Portfolios

How these portfolios are built

StockBeaver runs a daily unified scoring engine across the US equity universe and each of the four cards above distils a different slice of it. The Momentum Stocks book picks the ten names with the strongest cross-window momentum composite (7-day, 14-day, 30-day, 90-day, 180-day and 1-year). The Swing Stocks book picks the ten highest-scoring opportunities on the multi-factor composite, which blends technical setups with statistical edge and resistance-target upside.

Each book has a leveraged-ETF mirror: the Momentum and Swing Leveraged ETF portfolios apply the same scoring cuts to long-only 2x and 3x daily-leveraged ETFs, with inverse and short funds excluded and duplicate underlyings deduplicated (e.g. only one 2x MSTR ETF is kept). This gives you a leveraged-equivalent path for each thematic stock portfolio without the structural decay drag of bear funds.

Allocations are score-weighted: a name's portfolio weight equals its composite score divided by the sum of the top ten scores. Higher-conviction names get bigger sleeves, but no single ticker dominates because the scoring engine is bounded. The equity walk is reconstructed from the realized return windows on each holding, so what you see is what the basket actually did over the trailing year.

Risk statistics are calculated per-portfolio: annualized volatility from daily returns of constituents, Sharpe and Sortino from the risk-adjusted excess return, max drawdown from peak-to-trough on the reconstructed equity walk, plus alpha and beta to the S&P 500. For the momentum books — which use a leaner data feed — we report cross-sectional 30-day return dispersion as the volatility proxy.

Portfolios rebalance once daily after the US close. This page is informational only — none of the holdings shown constitute investment advice, and leveraged ETFs in particular carry substantial daily-compounding and decay risk.