Joel Greenblatt · Gotham
Magic-formula value, special situations.
The board ranks candidate holdings for a later filing. The stored hit-rate and lift summaries have not been reconciled to the serving model version, so they are withheld. The ranks are not return forecasts. See the methodology for the separate historical ranking evaluation.
Ranking evidence is model- and population-specific. The current serving board and stored per-investor holdout summaries do not yet have a verified version mapping, so no per-investor hit rate or AUC is shown.
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Predicted next buys: quarter ending 2026-09-30
The model ranks candidates for Joel Greenblatt · Gotham’s next 13F filing. These are expectations, not public confirmations. Rank order is shown while version-specific probability calibration is reviewed.
| # | Ticker | Company |
|---|---|---|
| 1 | BEPC | Brookfield Renewable Corp |
| 2 | DTE | Dte Energy Company |
| 3 | WSO | Watsco Inc |
Predicted exits, conviction fading
Of Joel Greenblatt · Gotham’s current disclosed holdings, the names a model flags as most likely to be EXITED or TRIMMED next quarter, before the 13F shows it. Model score (not a calibrated probability), ranked. Holdings as of 2026-06-30.
| Ticker | Company | Weight | Last move | Sell likelihood |
|---|---|---|---|---|
| HUM | Humana Inc | 0.21% | added last Q | ▲▲ 65 |
| HIW | Highwoods Pptys Inc | 0.17% | added last Q | ▲▲ 65 |
| MKC | Mccormick & Co Inc | 0.13% | added last Q | ▲▲ 63 |
⚠️ This predicts the ACTION (whether Joel Greenblatt · Gotham reduces the position), not a return and not a short. A 13F shows long positions only, so a “sell” here means exiting or cutting a long, never shorting the stock. Walk-forward validated on the decision (AUC ≈ 0.66), but acting on it is not shown to make money. Research, not advice.
Top disclosed holdings: Jun 2026
| Ticker | Company | Weight | Last change |
|---|---|---|---|
| SPY | State Str Spdr S&P 500 Etf T | 19.80% | ➕ Added |
| AAPL | Apple Inc | 1.93% | ✊ Held |
| NVDA | Nvidia Corporation | 1.87% | ✊ Held |
| GSPY | Tidal Trust I | 1.60% | ✊ Held |
| IVV | Ishares Tr | 0.78% | ✊ Held |
Source: SEC Form 13F (public domain), long U.S. equity positions only, disclosed up to 45 days after quarter-end. Top 15 of 150 shown.
Reported value per share: latest filing
13F shows quarter-end holdings, not trades or trade prices. The “Reported $/sh” column is the filing’s reported value ÷ shares, which is the quarter-end price, not what the fund paid. The range is the price band that quarter. A snapshot shows only the net position at two dates, so the fund may have traded more, or at other prices, in between. “vs reported” is today versus that figure, not a future price.
| Ticker | Reported $/sh | Quarter range | Today | vs reported |
|---|---|---|---|---|
| SPY | $746.77 | $647 to $756 | $778.01 | +4.2% |
| AAPL | $289.36 | $253 to $315 | $340.97 | +17.8% |
| NVDA | $200.09 | $174 to $235 | $229.28 | +14.6% |
Factor fingerprint, the style behind the book
98% of Joel Greenblatt · Gotham’s day-to-day swings are explained by public, buyable factors (Fama-French 5 + momentum), regressed on their current disclosed book (15 of 15 names, ~303 trading days). Market beta 1.09.
⚠️ This is the part the great investors can’t hide: their style is a tilt toward known factors, and every one of these is sold as a cheap index ETF. Buying the factors gets you most of the book for a few basis points. What’s left after the factors (the residual) is noisy on a single concentrated book and is not a reliable edge, read this as transparency about the style you’re copying, not a secret signal. Loadings are in-sample on current static weights, U.S. long positions only. Research, not advice.
This mirror’s track: backtest vs S&P 500
Read this honestly. Leak-free walk-forward backtest: top-10 predicted new buys ranked from a broad ~2,000-name universe known at the rebalance date, equal-weight, 1-quarter holds, complete quarters only, gross (before costs). Small samples, per-investor edges are noisy and not statistically significant. Historical simulation only. Portfolio outcomes do not establish prospective performance, and the average is sensitive to a small number of quarters. Past performance does not predict future results. Not investment advice.
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Prior Moves is a research publication: one impersonal model portfolio per investor, identical for every reader. You place any trades yourself at your own broker. No execution, no custody, no individualised advice.