Model portfolio rebalance, 28 June 2024: 5 in, 5 out
Rebalanced at the close of 28 June 2024: 5 names entered and 5 left, 15 of 20 kept; the book returned +1.4% in June 2024 against +3.3% for equal-weight holding of the same names and +5.8% for the Nasdaq 100. $10,000 following the rule since January 2016 stood at $101k, against $69k holding the same names and $47k in the Nasdaq 100.
Changes at this rebalance
The book after the rebalance
The month in numbers
| Series | This month | Year to date | $10,000 since 2016 |
|---|---|---|---|
| Model portfolio | +1.4% | +59.1% | $101k |
| Holding all names | +3.3% | +21.7% | $69k |
| Nasdaq 100 | +5.8% | +18.6% | $47k |
Inverse-volatility weights times the engine's exposure, no leverage, after costs. Month-end values are read from the public artifact; the full record is on the model portfolio page.
How to read this
Backtested, not live: the model portfolio is one fixed rule re-run at each month-end since 2016 with next-open fills and 5 basis points per unit of turnover, on a universe assembled in 2026 knowing which names won, so read the gap to holding rather than the level. Educational publication, not investment advice; identical for everyone; past performance does not predict future results.
Hesper Atlas is an educational publication, not investment advice. The portfolio is one rules-based construction, identical for everyone, and knows nothing about your situation. Data: end-of-day. Read the terms.