy for full disclosures.