The MJ50

A systematic, rules-based equity strategy that holds fifty large-cap US companies and rebalances on a quarterly schedule. This page is a published snapshot of that portfolio: what it owns, how those positions are sized, and how the strategy has performed.

Next scheduled update: —.

Where it stands

Backtested record

Walk-forward, point-in-time: at every rebalance the strategy sees only data available on that date. Figures are gross of fees and taxes and assume quarterly rebalancing.

Ten largest positions

Click any row for company financials and institutional holders. The full book is on the Portfolio page.

What this page is not

This is a static disclosure, not a terminal. Positions are published on a delay, the selection model and signal weightings are not disclosed, and nothing here can be traded from. Prices refresh on a schedule; every other figure changes only when a new snapshot is published.