Event-driven, long-only active management. Rigorous analysis published transparently.
I graduated from Temple University in 2023 with a BBA in Management Information Systems. I'm a self taught coder turned capital markets enthusiast — I made my first investment in the stock market at the age of 18, and the markets have remained a passion of mine ever since.
Today, I am a CFA L2 Candidate working in investment banking, where I have the privilege to work on high-profile deals — But I like to document the real fun here
My investment policy from work serves as a foundation for the mandate of my portfolio: A long-only portfolio with a minimum holding period of at least 30 days on every position on a FIFO basis, with a goal to return more than my benchmark - $QQQ - on an annual basis. The portfolio has no constraints on single security weightings, sector/asset class allocations, or degrees to which leverage is used. Derivatives can only be used as hedges while holding the underlying security, unless buying naked LEAP calls.
My strategy can be described as event-driven, long-only active management. I often like to gain exposure to leverage through the use of leveraged single security ETF's, as well as hedge exposure through covered/collateralised options. I build high-conviction positions anchored to identifiable near-to-medium term catalysts with an emphasis on market sentiment.
Publishing research, trade ideas, and performance forces a discipline that private accounts don't demand, this is my attempt at being transparent while delivering alpha.
I built every tool I use myself — from the mark-to-market NAV model tracking my portfolio to the Python scripts that compute Sharpe ratios, information ratios, and drawdown analysis. This site is part of that same commitment: publishing the work transparently, tracking live trades in real time, and holding myself accountable to the numbers.
The portfolio is a long-only, actively managed account benchmarked against the Nasdaq-100 Index (QQQ), with the primary objective of generating absolute returns in excess of the benchmark on an annual basis. All positions are subject to a minimum holding period of 30 days on a first-in, first-out (FIFO) basis.
The portfolio operates without constraints on single-security concentration, sector or asset class allocation, or the degree to which leverage is employed. Leverage is obtained primarily through exposure to leveraged single-security exchange-traded funds. The use of listed derivatives is permitted exclusively as a hedge against an existing underlying position, with the sole exception of long LEAP call options, which may be held on a naked basis to express long-duration directional views.
Performance is measured on a time-weighted return (TWR) basis to isolate investment decisions from the effects of external capital flows. Risk is monitored continuously across volatility, drawdown, and risk-adjusted return metrics relative to the benchmark.
The portfolio constructs high-conviction long positions anchored to identifiable near-to-medium term catalysts, with an emphasis on market sentiment as a key signal. Leverage is accessed through leveraged single-security ETFs to amplify exposure to high-conviction theses. Options are used as risk management tools — covered calls and collateralised puts are written to generate premium income, reduce cost basis, and define downside on existing positions — while long LEAP calls may be held to express long-duration directional views with asymmetric upside.
Every position is evaluated within a rigorous quantitative framework. Performance is measured on a time-weighted basis to isolate investment returns from the effects of external cash flows. Risk is assessed continuously across multiple dimensions — annualised volatility, downside deviation, maximum drawdown, and Sharpe and Sortino ratios — benchmarked against the Nasdaq-100. Position sizing reflects conviction, liquidity, and correlation to existing holdings. All models, P&L attribution, and risk metrics are built and maintained internally.
| Ann. volatility | 35.61% |
| Max drawdown | -2.09% |
| Sharpe | 2.111 |
| Sortino | 13.042 |
| Info ratio vs QQQ | 2.985 |
| Active return (period) | +25.21pp |
| Months vs QQQ | 3 / 4 |
| Monthly std dev | 14.95% |
| Ann. volatility | 51.80% |
| Downside std dev | 32.52% |
| Max drawdown | -20.64% |
| Sharpe | 0.688 |
| Sortino | 0.708 |
| Info ratio vs QQQ | 0.410 |
| Active return (period) | +11.51pp |
| Months vs QQQ | 7 / 12 |
| Ann. return | +47.44% |
| Ann. volatility | 47.41% |
| Max drawdown (port) | -20.64% |
| Max drawdown (QQQ) | -10.22% |
| Sharpe (portfolio) | 0.960 |
| Sharpe (QQQ) | 0.767 |
| Sortino (portfolio) | 1.127 |
| Sortino (QQQ) | 0.887 |
| Info ratio vs QQQ | 0.748 |
| Active return (ann.) | +32.96% |
| Months vs QQQ | 10 / 16 |
| Month | Cash | Positions | Total NAV | Net CF | Portfolio | QQQ | Active |
|---|
| Ticker | Description | Shares / Units | Avg Cost | Port. Weight | Type |
|---|---|---|---|---|---|
| NFXL | Tradr 2X Long NFLX ETF | 399.89 | $32.75 | 45.1% | Leveraged ETF |
| IMNM | Immunome, Inc. | 666.52 | $15.60 | 15.5% | Equity |
| NVDL | GraniteShares 2X Long NVDA ETF | 150 | $71.32 | 13.6% | Leveraged ETF |
| KEEL | Bitfarms Ltd. (fka BITF) | 4,800 | $2.20 | 11.0% | Equity |
| QQQ | Invesco QQQ Trust | 10.184 | $588.93 | 6.6% | ETF |
| Cash | — | — | — | 5.7% | Cash |
| NFLX | Netflix $90 Call · Jan 2027 | 1 contract | $17.00 | 2.5% | LEAP Call |
A rolling correlation analysis of gold, bonds, and equities from 2006–2026. Quantifying the breakdown of the 60/40 portfolio framework.
Read →A discounted cash flow valuation framework currently in development — designed to evaluate equity investments using projected free cash flows, terminal value, and scenario-weighted WACC inputs.
In progressBuilding a systematic, rules-based trading strategy from scratch — combining signal generation, position sizing, and backtesting infrastructure in Python. Documenting the process end to end.
In progress
A leveraged play on Netflix following its failed acquisition attempt. NFLX has a consistent history of walking away from hostile takeovers — this outcome was foreseeable the moment the deal turned adversarial. The position gives 2× leverage on the stock.
A long-term core holding. Immunome is a clinical-stage oncology company with a compelling pipeline and, in my view, a credible acquisition target for a large-cap pharma looking to buy rather than build its way into ADC and targeted therapy.
NVDA just posted strong earnings and remains the backbone of AI infrastructure spending. This position is positioned to benefit most directly from a de-escalation in Iran — geopolitical risk has been the primary overhang on semis, and the 2× leverage amplifies the upside when sentiment turns.
A thesis on Bitfarms' US redomiciliation and rebranding as Keel Infrastructure Corp. — a strategic repositioning toward AI data center and energy infrastructure that should attract a new, higher-multiple investor base.
A benchmark anchor. Holding QQQ ensures a baseline exposure to the Nasdaq-100 and keeps performance directly comparable to the benchmark I am measured against.
Added leverage to the core NFLX thesis via a long-dated call option. The Jan 2027 $90 strike provides asymmetric upside with defined risk, and gives the trade additional runway beyond the spot NFXL position.