A narrow, high-conviction book — held for the long horizon.

Origo I is the first portfolio selected by this layer. Positions were established on 2026-06-08 and held for one month, through 2026-07-10 — fixed holdings, no rebalancing.

Origo I — cumulative return

paper · 2026-06-08 → 07-10

Origo I

+4.97%

vs Benchmark

+1.42%

SPY

+2.39%

QQQ

+1.43%

Self-benchmark — an equal-weight basket: 25% each of SMH, PAVE, GRID, XLU.

One month is an observation window, not a track record. This is a single forward-test period — it shows the method was executed without hindsight, not that the edge persists. Long-horizon alpha is proven over years, not a month.