High Probability Advisors LLC Portfolio
Invests via High Probability Advisors LLC | Managed by Michael E. Jones, Michael J. Cicero
Invests via High Probability Advisors LLC
Managed by Michael E. Jones, Michael J. Cicero
Automatically Tracked
Company Profile
Advises institutional and high-net-worth clients on systematic macro strategies and risk-managed alternative investments. High Probability Advisors LLC deploys quantitative models to allocate across rates, FX, equities and commodity futures, combining trend and mean-reversion signals with option overlays. Operates as an RIA offering SMA, managed futures and commingled fund vehicles, emphasizing drawdown control and asymmetric payoff engineering.
Advises institutional and high-net-worth clients on systematic macro strategies and risk-managed alternative investments. High Probability Advisors LLC deploys quantitative models to allocate across rates, FX, equities and commodity futures, combining trend and mean-reversion signals with option overlays. Operates as an RIA offering SMA, managed futures and commingled fund vehicles, emphasizing drawdown control and asymmetric payoff engineering.
Investment Philosophy & Strategy
Combines systematic macro and quantitative trading to deliver risk-managed, asymmetric returns across rates, FX, equities and commodity futures. Uses multi-horizon trend and mean-reversion signals augmented by option overlays and portfolio-level volatility targeting. Capital allocation favors liquid, scalable strategies implemented via SMA, managed futures and commingled funds, with emphasis on drawdown control, tail risk mitigation and disciplined position sizing. Seeks consistent absolute returns and diversification for institutional and high-net-worth clients.
Combines systematic macro and quantitative trading to deliver risk-managed, asymmetric returns across rates, FX, equities and commodity futures. Uses multi-horizon trend and mean-reversion signals augmented by option overlays and portfolio-level volatility targeting. Capital allocation favors liquid, scalable strategies implemented via SMA, managed futures and commingled funds, with emphasis on drawdown control, tail risk mitigation and disciplined position sizing. Seeks consistent absolute returns and diversification for institutional and high-net-worth clients.
Disclaimer: This Portfolio is derived from and computed based on publicly available data from SEC filings.
Gain and growth charts are calculated per selected timeframe:
-0.74%
Gain
Monthly
0.13%
Yearly
1.57%
Drawdown
52.75%
$921.76M
Equity
Holdings
$921.76M
Investment
$691.01M
$247.25M
Profit -$4.68M
Realized
$16.5M
Unrealized
$230.75M
Dividends
$54.95M
Goals
Avg. 46.5% completed goals
Yearly
Gain > 5% 2026
Yearly
Gain < 20% 2026
Today
Compared To Yesterday
Gain
0%
Profit
-$4.68M
Win %
81%
This Week
Compared To Last Week
Gain
-0.9%
Profit
-$8.35M
Win %
81%
This Month
Compared to last month
Gain
-1.38%
Profit
-$12.91M
Win %
81%
This Year
Compared to last year
Gain
-1.39%
Profit
-$12.97M
Win %
81%
BNL Broadstone Net Lease Inc.
+3.8%
+$39,021.62 
ABBV AbbVie Inc.
+3.44%
+$8,004.06 
REZ iShares Residential and Multisector Real Estate ETF
+2.67%
+$58,794.59 
MSFT Microsoft Corp.
+2.13%
+$17,395.48 
V Visa Inc. Class A
+1.96%
+$5,771.91 
DFAT Dimensional US Targeted Value ETF
+1.44%
+$8,758.72 
AAPL Apple Inc.
+1.36%
+$21,573.6 
HD The Home Depot, Inc.
+1.17%
+$3,889.36 
AVUV Avantis U.S. Small Cap Value ETF
+1.16%
+$425,613.6 
IWN iShares Russell 2000 Value ETF
+1.09%
+$2,181.05 
USMV iShares MSCI USA Min Vol Factor ETF
+0.97%
+$387,967.17 
HIG The Hartford Insurance Group, Inc.
+0.96%
+$3,547.5 
IUSV iShares Core S&P U.S. Value ETF
+0.76%
+$160,924.55 
IWD iShares Russell 1000 Value ETF
+0.75%
+$11,571.06 
IJR iShares Core S&P Small-Cap ETF
+0.63%
+$4,542.04 
SPSM SPDR Portfolio S&P 600 Small Cap ETF
+0.6%
+$2,372.18 
BRK-B Berkshire Hathaway Inc.
+0.38%
+$762.2 
GSSC Goldman Sachs ActiveBeta U.S. Small Cap Equity ETF
+0.28%
+$43,153.39 
IJH iShares Core S&P Mid-Cap ETF
+0.23%
+$670.42 
DUHP Dimensional US High Profitability ETF
+0.23%
+$152,912.48 
SPMD SPDR Portfolio S&P 400 Mid Cap ETF
+0.23%
+$2,737.65 
DFUV Dimensional US Marketwide Value ETF
+0.08%
+$299.07 
GBIL Goldman Sachs Access Treasury 0-1 Year ETF
+0.01%
+$70.69 
SCHO Schwab Short-Term U.S. Treasury ETF
0%
$0 
SPIB SPDR Portfolio Intermediate Term Corporate Bond ETF
0%
$0 
TSMWF Taiwan Semiconductor Manufacturing Company Limited
0%
$0 
CRDO Credo Technology Group Holding Ltd.
