Models
Rules-based stock models, side by side
Rules-based portfolios plus the hand-built Long Book, each compared with the S&P 500. Every change is logged with its date.
Quality Growth
Backtest
The 15 US companies worth $1B+ with high returns on capital and speeding-up revenue growth, from their SEC filings. Rebalanced monthly.
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+86.50%
Total return this year
Consolidated across 15 holdings · SPY +13.11% (+73.39% vs SPY)
Per year, 2016–2026
+26.5%
vs S&P +15.2%
Max drop
-29.1%
S&P -23.9%
SNDK Sandisk6.7%
MU Micron Technology6.7%
NVDA Nvidia6.7%
APP AppLovin6.7%
FIX Comfort Systems USA6.7%
STX Seagate Technology6.7%
DELL Dell Technologies6.7%
FICO Fair Isaac6.7%
MPC Marathon Petroleum6.7%
TER Teradyne6.7%
SMCI Supermicro6.7%
APH Amphenol6.7%
NTAP NetApp6.7%
PLTR Palantir Technologies6.7%
INCY Incyte6.7%
Momentum Top 15
Backtest
Owns the 15 S&P 500 stocks with the strongest 12-month gains (skipping the latest month), rebalanced monthly.
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i
+120.17%
Total return this year
Consolidated across 15 holdings · SPY +13.11% (+107.06% vs SPY)
Per year, 2016–2026
+17.0%
vs S&P +15.2%
Max drop
-25.3%
S&P -23.9%
SNDK Sandisk6.7%
MU Micron Technology6.7%
LITE Lumentum6.7%
MRNA Moderna6.7%
WDC Western Digital6.7%
STX Seagate Technology6.7%
DELL Dell Technologies6.7%
AMD Advanced Micro Devices6.7%
INTC Intel6.7%
CIEN Ciena6.7%
COHR Coherent Corp.6.7%
TER Teradyne6.7%
MRVL Marvell Technology6.7%
BE Bloom Energy6.7%
TWLO Twilio6.7%
Momentum Blend
Backtest
Half smooth-trend momentum stocks (Core), half breakout growth leaders (up to 10), rebuilt monthly from US stocks worth $1B+.
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+41.28%
Total return this year
Consolidated across 21 holdings · SPY +13.11% (+28.17% vs SPY)
Per year, 2016–2026
+18.6%
vs S&P +15.2%
Max drop
-30.8%
S&P -23.9%
CORT Corcept Therapeutics5.4%
DRH DiamondRock Hospitality Company5.4%
DELL Dell Technologies5.4%
HZO MarineMax, Inc.5.4%
FTNT Fortinet5.4%
ZBRA Zebra Technologies5.4%
PAYC Paycom5.4%
NEO NeoGenomics Laboratories, Inc.5.4%
MRNA Moderna5.4%
OKTA Okta, Inc.5.4%
OGN Organon & Co.5.4%
MSGS Madison Square Garden Sports Corp.4.7%
TGT Target Corporation4.6%
UFCS United Fire Group, Inc.4.5%
NHC National Healthcare, Corp.4.3%
MATX Matson, Inc.3.9%
ECPG Encore Capital Group, Inc.3.9%
VLO Valero Energy3.8%
AAMI Acadian Asset Management Inc.3.8%
INSW International Seaways, Inc.3.6%
DGII Digi International Inc.3.5%
New Highs Growth
Backtest
25 growing US companies worth $1B+ trading near their 52-week highs, spread across AI infrastructure, biotech, pharma, software and energy. Rebalanced monthly.
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i
+43.18%
Total return this year
Consolidated across 25 holdings · SPY +13.11% (+30.07% vs SPY)
Per year, 2016–2026
+20.5%
vs S&P +15.2%
Max drop
-15.5%
S&P -23.9%
PRAX Praxis Precision Medicines, Inc.4.0%
LITE Lumentum4.0%
RVMD Revolution Medicines, Inc.4.0%
RLAY Relay Therapeutics, Inc.4.0%
DELL Dell Technologies4.0%
ETON Eton Pharmaceuticals, Inc.4.0%
KOD Kodiak Sciences Inc.4.0%
ROIV Roivant Sciences4.0%
PARR Par Pacific Holdings, Inc.4.0%
SEPN Septerna, Inc.4.0%
KNSA Kiniksa Pharmaceuticals International, plc4.0%
DGII Digi International Inc.4.0%
FTNT Fortinet4.0%
DINO HF Sinclair4.0%
JAZZ Jazz Pharmaceuticals4.0%
CGON CG Oncology, Inc.4.0%
CRWD CrowdStrike4.0%
PANW Palo Alto Networks4.0%
DDOG Datadog4.0%
LFUS Littelfuse4.0%
NVT nVent Electric plc4.0%
JNJ Johnson & Johnson4.0%
APH Amphenol4.0%
NATL NCR Atleos4.0%
SUPN Supernus Pharmaceuticals, Inc.4.0%
SURVYR. Barbell Momentum & T-Bill Shield
UNIQUE COTEAU RULES
Backtest
25% BOXX T-Bill shield (stepping to 50% when SPY < 200-DMA or VIX > 24) + 15 equal-weight mid-cap relative-strength, positive EPS revision & 13F accumulation leaders ($2B-$80B market cap, max 3 per sector). Rebalanced monthly.
