daily manager report·

Simulated portfolio declines in the session

A reconciled account of the completed simulated portfolio record, written directly from its validated evidence ledger.

Period result
-$5,257.68
-0.53%
Portfolio value
$989,412.72
238 positions
Since inception
-$10,587.28
-1.06%
Closing coverage
100%
recorded prices
Closing valuation note. 1 of 238 holdings did not have a current-session price. Their latest validated prices were retained, so the report reflects what was known at the close without treating coverage as complete. Affected holdings: BRNS.

The combined simulated portfolio closed at $989,412.72, losing $5,257.68 (-0.53%) for the period. Since inception it is behind by $10,587.28 (-1.06%).

Portfolio result

Across the two buckets, 60 positions rose, 170 fell and 8 were unchanged during the period.

Market Dynamics Performance Portfolio closed at $491,649.52, losing $3,033.64 (-0.61%) during the period and -$8,350.48 since inception.

Trend Performance Portfolio closed at $497,763.19, losing $2,224.04 (-0.44%) during the period and -$2,236.81 since inception.

Risk and valuation basis

The worst combined intraperiod drawdown was -0.53%; the closing price coverage was 99.58%. 1 of 238 holdings did not have a current-session price and were valued at their latest validated prices: BRNS.

Activity and contributors

There were 0 purchases and 0 exits. Purchases totalled $0.00 and exits totalled $0.00.

The leading position contributions were CBAT $237.09 (+13.18%); SRFM $185.55 (+13.27%); KBSX $149.19 (+11.79%).

The weakest position contributions were REAX -$1,234.67 (-11.87%); PMVP -$205.97 (-8.91%); ORBS -$188.08 (-9.09%).

Market context

S&P 500 changed -0.75% from its 2026-09-22 close to its 2026-09-23 close.

NASDAQ Composite changed -1.13% from its 2026-09-22 close to its 2026-09-23 close.

Russell 2000 changed -1.77% from its 2026-09-22 close to its 2026-09-23 close.

The completed record is presented without adding a forecast, recommendation or unsupported explanation.

In brief

  • The combined simulated portfolio closed at $989,412.72, losing $5,257.68 (-0.53%) for the period. Since inception it is behind by $10,587.28 (-1.06%).
  • The worst combined intraperiod drawdown was -0.53%; the closing price coverage was 99.58%. 1 of 238 holdings did not have a current-session price and were valued at their latest validated prices: BRNS.
  • There were 0 purchases and 0 exits. Purchases totalled $0.00 and exits totalled $0.00.
Performance tear sheet · Preliminary

Risk and return through the report close

37 complete daily valuations through Wednesday 23 September 2026. Metrics appear when there is enough history.

Total return
-1.06%
Annualised return
-6.99%
Annualised volatility
6.14%
Maximum drawdown
-3.02%
Sharpe ratio
-1.15
Sortino ratio
-1.63
QuantStats 0.0.81 · recorded closing portfolio values.

Portfolio performance

PortfolioClosePeriodSince inception
Market Dynamics Performance Portfolio$491,649.52-$3,033.64 · -0.61%-$8,350.48 · -1.67%
Trend Performance Portfolio$497,763.19-$2,224.04 · -0.44%-$2,236.81 · -0.45%

Strongest contributions

CBATMarket Dynamics Performance Portfolio$237.09 · +13.18%
SRFMMarket Dynamics Performance Portfolio$185.55 · +13.27%
KBSXMarket Dynamics Performance Portfolio$149.19 · +11.79%
DHMarket Dynamics Performance Portfolio$144.17 · +13.48%
VRMEMarket Dynamics Performance Portfolio$116.54 · +10.68%

Weakest contributions

REAXMarket Dynamics Performance Portfolio-$1,234.67 · -11.87%
PMVPMarket Dynamics Performance Portfolio-$205.97 · -8.91%
ORBSMarket Dynamics Performance Portfolio-$188.08 · -9.09%
MNTKTrend Performance Portfolio-$185.89 · -12.84%
KPLTMarket Dynamics Performance Portfolio-$158.99 · -14.32%

Market backdrop

S&P 500
-0.75%
NASDAQ Composite
-1.13%
Russell 2000
-1.77%
CBOE Volatility Index
+6.83%