Method portfolio · v0b.1

The portfolio tracks positions only for tickers that carry the public Buy candidate verdict — the same verdict shown on the /en/[ticker] page.

The verdict's conditions (all must hold at once):

• Quality passed — the business shows steady profitability and financial strength on the method's quality axis.
• Growth passed — EPS and revenue from SEC filings are rising on the method's growth axis.
• Composite ≥ 70 — the method's weighted composite (valuation 30 · growth 30 · quality 20 · health 20) is at least 70 out of 100.

No narrower filter, no arbitrary top-N. Entry and exit follow this verdict alone, with no manual selection.

Clarification (2026-06-19): the composite weights above are for the active four-axis formula — the outlook (forward) axis is turned off in production. The text is aligned with the code that actually runs; an earlier version mistakenly described a five-axis version that is not yet enabled.

• Equal weight, fixed slot. Each position takes exactly $1250 of starting capital. 8 slots in total.
• Cap: no more than 8 positions open at once. When candidates outnumber free slots, priority goes by composite (descending); ties break by ticker (alphabetical); the rest wait in a queue.
• Entry / exit price. Filled at the close of the session that first sees the signal. No look-ahead: the price is fixed after the signal, not before.
• No discretion. No manual departures from the rule: when the verdict changes, the position closes; when it appears, the position opens.
• Flapping, no debounce. A change between BUY and non-BUY is acted on at once, with no holding period. Frequent swings show up in the log as they are.
• Delisting / no price. If a ticker has no reliable market price for five sessions in a row, the position is force-closed at the last good price.

Each day we publish a SHA-256 hash of the current set of verdicts, positions, and method version to a public repository: github.com/louraider/method-commits (append-only).

This hash proves one thing: 'we published this set on this date and have not changed it since.'

The hash does not prove that the selection can be reproduced independently — selection depends on our own SEC-data extraction, sector medians, and signal logic, which are proprietary. The hash is also not proof of an edge over the market.

'Recomputation from public prices' applies only to the NAV curve for the recorded positions — for transparency, not as a claim of an edge.