[2026-08-18 18:38][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%
SPCX	Space Exploration Technologies Corp	무선 통신 서비스	25.00%
MSFT	Microsoft Corporation	Software	25.00%

⚠️ Portfolio Rebalanced: Market shifts have triggered asset allocation updates today. Portfolio weights have been updated based on the current model.

Changes: Added [SPCX], Removed [DELL]

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	35.62%
CVX	Chevron Corporation	Integrated Oil & Gas	23.48%
JNJ	Johnson & Johnson	Pharmaceuticals	16.67%
DELL	Dell Technologies Inc	Computer Hardware	15.02%
SNDK	SanDisk Corporation	Computer Hardware	9.22%

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 Rebalanced: Asset allocation update executed.

Changes: Added [Microsoft Corporation(MSFT), Space Exploration Technologies Corp(SPCX), SanDisk Corporation(SNDK)], Removed [Oracle Corporation(ORCL), Costco Wholesale Corp(COST)]

Ticker	Company Name	Sector / Industry	Allocated Weight (%)
SAP	SAP SE ADR	Software	17.50%
MSFT	Microsoft Corporation	Software	17.50%
PLTR	Palantir Technologies Inc.	Software	17.50%
SPCX	Space Exploration Technologies Corp	무선 통신 서비스	17.50%
KO	Coca-Cola Co	Beverages - Non-Alcoholic	10.68%
CVX	Chevron Corporation	Integrated Oil & Gas	7.04%
JNJ	Johnson & Johnson	Pharmaceuticals	5.00%
DELL	Dell Technologies Inc	Computer Hardware	4.50%
SNDK	SanDisk Corporation	Computer Hardware	2.77%

⚠️ 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.