I live inside Portfolio123—building, stress-testing, and refining factor strategies day in and day out. My workflow blends the Portfolio123 framework with Python-driven tests via their API, with constant tinkering: new factors, new weighting schemes, performance analysis, and coming up with whatever new factor the data whispers. That systematic approach has carried my returns for over 5 years, running at 40%+ returns in my private account and 30%+ in a larger portfolio in my professional life.

And when I need fresh inspiration for the next factor tweak, I still indulge my first love—hunting the occasional deep-value micro-cap. I still print the 10-K, read every footnote, and comb the proxy—because that’s where the loose threads hide. Those deep-value detours into tiny companies feed my curiosity and often spark the next factor idea.