-8.62%
-$17,484.36 
COHR Coherent Corp.
-7.89%
-$15,950.25 
MU Micron Technology, Inc.
-5.89%
-$22,999.68 
ETN Eaton Corporation plc
-4.28%
-$21,638.9 
HWM Howmet Aerospace Inc.
-3.8%
-$8,251.74 
KODK Eastman Kodak Company
-3.72%
-$3,348 
AMAT Applied Materials, Inc.
-3.25%
-$5,451.12 
MTUM iShares MSCI USA Momentum Factor ETF
-3.25%
-$3.27M 
GOOGL Alphabet Inc
-2.97%
-$23,595.02 
NVDA NVIDIA Corporation
-2.61%
-$11,840.71 
AVEM Avantis Emerging Markets Equity ETF
-1.81%
-$484,034.47 
TT Trane Technologies plc
-1.42%
-$9,254.8 
ACWX ISHARES MSCI ACWI EX U.S. ETF
-1.21%
-$14,476.28 
IXUS iShares Core International Stock ETF
-1.19%
-$23,401.17 
JPM JPMorgan Chase & Co.
-1.18%
-$3,361.92 
VEA VANGUARD FTSE DEVELOPED MARKETS ETF
-1.14%
-$7,475.23 
VXUS Vanguard Total International Stock Index Fund Investor Shares
-1.13%
-$2,447.49 
ASML ASML Holding N.V. New York Registry Shares
-1.05%
-$2,051.49 
DYNF iShares U.S. Equity Factor Rotation Active ETF
-1%
-$599,409.12 
SCHA Schwab U.S. Small-Cap ETF
-0.98%
-$3,005.6 
AMZN Amazon.com Inc
-0.94%
-$2,630.4 
ACWI iShares MSCI ACWI ETF
-0.81%
-$4,163.84 
IVLU iShares MSCI International Value Factor ETF
-0.8%
-$129,499.88 
NIO Nio Inc.
-0.8%
-$1,327.8 
OEF iShares S&P 100 ETF
-0.69%
-$4,145.75 
DFUS Dimensional U.S. Equity Market ETF
-0.64%
-$1,313.03 
SPYM State Street SPDR Portfolio S&P 500 ETF
-0.58%
-$30,543.76 
IVV iShares Core S&P 500 ETF
-0.58%
-$10,656.8 
SPY SPDR S&P 500 ETF Trust
-0.58%
-$55,349.4 
SCHB Schwab U.S. Broad Market ETF
-0.57%
-$6,163.57 
GSIE Goldman Sachs ActiveBeta International Equity ETF
-0.55%
-$271,239.16 
IWV ISHARES RUSSELL 3000 ETF
-0.54%
-$12,017.6 
DIHP Dimensional International High Profitability Portfolio
-0.53%
-$235,368.54 
FNDC Schwab Fundamental International Small Company Index ETF
-0.45%
-$67,327.48 
SUSA iShares MSCI USA ESG Select ETF
-0.45%
-$1,796.58 
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
-0.38%
-$446,589.18 
IWM iShares Russell 2000 ETF
-0.19%
-$1,850.37 
NYF iShares New York Muni Bond ETF
-0.19%
-$95,614.3 
DFAC Dimensional U.S. Core Equity 2 ETF
-0.18%
-$2,357.92 
DFSU Dimensional US Sustainability Core 1 ETF
-0.18%
-$367.62 
FVAL Fidelity Value Factor ETF
-0.12%
-$42,148.18 
SPTL SPDR Portfolio Long Term Treasury ETF
-0.12%
-$13,631.58 
VTEB Vanguard Tax-Exempt Bond ETF
-0.1%
-$4,793.9 
SCHR Schwab Intermediate-Term U.S. Treasury ETF
-0.08%
-$31,644.39 
IEI iShares 3-7 Year Treasury Bond ETF
-0.05%
-$214.61 
SHYG iShares 0-5 Year High Yield Corporate Bond ETF
-0.02%
-$5,685.88 
SUB iShares Short-Term National Muni Bond ETF
-0.01%
-$19.71 
FQAL Fidelity Quality Factor ETF
-0.01%
-$1,708.75 
GVI iShares Intermediate Government Bond ETF
-0.01%
-$23.98 Events
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Dividends
Dividend Analysis
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| Trades 901 | Longs Won 644/901 71% | Profit Factor 19.68 |
| Profitability | Shorts Won 0/0 0% | Standard Deviation $1.12M |
| Average Win $404,483.57 | Best Trade (Jul 14) $19.76M | Sharpe Ratio -13.39 |
| Average Loss -$51,506.64 | Worst Trade (Mar 31) -$881,642.38 | Z-Score 13.5 (100%) |
| Commissions $0 | Avg. Trade Length 2y 2m 3w 2d | Expectancy $274,417.55 |
| Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
| Probability of Loss | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
| Consecutive Losing Trades | 17,857 | 16,071 | 14,286 | 12,500 | 10,714 | 8,929 | 7,143 | 5,357 | 3,571 | 1,786 |
Hover over the desired column for a detailed explanation.
Returns
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Option values are updated at end of day.
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Option values are updated at end of day.
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