Signal Ledger LabSIGNAL LEDGER PICKS
PICK-NY New York Model Portfolio
FREE · PUBLIC PERFORMANCEPRO · HOLDINGS & ATTRIBUTION
- Inception
- 2026-01-02
- Last updated
- 2026-10-29
- Benchmark
- S&P 500 — SPY total-return proxy
- Rebalance policy
- Event-driven (none since inception)
- Track record
- Public and auditable
- Methodology version
- pick-ny-v1
NAV124.8
Return+24.8%
S&P 500+13.5%
Excess+11.3%
Max drawdown−52.5%2026-07-29
Current drawdown−42.0%
GROWTH OF $100
2026-10-29
Pick-NYNAV 124.8+24.8%
S&P 500 / SPYNAV 113.5+13.5%
Excess+11.3%
2026-01-022026-10-29
Drag the chart or scroll to move through time. Both series are indexed to 100 at the first visible session.
Drawdown
Portfolio History
| Date | NAV | S&P 500 | Drawdown |
|---|---|---|---|
| 2026-10-29 | 124.8 | 113.5 | −42.0% |
| 2026-10-28 | 128.4 | 113.9 | −40.3% |
| 2026-10-27 | 123.0 | 113.5 | −42.8% |
| 2026-10-26 | 115.7 | 112.9 | −46.2% |
| 2026-10-23 | 111.9 | 112.1 | −47.9% |
| 2026-10-22 | 110.9 | 112.7 | −48.4% |
| 2026-10-21 | 123.9 | 114.0 | −42.4% |
| 2026-10-20 | 118.9 | 113.4 | −44.7% |
| 2026-10-19 | 118.4 | 113.1 | −44.9% |
| 2026-10-16 | 115.1 | 112.6 | −46.5% |
| 2026-10-15 | 125.7 | 113.8 | −41.5% |
| 2026-10-14 | 126.0 | 113.5 | −41.4% |
| 2026-10-13 | 138.2 | 114.8 | −35.7% |
| 2026-10-12 | 138.1 | 114.8 | −35.8% |
| 2026-10-09 | 144.3 | 114.8 | −32.9% |
| 2026-10-08 | 145.3 | 114.1 | −32.4% |
| 2026-10-07 | 155.0 | 114.6 | −27.9% |
| 2026-10-06 | 159.4 | 114.9 | −25.9% |
| 2026-10-05 | 157.8 | 114.3 | −26.6% |
| 2026-10-02 | 156.7 | 113.5 | −27.1% |
| 2026-10-01 | 150.4 | 112.7 | −30.1% |
| 2026-09-30 | 146.8 | 112.4 | −31.7% |
| 2026-09-29 | 146.6 | 112.7 | −31.8% |
| 2026-09-28 | 144.8 | 112.9 | −32.7% |
| 2026-09-25 | 151.0 | 113.8 | −29.8% |
| 2026-09-24 | 149.7 | 113.2 | −30.4% |
| 2026-09-23 | 149.7 | 113.3 | −30.4% |
| 2026-09-22 | 153.9 | 114.1 | −28.4% |
| 2026-09-21 | 149.0 | 114.1 | −30.7% |
| 2026-09-18 | 135.9 | 112.3 | −36.8% |
| 2026-09-17 | 129.5 | 112.2 | −39.8% |
| 2026-09-16 | 121.3 | 110.9 | −43.6% |
| 2026-09-15 | 120.2 | 111.4 | −44.1% |
| 2026-09-14 | 120.8 | 111.9 | −43.8% |
| 2026-09-11 | 130.7 | 112.4 | −39.2% |
| 2026-09-10 | 127.5 | 111.5 | −40.7% |
| 2026-09-09 | 134.4 | 112.2 | −37.5% |
| 2026-09-08 | 133.7 | 112.7 | −37.8% |
| 2026-09-04 | 129.3 | 113.3 | −39.9% |
| 2026-09-03 | 124.6 | 113.7 | −42.1% |
Showing the most recent 40 of 208 published sessions.
Methodology
- Both series start at 100 on 2026-01-02, the first US session on or after 2026-01-01 where every holding traded.
- Capital is allocated by target weight, and fractional model shares are bought once and held. The portfolio is never rebalanced daily.
- NAV is the sum of model shares × adjusted close. Adjusted closes already reflect splits, reverse splits and distributions.
- The benchmark uses S&P 500 — SPY total-return proxy, normalised to 100 on the same inception session.
- A stored session is never rewritten. Corrections are published as new events rather than silent edits.
Advanced · model audit
- Price source
- alpaca:iex:adjusted_all
- Price data as of
- 2026-10-29
- Sessions
- 208
- Annualised volatility
- +84.4%
- Rebalances since inception
- 0
- Last rebalance
- None since inception
- Methodology version
- pick-ny-v1
Disclosure
Signal Ledger Picks are research model portfolios, not brokerage accounts, investment funds, or personalized investment advice. Model performance may differ from real-world investable returns.