Our Methodology
Supreme.PM uses AI and quantitative analysis to decode mutual fund strategies, giving you the alpha without the fees.
Step 1: Data Collection
We aggregate data from SEC EDGAR filings (13F, N-PORT, N-CSR), Refinitiv Lipper, and market data providers to build a comprehensive view of each fund.
Step 2: AI Strategy Decoding
Our machine learning models analyze holding patterns, sector rotations, and trading signals to identify the underlying investment thesis and decision-making framework.
Step 3: Model Construction
We build transparent, rules-based models that replicate the fund's strategy using direct equity positions, eliminating the fund wrapper and its fees.
Step 4: Continuous Monitoring
Models are continuously validated against live fund performance. Tracking error, correlation, and factor exposures are monitored daily.
Data Sources
SEC EDGAR
13F filings, N-PORT reports, prospectuses
Refinitiv Lipper
Fund returns, classification, peer benchmarks
Market Data
Real-time pricing, corporate actions, fundamentals
Supreme.PM Analytics
Proprietary factor models, style analysis
Limitations & Caveats
- Filing Delay: 13F filings are reported with a 45-day delay. Our models account for this lag but cannot fully eliminate it.
- Backtested Results: Model performance shown may include backtested periods. Past performance does not guarantee future results.
- Implementation Costs: Actual trading costs (commissions, slippage, market impact) will reduce realized returns versus model returns.
- Not Financial Advice: Supreme.PM provides analytical tools and decoded strategies. We do not provide personalized investment advice.