[2026-08-21 20:00][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 (%)
PLTR	Palantir Technologies Inc.	Software	25.00%
SAP	SAP SE ADR	Software	25.00%
MRVL	Marvell Technology Inc.	Semiconductors	25.00%
SNDK	SanDisk Corporation	Computer Hardware	25.00%

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

Changes: Added [SNDK], Removed [MSFT]

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	44.08%
CVX	Chevron Corporation	Integrated Oil & Gas	22.90%
DELL	Dell Technologies Inc	Computer Hardware	12.82%
JNJ	Johnson & Johnson	Pharmaceuticals	10.13%
WELL	Welltower Inc.	특수 REITs	10.07%

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 [Marvell Technology Inc.(MRVL), Welltower Inc.(WELL)], Removed [Space Exploration Technologies Corp(SPCX), Microsoft Corporation(MSFT)]

Ticker	Company Name	Sector / Industry	Allocated Weight (%)
SAP	SAP SE ADR	Software	17.50%
MRVL	Marvell Technology Inc.	Semiconductors	17.50%
PLTR	Palantir Technologies Inc.	Software	17.50%
SNDK	SanDisk Corporation	Computer Hardware	17.50%
KO	Coca-Cola Co	Beverages - Non-Alcoholic	13.22%
CVX	Chevron Corporation	Integrated Oil & Gas	6.87%
DELL	Dell Technologies Inc	Computer Hardware	3.85%
JNJ	Johnson & Johnson	Pharmaceuticals	3.04%
WELL	Welltower Inc.	특수 REITs	3.02%

⚠️ 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.