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Scion Asset Management, LLC
Backtest

Scion Asset Management, LLC

What you'd have made by mirroring Scion Asset Management, LLC's public 13F filings, starting with $10,000 on Feb 16, 2016 and rebalancing at every disclosure through May 31, 2026.

32 filings replayed146 of 175 CUSIPs mapped to tickers221 closed trades4 still open
BenchmarkMSCI EAFEDeveloped ex-US

Equity curve

$10,000 mirrored · vs EFA
$10k$20k$30k$40k$50k$60k$70k2017201820192020202120222023202420252026
Mirror portfolio$10k in EFA
Mirror — final
$52.47K
EFA — final
$27.12K
Mirror return
+424.7%
Excess return vs EFA
+253.5%

Risk profile

Weekly mirror returns vs EFA · rf ≈ 4%
Sharpe
0.39
Max drawdown
-55.4%
Beta vs EFA
0.78
Information ratio
0.23
CAGR
+17.5%
Volatility (ann.)
34.2%
Sortino
0.45
α (Jensen, ann.)
+8.7%
Tracking error
31.7%
Upside capture
86%
Downside capture
54%
Window
10.3y

Drawdown

Underwater curve — distance below running peak
-50%-40%-30%-20%-10%0%-55.4%2017201820192020202120222023202420252026

Largest drawdown: -55.4% from 2019-12-10 to 2020-03-17 · recovered 2020-12-08.

Style decomposition

18% · 537 weekly obs

Multivariate regression of weekly mirror excess return on five style factors built from the benchmark ETFs: SPY (market), IWM−SPY (size), QQQ−SPY (growth), EFA−SPY (international), AGG−SPY (bonds). The intercept is the “true alpha” after stripping these passive tilts. ✓ marks loadings whose |t-stat| ≥ 2 (≈ 95% confidence the loading is non-zero).

Market (β)
+0.64
Size tilt
+0.25
Growth tilt
+0.06
International tilt
+0.38
Bond tilt
-0.17
α (style-adjusted)
+9.3%
18%
α t-stat
0.94
Observations
537

Rolling 1y alpha

Trailing 52w mirror return − EFA return
-100%0%+100%avg +14.7%now +9.1%201820192020202120222023202420252026

Whether the headline alpha was earned recently or decades ago. Bands above the zero line are quarters where the mirror beat EFA on a trailing-year basis; bands below are quarters where it lost ground. A flat positive line = steady outperformance; a curve that crosses often = regime-dependent strategy.

Realized P&L · closed trades

Cumulative profit from positions opened and later sold
$0$200k$400k$600k$800k$1.0M$1.2MREAL +$555kWAL +$372kSBSW −$165kNOV +$127k201720182019202020212022202320242025
Realized P&L
+$1.24M
Closed trades
221
Win rate
37%
Avg return / closed
+10.3%

Biggest closed trades

IssuerEntryExitHeldReturnP&L
THE REALREAL INC
REAL
Q2 2023Q1 20257Q+515%+$4.44B
WESTERN ALLIANCE BANCORP
WAL
Q2 2023Q3 20231Q+67%+$2.98B
SIBANYE STILLWATER LTD
SBSW
Q2 2023Q3 20231Q-20%$1.32B
NOV INC
NOV
Q2 2023Q3 20231Q+38%+$1.01B
WELLS FARGO CO NEW
WFC
Q2 2023Q3 20231Q+14%+$640.21M
SKYWEST INC
SKYW
Q1 2023Q2 20231Q+30%+$611.78M
HUNTINGTON BANCSHARES INC
HBAN
Q2 2023Q3 20231Q+24%+$500.36M
COTERRA ENERGY INC
CTRA
Q2 2023Q3 20231Q+10%+$378.9M
COHERENT CORP
COHR
Q1 2023Q3 20232Q+7%+$376.83M
OVINTIV INC
OVV
Q2 2023Q3 20231Q+45%+$363.18M

Every trade · entry date × return

Bubble = position size at entry
-50%-25%0%+25%+50%+100%+200%+500%GME · +728%REAL · +515%HCA · +119%201720182019202020212022202320242025
PositiveNegativeStill open (marked to market)
Best closed pick
GME +728%
Worst closed pick
GME -70%
Total trades
225
Open trades
4