Rank a wide universe first, then find the best complementary basket among the survivors.
A postgraduate cross-sectional factor screener replaces hard cutoffs (P/E<18, ROE>10%) with continuous, sector-relative ranking — no cliff effects, no comparing a miner's P/E directly against a bank's. Basket Combinatorics then brute-force evaluates every possible 5-of-N basket from your candidate list and ranks them by realized Sharpe ratio, a direct complement to Quant 2.0's tree-based HRP Basket Finder.
No results yet
Build your candidate universe on the left and run the scanner — needs the backend running for live fundamentals and price history.
Get Started — Tax-Smart Cushion & Satellite Builder
Works at any amount, not just a small starter sum. Pick several quality ETFs as your Cushion (AU and/or US, real quality-screened) plus one or more high-conviction shares as your Satellites — real inverse-variance weighting naturally gives more weight to the steadier Cushion and less to the more volatile Satellites, and then this runs your real income, franking, and brokerage numbers through it to show what you actually keep, under both today's CGT rules and the 2027 reform. See "How this algorithm works" below for the full logic.
Direct blue-chip AU shares are commonly 100% franked; real AU ETFs commonly run 70–85%. yfinance doesn't expose the real per-holding figure, so this one slider applies to all AU-listed picks below — adjust it if you know better. US picks carry no franking (no imputation system there).
1. Choose your Cushion ETFs — tick as many as you want
A real quality algorithm, not a performance leaderboard: blends 3-5 year track record, risk-adjusted return (from real 1-year volatility), and fund size (AUM) — with bond, cash, leveraged, gold, crypto, single-country, and single-sector/thematic funds deliberately excluded (a leveraged fund's one lucky year, or a near-zero-volatility bond fund, shouldn't win a foundation holding). Scan AU, US, or both — your ticks carry over across scans.
2. Choose your Satellite shares — tick one or more
Real, high-conviction shares from the Factor Screener's own Meta-Score ranking — a deliberate, concentrated tilt on top of your broader Cushion. Fewer, larger Satellite positions keep brokerage-as-a-%-of-trade sane at any amount; the outlook below will flag it if a pick is too small to be a realistic standalone position at your entered amount.
Your Tax-Smart Outlook
Active Diversification Alert
Cushion doesn't hedge Satellite in the strict sense — nothing here profits when a satellite falls. The real protection is low (not negative) correlation, and that protection genuinely weakens in a real crisis. This checks where today's reading sits against this basket's own history, and — when enabled — shifts weight from Satellite to Cushion for this result when the regime looks elevated, leaning on position sizing, the one defense that still holds up.
📘 How this algorithm works
General information only. This is a way to explore numbers, not personal financial advice or a recommendation to buy or sell anything. It does not know your goals, tax position or circumstances, and past results do not predict future ones. Consider speaking to a licensed financial adviser before you act.
Meta-Score ranking
40% sector-neutral Valuation Z-score (inverse Forward P/E) + 30% sector-neutral Quality Z-score (ROE) + 30% volatility-adjusted Momentum Z-score (Barroso & Santa-Clara 2015), compressed through a logistic sigmoid into a continuous 0-1 rank. Higher is better; there is no hard pass/fail line. Signal is a separate, plain price/SMA-50/SMA-200 trend read (green = price above both, established uptrend; red = below both; amber = mixed/consolidating) — not blended into the Meta-Score. The six right-most columns are classic technical-analysis indicators (RSI-14, Bollinger Band squeeze, RSI/price divergence, ATR-14, On-Balance-Volume "smart money" read, VWAP bias) — a different, complementary lens, not blended into the Meta-Score either. Smart Money reads ACCUMULATION when volume has skewed toward up-days more than price alone suggests (and DISTRIBUTION for the reverse); VWAP Bias compares today's close to the 30-day volume-weighted average price. Click any column header to sort by it.
