diff --git a/qttk/examples/portfolio_example.py b/qttk/examples/portfolio_example.py
index 349e26f..6772aab 100644
--- a/qttk/examples/portfolio_example.py
+++ b/qttk/examples/portfolio_example.py
@@ -63,6 +63,10 @@ def _plot(ticker: str, dataframe: pd.DataFrame) -> None:
     # an equally weighted portfolio is assumed
     # weights must add up to 1.0 (100%)
     weights = np.full((1,len(stocks)), 1/len(stocks))
+    #weights = np.array([[0.125, 0.125, 0.0, 0.125, 0.125, 0.125, 0.0, 0.125,\
+     #0.125, 0.125, 0.0]])
+    #weights = np.array([[0.0, 0.0, 0.0, 0.0, 0.5, 0.5, 0.0, 0.0, 0.0, 0.0, 0.0]])
+    #weights = np.array([[0.0, 0.0, 0.33, 0.0, 0.0, 0.0, 0.33, 0.0, 0.0, 0.0, 0.34]])
     portfolio = pd.DataFrame(weights, columns=stocks)
     dataframe = load_portfolio(portfolio.columns.values)
     series = portfolio_price_series(weights, dataframe.iloc[-252:])
@@ -80,5 +84,5 @@ def _plot(ticker: str, dataframe: pd.DataFrame) -> None:
     x = -window                  # define the date range for plot to plot
     to_plot = to_plot.iloc[x:]
     to_plot['rsi'] = rsi[x:]
-    _plot(ticker, to_plot)
+    #_plot(ticker, to_plot)
     exit