The Total Portfolio
Market positioning intelligence for wealth managers
We extract positioning signals from institutional-grade research desks, and score them for accuracy over time — because markets react to the gap between expectations and outcomes, not fundamentals alone.
Not a trading tool. Built for RIAs, family offices, and wealth advisors who want sophisticated market positioning.
This Week's Signals
Ranked in declining order of conviction. All sources are named institutional research desks.
Macro Factors
Sector Factors
Source Accuracy Leaderboard
We score every institutional call. Sources earn or lose credibility based on what actually happened.
LPL
9 hits / 2 misses / 1 neutral out of 12 signals
75%
hit rate
Goldman
9 hits / 4 misses / 0 neutral out of 13 signals
69%
hit rate
Charles Schwab
4 hits / 2 misses / 0 neutral out of 6 signals
67%
hit rate
Raymond James
11 hits / 5 misses / 1 neutral out of 17 signals
65%
hit rate
BofA
13 hits / 7 misses / 1 neutral out of 21 signals
62%
hit rate
UBS
3 hits / 2 misses / 0 neutral out of 5 signals
60%
hit rate
Invesco
10 hits / 6 misses / 1 neutral out of 17 signals
59%
hit rate
BlackRock
8 hits / 7 misses / 1 neutral out of 16 signals
50%
hit rate
JPMorgan
5 hits / 4 misses / 1 neutral out of 10 signals
50%
hit rate
NW Mutual
6 hits / 8 misses / 1 neutral out of 15 signals
40%
hit rate
Barclays
1 hits / 3 misses / 0 neutral out of 4 signals
25%
hit rate
How It Works
A rigorous, transparent methodology for extracting and scoring macro signals.