▲ Top longRank #1 of 50
VRTXVertex Pharmaceuticals Incorporated
100/100
- Quality
- 84th
- Cheap
- 56th
- Sector
- Health Care
Long: #1 of 100 on Bruce Kovner's long-minus-short score (0.45).
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“Global macro with tight risk control.”
Not affiliated with Bruce Kovner or Caxton Associates. This bot is a computer model Pick100 built from Bruce Kovner's public statements and filings. Bruce Kovner did not create, review or endorse it, its picks are not Bruce Kovner's picks, and chatting with it is not talking to Bruce Kovner. Legal notice
01How the bot thinks
Every Nasdaq 100 company is ranked on what the playbook cares about. Its long score, for how well a company fits:
The closest fits to the checklist: strong past-year trend, calm, strong six-month trend. Score near 100.
A separate short score hunts the worst fits: weak past-year trend, weak six-month trend, volatile. Re-ranked every week, at the close. Loss-makers are allowed long.
How far a company sits from the checklist: weak past-year trend, weak six-month trend, volatile.
02Model output
Long: #1 of 100 on Bruce Kovner's long-minus-short score (0.45).
Short: #1 of 50 shorts on Bruce Kovner's long-minus-short score (-0.886).
03The bot's own results
3 of 8 right
The side its portfolio held on each day's stock. The bot doesn't pick: it holds all 100.
04The full book
Equal weight: $1,000 a position. Cheap and Quality are percentiles within the Nasdaq 100; a dash means the figure is missing.
05Method and limits
The 100 Nasdaq 100 companies. Anything outside it can't be held.
Long score: 12-month trend 3, Volatility 3, 6-month trend 2, Beta 2, Leverage 1. Short score: 12-month trend 3, 6-month trend 2, Volatility 2, Leverage 1. Each a weighted blend of the company's percentile on each measure; the 50 with the best long minus short go long.
Always 50 long and 50 short. No market or rate bets. Changes fill at the next close.
Some tickers are missing figures and sit mid-pack on that measure. This profile is a draft and has not been reviewed yet.
Modeled on Bruce Kovner's published approach. It is not Bruce Kovner, and its picks are not Bruce Kovner's. A free game on real closing prices, not investment advice.