🪞 Ken Griffin · Citadel
Multi-strat quant (kept out of the consensus mirror).
Hit rate is measured, not predicted: across 2,030 investor-quarters of walk-forward holdout, the name this model ranked first was the investor’s actual next new buy 1.7% of the time, against 0.62% for a name drawn at random from the same board. That is 2.77x chance. The model ranks the whole board; AUC and the rest of the scoring detail are on the how it works page.
Not scored. This board has 0 walk-forward quarters carrying enough new positions to grade, fewer than the 6 this test needs. It is published unscored. Nothing here is a verdict on the investor.
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🔮 Predicted next buys: quarter ending 2026-09-30
The model orders Ken Griffin · Citadel’s candidates for the next 13F filing. No public confirmation yet. The rate beside each name is the model’s own score rewritten as a measured quantity: how often a name in that position turned out to be the next buy across 2,030 investor-quarters of holdout. Picking at random from this board lands 0.62%.
| # | Ticker | Company | Measured hit rate | vs base |
|---|---|---|---|---|
| 1 | BMNR | Bitmine Immersion Technologi | 1.7% | 2.7x |
| 2 | RRC | Range Resources Corp | 1.6% | 2.6x |
| 3 | DT | Dynatrace Inc | 1.3% | 2.1x |
📉 Predicted exits, conviction fading
Of Ken Griffin · Citadel’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 |
|---|---|---|---|---|
| KLAC | Kla Corp | 0.32% | added last Q | ▲▲ 66 |
| SOXX | Ishares Tr | 0.19% | added last Q | ▲▲ 65 |
| IGV | Ishares Tr | 0.24% | added last Q | ▲▲ 65 |
⚠️ This predicts the ACTION (whether Ken Griffin · Citadel 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 | 6.77% | ➕ Added |
| NDQ | Invesco Qqq Tr | 5.72% | ➕ Added |
| MU | Micron Technology Inc | 4.49% | ✊ Held |
| TSLA | Tesla Inc | 2.72% | ➖ Trimmed |
| NVDA | Nvidia Corporation | 2.71% | ➖ Trimmed |
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.
💲 Where they bought: accumulation cost
13F shows holdings, not trade prices. Implied average cost is total value ÷ shares; the zone is the price range that quarter, where they accumulated. “vs cost” is today versus that average. This is where they bought, not a future price.
| Ticker | Avg cost | Accumulation zone | Today | vs cost |
|---|---|---|---|---|
| SPY | $746.77 | $647 to $756 | $761.69 | +2.0% |
| MU | $1154.29 | $338 to $1213 | $1043.96 | -9.6% |
| TSLA | $420.60 | $343 to $445 | $364.27 | -13.4% |
🎯 Disclosed options: calls vs puts
13F discloses option positions too. Calls lean bullish or levered; puts lean bearish or hedging. This is the not-just-buying side of what they disclose. Note: Ken Griffin · Citadel is a systematic market-maker, its option book is mostly hedging and flow, not a directional view.
| Ticker | Position | Lean |
|---|---|---|
| SPY | calls | bullish / levered |
| NDQ | puts | bearish / hedge |
| MU | puts | bearish / hedge |
Source: 13F option lines (put_call). Disclosed positions, not advice.
🧬 Factor fingerprint, the style behind the book
84% of Ken Griffin · Citadel’s day-to-day swings are explained by public, buyable factors (Fama-French 5 + momentum), regressed on their current disclosed book (14 of 15 names, ~303 trading days). Market beta 1.48.
⚠️ 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. The consensus mirror's backtest shows +2.2 pts/quarter net vs the S&P 500 over 35 complete quarters (2017Q3 to 2026Q1), directional, NOT statistically significant (t≈1.3; 95% CI includes zero). Most of that average is one quarter: 2026Q1 posted a +47.5 pt edge, roughly half of it two AI-hardware names (SNDK +258%, AMD +186%) marked at what proved to be a local peak; excluding it the edge is +0.9 pts/quarter. 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.