daily manager report·

Daily portfolio update: modest decline, with no trading activity

The simulated US equity portfolio finished the session at $1,000,994.36, down $624.96 (-0.06%).

Period result
-$624.96
-0.06%
Portfolio value
$1,000,994.36
35 positions
Since inception
$994.36
+0.10%
Closing coverage
100%
recorded prices

The combined simulated portfolio closed at $1,000,994.36, losing $624.96 (-0.06%) in the session. It remains ahead by $994.36 (+0.10%) since inception. There were no purchases or exits.

What drove the session

Losses were broader than gains: 23 positions fell and 12 rose, with none unchanged. The weakest contributions came from TRI at -$137.64 (-10.04%), LVWR at -$126.93 (-11.93%) and CNET at -$119.39 (-9.56%).

These falls were partly offset by gains from SGRP of $66.96 (+5.00%), EXFY of $50.57 (+3.87%) and NICE of $46.71 (+3.99%).

Portfolio buckets and market context

Market Dynamics Performance Portfolio closed at $500,394.12, losing $454.71 (-0.09%) in the session, while Trend Performance Portfolio closed at $500,600.24, losing $170.25 (-0.03%). Since inception, the two buckets are ahead by $394.12 and $600.24 respectively.

Major US equity indices also declined from the 2026-08-04 close to the 2026-08-05 close: the S&P 500 changed -0.17%, the NASDAQ Composite -0.83% and the Russell 2000 -0.59%. The CBOE Volatility Index changed -4.18%.

Risk and data coverage

The worst combined intraperiod drawdown was -0.10%, and closing price coverage was 100.00%.

The session’s modest portfolio loss reflected more declining positions than rising ones, with no changes to holdings through trading.

In brief

  • Combined portfolio value: $1,000,994.36; session result: -$624.96 (-0.06%).
  • There were 0 purchases and 0 exits.
  • The worst combined intraperiod drawdown was -0.10%.

Portfolio performance

PortfolioClosePeriodSince inception
Market Dynamics Performance Portfolio$500,394.12-$454.71 · -0.09%$394.12 · +0.08%
Trend Performance Portfolio$500,600.24-$170.25 · -0.03%$600.24 · +0.12%

Strongest contributions

SGRPMarket Dynamics Performance Portfolio$66.96 · +5.00%
EXFYTrend Performance Portfolio$50.57 · +3.87%
NICEMarket Dynamics Performance Portfolio$46.71 · +3.99%
INTAMarket Dynamics Performance Portfolio$33.10 · +2.47%
EFORMarket Dynamics Performance Portfolio$33.06 · +2.49%

Weakest contributions

TRIMarket Dynamics Performance Portfolio-$137.64 · -10.04%
LVWRMarket Dynamics Performance Portfolio-$126.93 · -11.93%
CNETMarket Dynamics Performance Portfolio-$119.39 · -9.56%
DXCMTrend Performance Portfolio-$65.10 · -3.25%
BAXTrend Performance Portfolio-$63.75 · -3.05%

Market backdrop

S&P 500
-0.17%
NASDAQ Composite
-0.83%
Russell 2000
-0.59%
CBOE Volatility Index
-4.18%