What if we weighted the factors differently?
We continuously test alternative component weightings against the live methodology. Everything below is hypothetical research — none of it is the official PRISM index, none of it is a recommendation, and the official methodology only changes through the published changelog.
Profile Top20 ledgers through the current rebalance period
Each profile selects a hypothetical Top20 only at official rebalance dates, holds it through the rebalance period, and marks it daily to the latest available close. This is research-only context; it does not change the official Monthly Production Top20.
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| Profile | Since inception | Current period | Alpha vs SPY | NAV | Ovl | Turnover |
|---|---|---|---|---|---|---|
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Completed forward-window weighting diagnostics
This diagnostic only includes completed forward-return windows, so it can lag the latest daily run by design. Use it to sanity-check profile behavior over closed periods, not as the live profile ledger. Click a row for its weights and current hypothetical Top20 preview. Ovl = overlap with the official Top 20 (out of 20).
| Profile | Sharpe | CAGR | Max DD | Turnover | Ovl |
|---|---|---|---|---|---|
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