Tracked Call · SAA Q1 2026

A 15-holding portfolio, with every thesis, target, and current scorecard visible.

Our Q1 2026 Strategic Asset Allocation call, built May 1, 2026 with a six-month horizon ending November 1, 2026. Every holding has its own investment thesis, probability-weighted scenario target, and full return decomposition. We publish the model and we track it.

Built: May 1, 2026 · Last refresh: June 21, 2026 (7 weeks elapsed) · Next quarterly update: August 2026
Portfolio Performance · 7 Weeks Into a 26-Week Horizon
Holdings reporting
10 of 15
75% of portfolio weight has verified live prices. Remainder pending data refresh.
Expected return by Nov
+8.8%
Probability-weighted six-month total return across all 15 holdings.
Actual so far (reporting wt)
+24.3%
Weighted-average return on the 10 holdings with verified June 18-20 prices.
Outperformance
+14.2pp
Actual minus expected on reporting weight. Driven primarily by SMH (semis) and IWN (small-cap value).

The call has been validated on its core macro thesis — AI capex and small-cap value rotation have played out faster than projected — but the magnitude has exceeded all four scenarios for the semiconductor sleeve.

Two of the four defensive/contrarian sleeves (GLD gold, EWZ Brazil) are below their bear-case bands. The thesis on commodity hedges and EM rotation has not yet materialized. We have not rotated; the discipline is to let the model run its full six-month horizon.

Multi-monitor analytical terminal — MCS Advisory research desk
Research Desk · Macro & Holdings Framework
The Macro Framework

What we believed about the world on May 1, 2026.

Every holding-level target inherits these macro inputs. The probability-weighted scenarios (Bull 20% / Base 50% / Bear 20% / Tail 10%) sit on top.

Input Value Source / Note
Forecast horizon 0.5 yr Six months from May 1, 2026 to November 1, 2026
3-month T-bill (risk-free) 3.66% Used as risk-free in CAPM & ERP calculations
10-year Treasury yield 4.30% Discount rate baseline
Equity risk premium (assumed) 4.50% ERP applied across equity sleeves
S&P 500 EPS growth (2026 consensus) 13.5% Bottom-up consensus; sleeve-specific overrides per holding
S&P 500 forward P/E (today) 21.4x Anchor multiple for scenario decomposition
Core PCE YoY 3.2% BEA March 2026 release (4/30/26); was 3.0% Feb
Headline PCE YoY 3.5% BEA March 2026; +0.7pp jump from Feb
Fed target 2.0% Inflation gap (core PCE − target) = 1.2pp
Intra-equity correlation (ρ) 0.70 Pairwise correlation assumption for portfolio risk model
Equity-bond correlation 0.20 Floating-rate bond vs equity, low end of 0.1–0.3 range
Equity-gold correlation 0.10 Gold treated as near-uncorrelated diversifier
The Scorecard

15 holdings. Every thesis on the record. Every result on the record.

May 1, 2026 entry prices, probability-weighted six-month targets (Nov 2026), and current prices as of June 18–20, 2026. Where current prices are not yet refreshed, we mark the row pending and update at the next quarterly refresh.

