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Funds (13F)

Walleye Capital LLC

Backtest from 16 Nov 2018 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+16.1%
S&P 500 +15.3%
Last 12 months
+6.9%
S&P 500 +12.1%
Sharpe ratio
0.66
S&P 500 0.71
Biggest drop
−38.3%
S&P 500 −31.8%
$10.0k$20.0k 201820192020202120222023202420252026 $32.7k$31.2k
Walleye Capital LLCS&P 500 $10,000 in Walleye Capital LLC from 16 Nov 2018 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Walleye Capital LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Walleye Capital LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+16.1%+15.3%
Total return+227%+212%
Last 12 months+6.9%+12.1%
Last 3 months−1.8%—
Last month−2.4%—
This year so far+5.5%—
Volatility a year22.0%18.3%
Sharpe ratio0.660.71
Biggest drop−38.3%−31.8%
Beta to the S&P 5001.131.00
Alpha a year (t-statistic)−0.3% (−0.12)—
Share of weeks up60%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
AMZN3.8%——
MSFT1.9%——
JPM1.9%——
AAPL1.3%——
KLAC1.2%——
TSLA1.2%——
MU1.1%——
AMAT1.0%——
CSCO0.9%——
Q0.9%——
CCL0.9%——
SNDK0.9%——
AMD0.9%——
HNGE0.9%——
COR0.8%——
CAT0.8%——
TTWO0.8%——
MCD0.8%——
META0.8%——
AMGN0.7%——
IBM0.7%——
CVS0.7%——
COF0.7%——
ALL0.7%——
BA0.7%——
HWM0.7%——
HOOD0.6%——
PNC0.6%——
WMT0.6%——
HBAN0.6%——
PG0.6%——
BSX0.6%——
MRVL0.6%——
IBKR0.5%——
GE0.5%——
LRCX0.5%——
AAL0.5%——
GS0.5%——
PFE0.5%——
SSNC0.5%——
NOC0.5%——
SLM0.5%——
GWW0.5%——
TOL0.5%——
ADI0.5%——
EQIX0.5%——
CRDO0.5%——
PSX0.5%——
EMR0.4%——
ETN0.4%——
MELI0.4%——
TXN0.4%——
WELL0.4%——
STM0.4%——
FITB0.4%——
URI0.4%——
CG0.4%——
CIEN0.4%——
JBHT0.4%——
AME0.4%——
NVDA0.3%——
ZION0.3%——
LMT0.3%——
INTC0.3%——
FIVE0.3%——
LITE0.3%——
DELL0.3%——
PCAR0.3%——
EXPD0.3%——
PGR0.3%——
USB0.3%——
SMTC0.3%——
NAVN0.3%——
SPCX0.3%——
QCOM0.3%——
MS0.3%——
ONON0.3%——
SCHW0.3%——
RF0.3%——
NKE0.3%——
PH0.3%——
LLY0.3%——
CSX0.3%——
WFC0.3%——
ASND0.3%——
SHOP0.3%——
FCX0.3%——
HAS0.3%——
TJX0.3%——
ABNB0.3%——
VLY0.3%——
MCK0.3%——
HPE0.3%——
HIG0.3%——
KEY0.3%——
SF0.3%——
SNX0.3%——
HAPN0.3%——
UAL0.3%——
TRGP0.3%——
AMP0.3%——
CVX0.3%——
NSC0.3%——
ABT0.3%——
CRWV0.3%——
COST0.3%——
VMC0.3%——
CMG0.3%——
MA0.3%——
CHYM0.3%——
DOCS0.3%——
TEX0.3%——
AMT0.3%——
MTCH0.2%——
CE0.2%——
HUBS0.2%——
COP0.2%——
UI0.2%——
ROST0.2%——
MIAX0.2%——
NFLX0.2%——
STX0.2%——
STT0.2%——
WMG0.2%——
SNOW0.2%——
RTX0.2%——
CORZ0.2%——
DAR0.2%——
JHX0.2%——
WULF0.2%——
TSEM0.2%——
SPOT0.2%——
INTU0.2%——
FLEX0.2%——
RRX0.2%——
DHI0.2%——
FPS0.2%——
C0.2%——
MDB0.2%——
HLNE0.2%——
OSCR0.2%——
SFBS0.2%——
ECG0.2%——
AS0.2%——
COKE0.2%——
TKR0.2%——
FWONK0.2%——
NBIS0.2%——
KMPR0.2%——
GATX0.2%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Nov 2018 to 2 Nov 2026+16.1%+15.3%0.660.71−38.3%1.13−0.3% (−0.12)
Last three years3 Nov 2023 to 2 Nov 2026+19.1%+21.8%0.881.16−20.4%1.08−3.2% (−0.89)
Last year7 Nov 2025 to 2 Nov 2026+9.5%+14.2%0.420.84−10.8%1.06−4.5% (−0.65)
DateCompanyAction
7 Aug 2026ZUMZBought
7 Aug 2026ZTOBought
7 Aug 2026ZIPBought
7 Aug 2026YSWYBought
7 Aug 2026YEXTBought
7 Aug 2026XPERBought
7 Aug 2026XMTRBought
7 Aug 2026XERSBought
7 Aug 2026XENEBought
7 Aug 2026XEBought
7 Aug 2026WYFIBought
7 Aug 2026WTMBought
7 Aug 2026WTBought
7 Aug 2026WSOBought
7 Aug 2026WPMBought
7 Aug 2026WOLFBought
7 Aug 2026WNCBought
7 Aug 2026WMTBought
7 Aug 2026WLDNBought
7 Aug 2026WIXBought
7 Aug 2026WGSBought
7 Aug 2026WESTBought
7 Aug 2026WERNBought
7 Aug 2026WEAVBought
7 Aug 2026WDAYBought

Dated at the rebalance that made the change.

DateCompanyAction
7 Aug 2026ZYMESold
7 Aug 2026ZLABSold
7 Aug 2026ZIMSold
7 Aug 2026YUMSold
7 Aug 2026XPSold
7 Aug 2026XIFRSold
7 Aug 2026WUSold
7 Aug 2026WTTRSold
7 Aug 2026WTSSold
7 Aug 2026WRDSold
7 Aug 2026WRBSold
7 Aug 2026WPCSold
7 Aug 2026WMSold
7 Aug 2026WLTHSold
7 Aug 2026WGOSold
7 Aug 2026WFRDSold
7 Aug 2026WBISold
7 Aug 2026VZLASold
7 Aug 2026VVVSold
7 Aug 2026VRDNSold
7 Aug 2026VOXRSold
7 Aug 2026VIASold
7 Aug 2026VERASold
7 Aug 2026VEONSold
7 Aug 2026VECOSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest