> For the complete documentation index, see [llms.txt](https://docs.quantvue.io/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.quantvue.io/our-tools/qv-atlas-long-term-stock-picker.md).

# QV Atlas Long-Term Stock Picker

## QV Atlas Widget Manual

QV Atlas is QuantVue's long-term, rules-based stock model portfolio, available as a widget in the Analysis Tools dashboard. This manual covers what each tab shows and how to follow the model.

### What Atlas is

Every quarter, Atlas grades roughly 5,800 US stocks against their sector peers on five families of evidence: valuation, growth, profitability, momentum, and analyst estimate revisions, plus a news overlay. The 15 highest-conviction names join the portfolio. Winners stay as long as they keep their rating. A holding is sold at the first quarterly check after a downgrade. No discretion, no story stocks.

Because winners stay past their entry quarter, the book usually holds more than 15 names. Position sizes follow the model's conviction ranking: higher-ranked names carry larger target weights, and those targets are reset at every rebalance.

<figure><img src="/files/6jIWCqrDtbA6PA6TFFDG" alt=""><figcaption></figcaption></figure>

### Finding the widget

Open the widget catalog in the Analysis Tools dashboard and look under Strategies. Available to Elite and ATS subscribers.

The header line above the tabs always shows two dates: the as-of date (the last market close reflected in the data) and the next rebalance date. Rebalances land on the last trading day of each quarter.

### Holdings tab

The current book, one row per position:

* **Symbol**: ticker and company name. A NEW tag marks names that joined at the latest rebalance.
* **Sector**: the position's sector.
* **Weight**: the model's target weight, set at the last rebalance. Live positions drift with price between rebalances; this column shows the target, not a drifted live weight.
* **Entered**: the date the name joined the book.
* **Since entry**: price return from the model's entry close to the as-of date.

Click any column header to sort. The default sort is weight, largest first.

The tiles above the table summarize the book: position count, how many are new this quarter, the combined weight of the five largest positions, and the largest sector.

Returns shown are model returns from the entry close. They are not a trading record.

<figure><img src="/files/6CKU6miA2bBHXdWJIKlN" alt=""><figcaption></figcaption></figure>

### Sectors tab

Where the book is concentrated. Each bar is the sum of position target weights in that sector. Atlas does not target sector quotas; concentration follows the picks. The effective spread tile translates the concentration into plain English: the number of equally-sized sectors that would match it.

<figure><img src="/files/0VTqi4T56U6dCxmWmmM5" alt=""><figcaption></figcaption></figure>

### Actions tab

Every rebalance since 2020, newest first. The four most recent quarters show by default; the button at the bottom expands the full history. Each quarter block lists three kinds of action:

* **BUY**: names that joined, with their target weight.
* **SELL**: names sold on a rating downgrade, with the return over the holding period.
* **Re-weights**: every continuing holding's target weight moving from its prior target to the new one. Click the row to expand the list.

Each re-weight row shows the old target, the new target, and the change in percentage points, marked "add" or "trim". Continuing holdings change weight at every rebalance because the conviction ranking is recomputed and the book's membership changes.

#### Following a rebalance

On rebalance day, the Actions tab is the checklist:

1. Buy the BUY names at their target weights.
2. Sell the SELL names.
3. Expand Re-weights and adjust each continuing position to its new target.

The widget updates with the new picks the same day.

<figure><img src="/files/YQRurRzRp8zLLnZT5Gq1" alt=""><figcaption></figcaption></figure>

### Performance tab

The simulated growth of a $10,000 account in Atlas versus SPY since March 2020, on a log scale so early years stay readable. The tiles carry the stat line: CAGR, Sharpe, Sortino, max drawdown, alpha and beta versus SPY, and the share of positive months.

THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.

### Common questions

**Why are there more than 15 positions?** 15 names join each quarter, but winners stay until their rating is downgraded. The book carries every name still holding its rating.

**Why did a position's weight change when nothing was bought or sold?** Targets are reset at every rebalance from the model's current conviction ranking. The Re-weights list in the Actions tab shows each change.

**When does the widget update?** Picks, sells, and re-weights land on rebalance day. Prices and returns refresh with each data update; the as-of date in the header shows the last close reflected.

**Is this investment advice?** No. Atlas is a model portfolio published for informational purposes. Nothing in the widget or this manual is a recommendation to buy or sell any security.

*QV Atlas · QuantVue · quantvue.io · Manual last updated 2026-07-07*