ECPND-World

The objective is to consistently outperform the MSCI World while maintaining the same risk profile. The strategy is an overlay on the index, mirroring its regional allocation: 70% US and 30% other developed markets. The US allocation is replaced by 50 companies selected using a data-driven signal, while the remainder stays invested in a broad-market ETF. The signal is the ECPND score (Earnings Call Participation Network and Dynamics) from SGG Research: a metric that uses analysts’ participation in earnings calls to construct a network of professional attention and measure how it changes over time. Methodology and validation: sggresearch.com/whitepaper/ecpnd-world. The data is used under a licence from SGG Research. The wikifolio is managed by the founder of SGG Research under the SGG Research brand; SGG Research does not provide investment advice. Holdings: 70% US equities selected from the 200 largest companies in the S&P 500, and 30% in a UCITS ETF tracking the MSCI World ex USA. No derivatives or leverage. Selection criteria: Each quarter, the 50 companies with the highest ECPND scores are selected from the 200 largest US companies, with at least one stock representing each sector. Holdings are weighted by market capitalisation and scaled to match the index’s sector weights; no individual stock position may exceed 15% of the equity allocation. The ETF allocation is reset to 30% at each rebalancing. Holding period: The portfolio is rebalanced four times a year, in the week following 10 January, 10 April, 10 July and 10 October. No trading takes place between rebalancings. Sources: SGG Research’s ECPND score, market capitalisations and GICS sector classifications. No technical analysis or discretionary interventions. Disclaimer: Backtested on 2022–2026 data. Past or simulated results are not indicative of future performance. ECPND applies only to US equities; the ETF allocation is expected to track its underlying index.