Live Weights & Strategy Returns

Individual engines (Core, Apex, Hydra, Fusion, Unified, Prod Top5, THE WAY) are published daily. Click cards or use selector/tabs below to compare track records and current books.

Pick your fit — what each engine actually does

Past the marketing names: how the strategy books are built, how they have performed, and how much they really diversify each other.

Strategy	Engine — what's actually different	Sharpe	CAGR	Max DD	Holdings

Monthly-return correlation, computed live from each strategy's published history — recalculates whenever the page loads.

Verify yourself — daily NAV (date · gross · net of costs) per strategy:

Core CSV Apex CSV Hydra CSV Fusion CSV Prod Top5 CSV THE WAY CSV Crypto WAY CSV

Each file is normalized to start at 1.0. Anyone can open it in Excel/Sheets, plot the equity curve, and recompute Sharpe / CAGR / drawdown — without seeing weights or signals.

Run it yourself — execute these weights on your own broker:

msts-trader is a free, open-source CLI: pip install msts-trader, then copy the CSV for any strategy and run msts-trader — paste, preview, confirm. Works with Tastytrade, Alpaca, IBKR, Schwab, Tradier and more; your broker credentials stay on your own machine and this site never sees them.

PRIVATE ALPHA · LIVE ALLOCATIONS GATED

Track record open. Allocations restricted.

Backtested returns, drawdowns, and risk metrics are publicly disclosed. Daily position weights and trade log are reserved for subscribers. Access via @markuretsky on X or the waitlist.

Today's Weights

Systematic multi-strategy allocation · 15 min before close

Regime

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Current Weights —

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Size

Auto-execute these weights on your own broker — copy the CSV and run msts-trader (pip install msts-trader): paste, preview, confirm.

	Ticker	Description	Weight	% of equity	$	Stop	Entry	Entry $	Now $	P&L %	R	Days
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Track Record

—y backtest

Sharpe

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annualized

CAGR

—

Max DD

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peak→trough

Vol

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annualized σ

Period Returns

vs SPY

Growth of $10,000

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$10,000→—

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Trade History

Monthly Returns Heatmap · 11 years

How to Use

When do weights update?

Weights are published once per trading day, 15 minutes before market close (3:45 PM ET). Weights reflect intraday prices up to that point.

Rebalancing & drift threshold

The portfolio uses a 4% drift threshold. Positions are only rebalanced when their actual weight drifts more than 4 percentage points from the target weight. This reduces unnecessary turnover and trading costs. If you are replicating manually, you do not need to trade every day — only adjust positions that have drifted significantly from the published weights.

Position sizing

Multiply each weight by your total portfolio value. The $ column in the weights table updates live when you change the size input above.

Execute with msts-trader

Copy the CSV above and rebalance your own brokerage account with msts-trader, a free open-source CLI — pip install msts-trader, then msts-trader → paste → confirm. Your credentials stay in your own OS keychain; this site never sees them. Full setup, brokers, and flags in the README.

About the Strategy

PNL Portfolio is a multi-engine book engineered around uncorrelated alpha streams rather than relabeled beta. It pairs a systematic tactical overlay on the most liquid global markets with a replication of a capacity-constrained manager strategy and a sized allocation to convex risk premia. The strategy is built to evolve programmatically — once the underlying manager exposure is directly investable, the replication is retired and live exposure is rotated in without disturbing the rest of the book.

11-year backtest (2015–present) · running live now on real capital across multiple brokers. Fully systematic with no discretionary overrides. No machine learning. Daily rebalancing with 4% drift threshold.

Disclaimer

Past performance does not guarantee future results. This portfolio is provided for informational and educational purposes only. It is not financial advice. Always do your own research and consult a qualified financial advisor before making investment decisions.

pnlportfolio.com · msts.dev · Live weights from real trading system