Invest Better

The evidence,
in full.

Every number Souppe publishes is a backtested result computed on historical data, with the methodology public and the as-of period stated. This page holds all of it.

26 Years of real markets tested
100,000+ Securities analysed
8 Risk dimensions per portfolio
21-51% Less drawdown than the market in every major crash since 1999

What happens when
you actually look?

We built 6,152 portfolios by applying Souppe's suggestions and measured how they behaved across 26 years of real markets, through every major downturn since 1999.

You lose less when it matters most

The crash that wipes out years of gains is every investor's worst fear. Souppe-guided portfolios lost 21% to 51% less than the S&P 500 during every sustained bear market since 1999.

The dot-com crash wiped out 49% of the S&P 500. Souppe portfolios lost 24% on average. In 2008, the market fell 57% while Souppe portfolios fell 45%. The same pattern held through 2015-16 and 2018. When your holdings protect each other under stress, you keep more of what you have built.

Every suggestion makes it stronger

Each suggestion targets a specific weakness and measurably improves your portfolio's risk profile. The first one helps. The fifth transforms it.

12pp shallower worst-case loss after 5 suggestions

After one suggestion, your portfolio's worst-case loss improves by 4 points. After three, by over 9. After five, by 12. Your portfolio swings less, drops less and recovers from less depth. The improvement stacks with every step.

You understand every suggestion

Souppe shows you exactly what drives your portfolio and why each suggestion makes it stronger. Every suggestion traces to quantifiable data.

68% of your portfolio's behaviour explained (79% for larger portfolios)

You see where you are concentrated, where you are exposed to downside, how liquid your holdings are and how they behave during stress. The more stocks you hold, the deeper Souppe understands your portfolio. When it suggests an addition, you see exactly which gap it closes and why.

The more fragile you are today, the more Souppe helps

Souppe analyses your specific portfolio and targets its exact weak points. The improvement you see depends on where you start.

Single-stock holders see up to 23 percentage points less drawdown. Trend-heavy and concentrated portfolios also improve significantly. The more structural risk in your portfolio, the more Souppe can reduce it.

Real portfolios.
Real results.

We ran Souppe on the actual holdings of 500 institutional fund managers from SEC 13F filings, totalling $1.3 trillion in AUM. Single-fund managers (up to 1 private fund); sole-managed portfolios; AUM at least $0.5B; Souppe suitability at least 70, 2025Q4 filings.

95% of managers had their portfolio's crash sensitivity drop. Average market exposure during stress regimes fell from 1.01 to 0.71. Portfolios that previously amplified market drops now buffer them.

Souppe scores every portfolio across multiple dimensions of risk and names the weak spot. We applied Souppe's top suggestion to each manager's holdings and measured what changed. 11 of 13 risk measures improved with statistical significance (Holm-Bonferroni-corrected p < 0.05). Every portfolio is different. Every answer is different.

95% of managers improved their downside protection score
56% of top suggestions were unique. Every portfolio received a different answer
390 unique securities in the top-5 suggestions across all portfolios
4% overlap between any two managers' suggestions
Institutional investment manager portfolio data powered by

How these numbers
are computed.

Performance figures are backtested results computed on historical data, with the as-of period stated wherever they appear. The methodology is published at souppe.ai/validation.html.

The entire system is built on statistical analysis: breaking risk into its components, understanding how markets behave across different conditions and measuring portfolio structure. The mathematics that measure portfolio risk are transparent, reproducible and decades old.

The methodology is grounded in peer-reviewed academic research spanning decades of financial economics. Every version of the model is tested across the worst downturns in modern history and the results are published. The best way to earn trust is to show the work.

The published dataset on this page carries its own as-of period, shown with the study sample above. The full research is public at pickel.io/portfolio-management and the same method runs live on the Investment Desk.

Souppe is a research and decision-support tool. Every investment decision is yours.

See what the same analysis says about your portfolio.

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