The PNL Portfolio
LIVE · UPDATED
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Today's Weights

Systematic multi-strategy allocation · 15 min before close
Regime
Current Weights
Ticker Description Weight % $
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Track Record
y backtest
Sharpe
annualized
CAGR
Max DD
peak→trough
Vol
annualized σ
Period Returns
vs SPY
Growth of $10,000
$10,000
Trade History
Monthly Returns Heatmap · 13 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

$ python live.py "The PNL Portfolio" --execute --broker tastytrade
About the Strategy

The PNL Portfolio runs 13 independent signal blocks across ~50 liquid ETFs covering equities, bonds, gold, emerging markets, volatility, credit, and macro factors. Each block uses simple rules-based logic to go long, short, or sit in cash depending on conditions.

Fully systematic with no discretionary overrides. No machine learning. Daily rebalancing with 4% drift threshold. Avg pairwise block correlation ~0.16.
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
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