CALTROPIASystematic Research
Long-Term Futures Macro Signals

Caltropia Portfolios

Value Factor Portfolio

Live holdings, allocation, and portfolio performance

Current book-- Signal date-- RebalanceMonthly
Today --
Month to date --
Performance

Portfolio history

Waiting for the protected live / delayed quote feed.

Caltropia
Since Inception--
CAGR--
Max Drawdown--
Sharpe--
Growth of $1Caltropia Value Factor with value ETF references
Dec 2016 - current
Caltropia Value Factor IVE RPV VTV
Win rate--
Average month--
Positive months--
Winners today--
Top contributor--
Bottom contributor--
Return history

Monthly Returns

Completed Caltropia Value Factor portfolio returns by calendar month.

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Current monthly book

Portfolio Breakdown

Every asset in the current value factor portfolio, with live / delayed performance where available.

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Portfolio analytics

Inside Portfolio

Explore positioning, rebalance activity, return contribution, and downside behavior in one view.

Active sector exposure

Current portfolio sector weights relative to the primary value benchmark.

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