| Ticker▲ | Signal | Sector▲ | Mkt Cap▲ | Div Yield▲ | Analyst | Price▲ | Fwd P/E▲ | ROE▲ | Valuation Z▲ | Quality Z▲ | Momentum Z▲ | Meta-Score▼ | RSI-14▲ | Squeeze | Divergence | ATR-14▲ | Smart Money (OBV) | VWAP Bias |
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Position sizing & ATR stop calculator
Given your account size and how much you're willing to risk on one position, what illustrative position size and stop distance does the math give? Distance is 2×ATR-14 (a standard multiple — wide enough to sit outside ordinary daily noise, not a guarantee against a gap). Ported from the same source prototype as the technical-signals columns above; needs a completed scan so ATR is available.
General information only. This is a way to explore numbers, not personal financial advice or a recommendation to buy or sell anything. It does not know your goals, tax position or circumstances, and past results do not predict future ones. Consider speaking to a licensed financial adviser before you act.
Best 5-share basket by realized Sharpe
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Every combination, ranked
The Weights column is this basket's real inverse-variance weighting — the same weights already used to compute its return/volatility/Sharpe above, not a separate estimate — shown in the same order as the Basket column. Click Build → on any row to open it in the Portfolio Builder tab: a real $ allocation calculator, editable weights, and a one-click handoff to Quant-Lite's own optimizer.
| Basket | Weights | Return | Volatility | Sharpe | Avg. correlation |
|---|
General information only. This is a way to explore numbers, not personal financial advice or a recommendation to buy or sell anything. It does not know your goals, tax position or circumstances, and past results do not predict future ones. Consider speaking to a licensed financial adviser before you act.
🎓 New to investing? Try a Starter Allocation
Don't have a specific basket yet? Get a real, regime-aware allocation across Cash, Blue-Chip shares, Broad-Market ETFs, and Growth — the same engine behind the standalone Starter Portfolio Allocator, loaded straight into this Portfolio Builder so you can edit weights, see brokerage costs, and send it to Portfolio Management.
Portfolio Builder
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| Ticker | Suggested % | Your Weight (%) | $ Allocation | Brokerage (round-trip) | Current Price | Est. Shares |
|---|---|---|---|---|---|---|
| Total | 100.0% | — | — |
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🗼 See This Basket Live in Portfolio Management
Sends the tickers, cost basis, and estimated shares above straight into Portfolio Management as real holdings — no retyping. You'll get live day-by-day tracking, a real risk-reward gauge built from actual beta, allocation-drift alerts, a 5-tier technical signal per holding, and the same macro triggers as the Leading Indicators tab, all on one page. Opens in its own tab; you can keep adjusting shares or cost there any time, and it never overwrites holdings you already have tracked.
Investment Growth Forecast
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Macro & News Advisory
Real El Niño/oil-shock macro precursors, the real RBA cash rate and AU 10Y-2Y yield curve, and real recent news for every share in this basket — synthesized against this basket's own real sectors into one plain-language read. This is context, not investment advice.
Basket sector exposure
Recent news
Send to Quant-Lite's own optimizer
What this page actually does
Ported from real, verified sandbox scripts, not built fresh from a description — both pieces below were checked by running the ORIGINAL Python prototypes (not just re-derived from memory) and comparing every output number directly.
Factor Screener
Basket Combinatorics
A-Z glossary
Every technical term used on this page, in plain-enough language to look up mid-session. Coexists with the Methodology tab above — that page explains how this page's own math works; this one defines the vocabulary it's written in. For the main Quant 2.0 app's own broader glossary (regime-switching, robust optimization, Black-Litterman, etc.), see its Glossary tab instead — this list only covers terms actually used on THIS page.
ATR-14 (Average True Range)
The average size of a share's daily trading range over the last 14 days, including gaps — a standard measure of how much a share typically moves day to day. Used here both as a technical-signal column and as the basis for the position-sizing stop distance below.
