Research Call Performance: A Weekly Look Back, June-September 2026

Executive Summary

Since our first graded call in June 2026, we have tracked a simple hypothetical: buy one real share on every Buy or Strong Buy call, short one real share on every Sell or Strong Sell call, at the actual market price on the day we published. Hold calls are excluded, since they carry no directional position to trade. This post looks back week by week, from the first call through the end of September 2026, at how that hypothetical book evolved as new calls were added.

By the week ending 2026-09-25, the book held 58 positions with $5,237.46 deployed, for a cumulative return of +8.07% (+30.0% annualized). The earliest weeks are noisy — with only 1-6 positions active, a single stock’s move swings the annualized figure wildly (the first full week showed a +684.6% annualized rate on one position; that is a sample-size artifact, not a real result, and should be read as such). The figure stabilizes as the book grows past about 20-30 positions from late July onward.

Week-by-Week Evolution

Early weeks (fewer than ~15 positions) carry very little statistical weight — a single large move dominates the annualized figure. Treat the June/early-July rows as directional color, not a result.

Entry and Exit Price, Call by Call

The table above tracks the book’s aggregate evolution. Here is the same 58 positions broken out individually: the actual market price we would have paid (Buy) or sold short (Sell/Strong Sell) at on the publication date, and what that single share would have been worth exiting at the 2026-10-02 close — the same exit assumption used throughout this analysis.

Entry price is the actual close on the publication date (the price we would have bought, on a Buy call, or sold short, on a Sell/Strong Sell call). Exit price is the 2026-10-02 close for every position, regardless of entry date — so a position entered in June has been held roughly four months, and one entered in late September only a week or two. Return is shown from the position’s own side of the trade: positive means the call was profitable.

What This Does and Does Not Show

This is a hypothetical, not a trading record. It assumes every call was actually bought or shorted on the publication date’s close, held continuously, with no transaction costs, no slippage, and no borrow costs on the short positions. It is dollar-weighted and staggered: each call’s capital only joins the book on its own entry date, which is why both the numerator and the denominator grow over the period shown here rather than starting from one fixed pot.

Full current methodology and the complete call-by-call scorecard: /the-scorecard/. The most recent reading, updated weekly, is tracked at /research-performance/.