Distillfolio

Nine signals. One score. A daily systematic long/short portfolio.

Distilled from institutional 13F filings (hedge funds, asset managers, and other institutions), analyst ratings, price momentum, short interest, insider trades, congressional activity, and ARK flows.

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9 signals·3,000+ stocks·Updated daily

For informational purposes only. Not investment advice.

Performance

Full universe (3,000+ stocks)

Distillfolio

S&P 500

Sharpe

3.40

0.68

Total Return

108.4%

63.7%

Ann. Return

18.5%

12.1%

Ann. Vol

5.5%

17.7%

Max DD

-3.5%

-24.5%

Turnover

32.2%

—

Sharpe

Total Return

Ann. Return

Ann. Vol

Max DD

Turnover

Distillfolio

3.40

108.4%

18.5%

5.5%

-3.5%

32.2%

S&P 500

0.68

63.7%

12.1%

17.7%

-24.5%

—

2022-01-04 → 2026-05-08

Corr-0.15

Drag horizontally to zoom in. No transaction costs, slippage, or borrow costs modeled. Past performance does not indicate future results.

How it works

13F Hedge Funds

Conviction changes from hedge fund 13F filings

13F Asset Managers

Conviction changes from asset manager 13F filings

13F Other Institutions

Banks, pensions, and insurance funds

Analyst Ratings

Upgrade and downgrade consensus across firms

Price Momentum

Systematic price return signal

Short Interest

Days-to-cover trend across FINRA reporting periods

Insider Trades

Executive and director open-market transactions

Congressional

Senate member equity disclosures

ARK Flows

Position weight changes across ARK ETFs

Composite Score

Distilled from 9 signals, scored per ticker daily

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Top Long Portfolio

Highest-scoring tickers · 2026-05-11

ALMR↗+1.000
XE↗+0.748
PLNT↗+0.682

Top Short Portfolio

Lowest-scoring tickers · 2026-05-11

MSFT↗−1.000
UBER↗−0.853
ESLT↗−0.766

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