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.

Week ending May 30, 2026

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.

1

RBC

2 hits / 0 misses / 0 neutral out of 2 signals

100%

hit rate

2

LPL

4 hits / 0 misses / 1 neutral out of 5 signals

80%

hit rate

3

Raymond James

6 hits / 1 misses / 1 neutral out of 8 signals

75%

hit rate

4

BofA

8 hits / 3 misses / 1 neutral out of 12 signals

67%

hit rate

5

Invesco

6 hits / 3 misses / 1 neutral out of 10 signals

60%

hit rate

6

BlackRock

5 hits / 3 misses / 1 neutral out of 9 signals

56%

hit rate

7

Goldman

4 hits / 4 misses / 0 neutral out of 8 signals

50%

hit rate

8

JPMorgan

3 hits / 2 misses / 1 neutral out of 6 signals

50%

hit rate

9

UBS

2 hits / 2 misses / 0 neutral out of 4 signals

50%

hit rate

10

Charles Schwab

1 hits / 1 misses / 0 neutral out of 2 signals

50%

hit rate

11

NW Mutual

3 hits / 5 misses / 1 neutral out of 9 signals

33%

hit rate

12

Barclays

1 hits / 2 misses / 0 neutral out of 3 signals

33%

hit rate

How It Works

A rigorous, transparent methodology for extracting and scoring macro signals.

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Frequently Asked Questions