Holding Wt May 1 Nov Tgt Current Δ vs Entry Status
SMH AI capex picks-and-shovels — chip suppliers paid as chips ship, not when DCs go live. VanEck Semiconductor ETF. 12% $305.20 $350.04 $659.88 +116.2% Way Ahead
RSP Equal-weight broadens the AI rally. Concentration mitigation vs. cap-weight S&P 500. Invesco S&P 500 Equal Weight ETF. 12% $202.65 $209.70 $210.14 +3.7% At Target
IWN Direct beneficiary of OBBBA 100% capex expensing. April tax-refund consumer impulse. iShares Russell 2000 Value ETF. 10% $162.50 $178.91 $216.90 +33.5% Way Ahead
ITA Defense moderate-high vol play. Geopolitical premium. iShares U.S. Aerospace & Defense ETF. 10% $215.40 $234.10 $244.51 +13.5% Ahead of Target
FLOT Floating rate, near-zero duration. Income anchor for the portfolio. iShares Floating Rate Bond ETF. 10% $50.92 $51.92 refresh pending Q3 Refresh
XLE Energy — high-vol sector. Supply discipline thesis with upside skew. Energy Select Sector SPDR ETF. 6% $58.85 $67.68 $56.30 −4.3% Underperforming
XLU Utilities — low vol sleeve. AI data-center power demand tailwind. Utilities Select Sector SPDR ETF. 6% $47.10 $50.72 refresh pending Q3 Refresh
SCHD Quality dividend, lower volatility. Durable cash flow companies. Schwab U.S. Dividend Equity ETF. 6% $28.45 $30.43 $31.92 +12.2% Ahead of Target
MDY Sweet spot for OBBBA expensing. Domestic-revenue concentration. SPDR S&P MidCap 400 ETF. 5% $665.80 $728.67 $675.85 +1.5% Tracking Slow
GLD Gold — moderate-vol diversifier. Debasement and tail-risk hedge. SPDR Gold Shares ETF. 5% $425.50 $441.67 $384.49 −9.6% Underperforming
EWC Canada — broadly mirrors S&P vol with FX overlay. Resource exposure. iShares MSCI Canada ETF. 5% $47.30 $51.35 refresh pending Q3 Refresh
INDA India EM premium. Secular growth, demographic dividend. iShares MSCI India ETF. 5% $53.80 $60.66 $49.58 −7.8% Underperforming
EWZ Brazil — highest EM vol. Rate-cut and commodity beta. iShares MSCI Brazil ETF. 4% $39.40 $47.70 $33.89 −14.0% Underperforming
EWL Switzerland defensive — quality compounders. Lower vol bucket. iShares MSCI Switzerland ETF. 2% $56.80 $59.88 refresh pending Q3 Refresh
PFF Preferreds — ~6yr duration. Income kicker; rate-sensitive. iShares Preferred & Income Securities ETF. 2% $31.20 $32.10 refresh pending Q3 Refresh
Way Ahead / Ahead of target At target trajectory Tracking slow Underperforming (below bear case) Refresh pending
Current prices sourced from public exchange data (Yahoo Finance, Robinhood, ETF issuer pages), June 18–20, 2026. "Refresh pending" rows are typically the lower-vol / income sleeves (floating rate, preferreds, utilities, international defensive) that move modestly between refreshes; we will reconcile at the August quarterly update. None of this constitutes investment advice; MCS Advisory does not manage individual investor portfolios.
How we built it

Methodology, in plain English.

Buy-side framework, not retail boilerplate. Each holding gets a thesis, a return decomposition, and a scenario-weighted target. Nothing is taken from a model output without an explicit assumption sitting behind it.

01 · The Equation

Return Decomposition

Total Return = Income + EPS Growth + Multiple Change − Fees

Every holding gets its six-month total return decomposed into these four drivers. Income comes from SEC yield × horizon. EPS growth from basket consensus × horizon. Multiple change is the scenario-weighted P/E delta. Fees are the prospectus expense ratio × horizon, applied as a drag.

02 · The Scenarios

Probability-Weighted Targets

Every holding has four scenarios with explicit probabilities:

Bull (20%): AI rally broadens; 2 Fed cuts; oil normalizes
Base (50%): Modest re-rating; earnings carry the load
Bear (20%): Multiple compression; risk premium rises
Tail (10%): Recession; severe multiple compression

Per-holding P/E targets vary; scenario weights are uniform across the portfolio.

03 · The Discipline

Track, Don't Trade

The call is a six-month strategic asset allocation, not a tactical trading book. We don't rotate between quarterly refreshes. Holdings that move beyond their bear case stay in the portfolio for the full horizon — the discipline is to honor the model and learn from the result, not to chase momentum or capitulate at the trough.

Quarterly refresh schedule: August 2026 · November 2026 (closeout).

Talk to MCS Advisory

A confidential conversation, not a sales call.

If the discipline you see in this tracked call is the kind of work you want sitting behind your transaction, your financials, or your investment posture — we'd be happy to talk. No pitch decks. No standardized fee schedule. A conversation.

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