[2026-08-17 17:36][US] Market Close Report - Quantitative Portfolio Allocation

This report presents the daily quantitative asset allocation and rebalancing weights for US equities across leading NYSE, NASDAQ, and S&P 500 stocks.

1. US Dynamic Momentum Portfolio (DAA)

Latest asset allocation weights calculated by the dynamic lookback momentum model for leading US stocks.

Ticker	Company Name	Sector / Industry	Allocated Weight (%)
SAP	SAP SE ADR	Software	25.00%
PLTR	Palantir Technologies Inc.	Software	25.00%
DELL	Dell Technologies Inc	Computer Hardware	25.00%
ORCL	Oracle Corporation	Software	25.00%

✅ Portfolio Maintained: No asset allocation changes detected. The existing assets and weights are maintained.

2. US Portfolio Optimization (MVO Max Sharpe)

Dynamic portfolio optimization composed of highly capital-efficient assets selected from leading US equities based on quantitative risk-adjusted performance.

Ticker	Company Name	Sector / Industry	Allocated Weight (%)
KO	Coca-Cola Co	Beverages - Non-Alcoholic	38.53%
CVX	Chevron Corporation	Integrated Oil & Gas	23.24%
DELL	Dell Technologies Inc	Computer Hardware	15.26%
JNJ	Johnson & Johnson	Pharmaceuticals	13.29%
COST	Costco Wholesale Corp	할인점	9.68%

3. US Hybrid Alpha Portfolio (DAA 70% + MVO 30%)

Advanced hybrid quantitative asset allocation strategy combining momentum factor and risk optimization for steady compound growth and draw-down defense.

✅ Portfolio Maintained: Existing allocation maintained.

Changes: Maintained current portfolio (No changes detected)

Ticker	Company Name	Sector / Industry	Allocated Weight (%)
DELL	Dell Technologies Inc	Computer Hardware	22.08%
SAP	SAP SE ADR	Software	17.50%
ORCL	Oracle Corporation	Software	17.50%
PLTR	Palantir Technologies Inc.	Software	17.50%
KO	Coca-Cola Co	Beverages - Non-Alcoholic	11.56%
CVX	Chevron Corporation	Integrated Oil & Gas	6.97%
JNJ	Johnson & Johnson	Pharmaceuticals	3.99%
COST	Costco Wholesale Corp	할인점	2.90%

⚠️ Investment Disclaimer & Legal Notice

The portfolio allocations, quantitative analytics, and stock selection data contained in this report are automatically generated based on historical data and algorithmic models for educational and informational purposes only. This content does not constitute financial advice, investment recommendations, or an offer to buy or sell any security. Past performance is not indicative of future results. Investors are solely responsible for their own investment decisions and outcomes.

* This post is automatically generated and published by our quantitative data analysis engine after US market close.