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Sig AI Portfolio scores every stock across three time horizons and combines them into a single composite signal. Daily signals capture short-term momentum (price and volume trends), options market positioning, earnings surprise magnitude, and insider buying or selling activity. Weekly signals measure sector rotation flows, supply-chain stress that propagates upstream and downstream through the AI value chain, and analyst estimate revision direction. Quarterly signals look at earnings growth trajectory, capex intensity relative to peers, margin expansion trends, and whether a stock's valuation sits in a cheap, fair, expensive, or bubble regime. Those three scores are blended with time-decay weighting — so a week-old daily signal carries less influence than a fresh one — and the result is a composite between −1 (strong sell) and +1 (strong buy). A stock only generates a BUY or SELL recommendation when its composite clears a conviction threshold, and the size of the recommended position is further shaped by which layer of the AI supply chain the company sits in, its sleeve assignment (core, satellite, or tactical), concentration limits, and active bottleneck conditions — for example, a constrained chokepoint like advanced packaging capacity can boost the signal for beneficiaries and dampen it for affected names.