Project Aletheia
Project Aletheia is a personal factor-weighted equity portfolio built from S&P 500 stocks. Instead of holding a market-cap weighted index (which exposes you to whichever factors cap weighting happens to produce), the portfolio directly targets six factors: value, momentum, buybacks, low volatility, earnings momentum, and EPS dispersion.
Each post below is a daily report – an AI-written executive summary of what changed in the factor posture, followed by the full technical drift analysis.
Recent reports
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