Average pairwise correlation
The mean correlation across every pair of shares in a basket. Lower is more genuinely diversified — a basket where every share moves somewhat independently, rather than all rising and falling together.
Bollinger Band squeeze
Flags when a share's Bollinger Bands (a volatility envelope around its price) have narrowed unusually tight — often a sign that a bigger move, in either direction, may be building.
Divergence (RSI/price)
Flags when price makes a new high or low but RSI doesn't confirm it — a classic warning sign that the move's underlying momentum may be weaker than the price action alone suggests.
Inverse-variance weighting
Gives each share a weight inversely proportional to its own variance — a simple, fast diversification rule that leans away from the shakiest names in a basket without needing a full covariance-matrix optimizer.
Logistic sigmoid
An S-shaped curve that squashes any raw number into a smooth 0–1 range. Used here to turn the Meta-Score's blended Z-scores into a single continuous rank with no artificial cliff at some cutoff value.
Meta-Score
This page's headline ranking: 40% valuation, 30% quality, 30% volatility-adjusted momentum, each computed sector-neutral and blended through a logistic sigmoid. Higher is better; there's no hard pass/fail line, so use it to rank a candidate list, not as an automatic buy/don't-buy filter.
On-Balance-Volume (OBV) / Smart Money
Tracks whether trading volume has skewed toward up-days more than price alone would suggest (read as ACCUMULATION — "smart money" quietly buying) or toward down-days (DISTRIBUTION — quiet selling), independent of what the price chart shows on its own.
Position sizing
Given your account size and how much of it you're willing to risk on one trade, works backward to an illustrative share count and a stop-loss distance — here, 2× ATR-14 away from entry, wide enough to sit outside ordinary daily noise (though never a guarantee against an overnight gap).
RSI-14 (Relative Strength Index)
A 0–100 momentum oscillator comparing the size of recent gains to recent losses over 14 days. Conventionally read as "overbought" above 70 and "oversold" below 30, though neither is a guaranteed reversal signal on its own.
Sector-neutral
Ranks each share only against others in its own sector, rather than the whole universe — so a miner's P/E is never compared directly against a bank's, which would be comparing fundamentally different valuation norms.
Sharpe ratio
Realized return divided by realized volatility — the standard reward-per-unit-of-risk measure used to rank baskets in Basket Combinatorics.
Volatility-adjusted momentum
Barroso & Santa-Clara (2015): scales a share's raw price momentum down when its own volatility is high — so a volatile share's momentum reading isn't overstated relative to a steadier one with the same raw price trend.
VWAP bias
Compares today's closing price to the 30-day volume-weighted average price — a read on whether the share is currently trading rich or cheap relative to where most of its recent volume actually traded.
Winsorized Z-score
A standard Z-score with extreme outlier values capped (winsorized) before ranking, so one freakishly high or low data point can't single-handedly distort the whole sector's ranking.
Z-score
How many standard deviations a value sits from its group's mean — the common unit the Meta-Score's Valuation, Quality, and Momentum components are all converted into before blending, so three differently-scaled measures can be combined fairly.
Your holdings and watchlist, live, in one place.
Enter what you actually hold once — it's saved on this device only, never sent anywhere. Refresh any time for live prices, real portfolio-level risk, and a plain-language macro warning check. Want the full dashboard — gauges, technical signals, day P&L, allocation drift? Open Portfolio Management in its own tab →
Portfolio Summary
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Same number of shares in two stocks doesn't mean equal dollar value if they're priced differently — this button recalculates real share counts so every holding ends up worth about the same, at today's live price.
Splits your $ across your CURRENT holdings by today's real weights, buying more of each at today's live price — same allocation, more invested. Cost basis updates to a real weighted average, so gain/loss and CGT stay accurate.
Sells across your CURRENT holdings by today's real weights, at today's live price — same allocation, less invested. Cost basis per remaining share doesn't change (that's how cost basis works — only your share count drops); a holding sold down to 0 shares is removed.
