Subject: Re: Portfolio123 Testing 2026
*** 2. Current Universe Size ***

P123 and GTR1 have about the same number of stocks (coverage) on 20251128. GTR1 had 1% higher coverage before using SIP fields, but 4% lower coverage after the salesq1.s > 0 step. SIP is missing a few stocks. I compared the tickers passing the screens, and calculated the Jaccard Index.

  size of:     UnivZero  UnivOne  BaseAlt  Base
    GTR1         5465      3784     2902   2790
    P123         5402      3927     2977   2843
  ratio P:G      99%       104%     103%   102%
 
Intersection     5178               2797   2688
    Union        5689               3082   2945
Jaccard Index    91.0%             90.8%   91.3%
 
  GTR1 N/A        89                67       66
  GTR1 blank       3                 0       0

The Jaccard Index is high for these screens, indicating good agreement between the GTR1 and P123 ticker lists.

For example, using the {Base} screen, GTR1 lists 2790 tickers on 20251128, and 2688 of these tickers are on the P123 {Base} list. That leaves 102 {Base} tickers in GTR1 that are not in P123. 66 of these are N/A in GTR1. Some of the others are multiclass tickers. I did not match multiclass tickers. For example, GTR1 has BRK.A and BRK.B, while P123 only has BRK.B.