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i
+0.00%
Total return this year
Consolidated across 16 holdings · SPY +13.11% (-13.11% vs SPY)
Per year, 2016–2026
+21.0%
vs S&P +15.2%
Max drop
-13.3%
S&P -23.9%
SURVYR. Physical AI Grid & Power
UNIQUE COTEAU RULES
Backtest
14-stock systematic rules model targeting the 4 physical bottlenecks of AI compute: 30% Independent Power & Nuclear Baseload, 30% High-Voltage Grid & Thermal Cooling, 25% Fiber/Data-Center EPC & Optical Interconnect, and 15% Compute & Silicon Anchor.
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i
+10.22%
Total return this year
Consolidated across 14 holdings · SPY +13.11% (-2.89% vs SPY)
Per year, 2016–2026
+33.0%
vs S&P +15.2%
Max drop
-18.4%
S&P -23.9%
SURVYR. Long Book
Live
28 hand-picked stocks across AI, power, biotech and defense, tracked forward against SPY from the Oct 21, 2026 close.
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+55.33%
Total return this year
Consolidated across 28 holdings · SPY +13.11% (+42.22% vs SPY)
Live since Oct 21
-3.6%
vs S&P -1.0%
Holdings
28
fixed weights
NVDA NVIDIA Corporation4.6%
SNPS Synopsys, Inc.4.6%
ARGX argenx SE5.2%
HWM Howmet Aerospace Inc.4.9%
TGTX TG Therapeutics, Inc.4.9%
ANET Arista Networks, Inc.4.5%
AMZN Amazon.com, Inc.4.5%
VST Vistra Corp.4.3%
TLN Talen Energy Corporation4.3%
CEG Constellation Energy Corporation4.3%
EXE Expand Energy Corporation4.3%
TSM Taiwan Semiconductor Manufacturing Company Limited4.3%
XEL Xcel Energy Inc.4.1%
MRVL Marvell Technology, Inc.4.0%
SEI Solaris Energy Infrastructure, Inc.3.5%
QCOM QUALCOMM Incorporated3.0%
MU Micron Technology, Inc.3.0%
AMD Advanced Micro Devices, Inc.3.0%
SMTC Semtech Corporation3.0%
RVMD Revolution Medicines, Inc.2.5%
BEAM Beam Therapeutics Inc.2.5%
FTAI FTAI Aviation Ltd.2.5%
NBIS Nebius Group N.V.2.5%
BE Bloom Energy Corporation2.5%
SPCX Space Exploration Technologies Corp.2.5%
STX Seagate Technology Holdings plc2.5%
VRDN Viridian Therapeutics, Inc.2.2%
VG Venture Global, Inc.2.0%
How to read these numbers
Backtest figures are hypothetical: the rules applied to past prices and filings, after trading costs of 10 bps per side (30 bps for companies under $2B). Live figures count only from the day a portfolio was published. Momentum Top 15 counts a stock only while it was in the S&P 500; Quality Growth, Momentum Blend and New Highs Growth use US stocks worth $1B+ that still trade today, so companies later acquired or delisted are missing (survivorship bias), which flatters their past returns. The SURVYR. Long Book was hand-picked, so it has no backtest. Research only, not personal advice. Past results don't predict future returns. The author may hold positions in securities discussed here. Live record →
What we tested that didn't work (1)
M6 Multi-factor 25, buffer 4N, small caps only
Best clean-sheet multi-factor in-sample; collapsed out-of-sample.
+2.4% a year vs SPY +12.0% (2022–2026, hypothetical)Get the market emails
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SURVYR
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Systematic research · Not investment advice · Hypothetical unless marked Live · Data: Yahoo Finance (15-min delayed), SEC EDGAR, House Clerk · Important disclosures · Contact desk@coteau.app
Coteau 0.9 · Oct 21, 2026