Risk Profile
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🎯 Suggested Allocation
The same correlation-aware optimizer as Ballast Core's Monte Carlo optimizer, run automatically on your current holdings — shrinks noisy return/correlation estimates toward the group average, then simulates thousands of weight mixes under a max-weight cap to find the best real Sharpe ratio. A suggestion to consider, not an instruction — nothing changes until you click Apply, and every cell stays editable afterward.
| Ticker | Suggested Weight | Suggested $ |
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Your Holdings
Ticker, shares you own, your average cost per share, and when you bought — used to compute your real gain/loss and portfolio-level risk. Shares, Avg Cost and Bought date are editable right in the table above (click a cell, edit, then click away or press Enter) — the Portfolio Summary and Risk Profile above recalculate instantly from today's already-loaded prices, no need to hit Refresh unless you want today's live prices.
| Ticker | Shares | Avg Cost | Bought | Current Price | Value | Gain/Loss |
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Opens your current holdings (2+ needed) in Portfolio Research Console for independent leading-indicator/regime analysis — same real handoff Ballast Core and Shares Scanner's own Factor Screener already use.
Watchlist
Tickers you're keeping an eye on but don't own yet.
Refresh for live prices, risk, and macro context
Your Portfolio Summary above already reflects your cost basis — refresh to bring in today's live prices, a real risk profile, and the analysis below.
Allocation
Portfolio Value vs. Benchmark — last 12 months
Your CURRENT share counts priced across history — shows what today's holdings (and an equal starting investment in the benchmark) would have been worth on each past day, not your real historical trading performance.
How to pick a benchmark that's actually meaningful
A benchmark only tells you something useful if it reflects the SAME market and style as what you actually hold — comparing an ASX-heavy portfolio to the NASDAQ would flatter or unfairly punish you for a currency and market you're not even invested in.
• Mostly .AX tickers (ASX-listed)? Use the ASX 200 (large-cap) or All Ordinaries (broader, includes small caps).
• Mostly US tickers? Use the S&P 500 (broad large-cap) — or the NASDAQ Composite specifically if you're tech/growth-heavy, since it'll run hotter in both directions than the S&P and a tech portfolio compared to the S&P alone can look like it's beating the market when it's really just riding the same tech wave the NASDAQ captures better.
• Portfolio concentrated in miners/gold? The ASX Metals & Mining or ASX Gold sub-index is more honest than a broad index — a broad index will make a resources-heavy portfolio look far more volatile than its actual peers really are.
• Mixed AU + US? There's no single perfect benchmark for a blended portfolio — pick whichever market makes up the bigger share of your money, and treat the comparison as directional, not exact.
Performance Diagnostics
A guide, not a verdict — why your portfolio might be moving the way it is, using the same 12-month window as the chart above.
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| Ticker | Weight | 12mo return | vs. benchmark |
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Refresh with a benchmark selected to see which holdings are helping or dragging your performance.
Watchlist — live prices
| Ticker | Price | 1Y Change |
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📈 Investment Growth Forecast
Where this basket could realistically be in the years ahead, under four named scenarios grounded in this basket's own real historical behaviour and real macro sensitivities — not four invented growth rates. "Modest" comes from this basket's own real historical CAGR; "Boom" repeats each holding's single best calendar year ever seen, every year — a real number, but an illustrative ceiling, not a likely path; "Inflation" reuses the exact same regression-based CPI-sensitivity math as Main QUANT's Scenario Stress Simulator; "GFC-style" replays this basket's own real historical drawdown during the 2007-09 Global Financial Crisis, wherever enough loaded history reaches back that far.
🔐 Encrypted Backup
Your holdings and watchlist live only on this device. Back them up to Dropbox, Google Drive, or a USB drive with a passphrase-encrypted file — unreadable to anyone without your passphrase, including us. There is no password reset — if you forget the passphrase, that backup file can't be recovered.