Portfolios

Trading Logic

How Quant Lucid generates signals, when trades are authorized, and how risk controls interact with execution.

Design principles

Trend filter (exit logic)

Applies to Growth, Quant Lucid Momentum, Factor, and Alpha portfolios.

RuleDetail
Filter200-day simple moving average per holding
Below MAWeight redirects to SHY (1–3 yr Treasuries)
Re-entryNext weekly Monday rebalance when drift exceeds 5%

Rebalance schedule

SettingDefault
ScheduleEvery Monday (UTC)
Drift gate5% from target weight
Min holding0 days default. Optional MIN_HOLDING_DAYS applies to weekly/monthly allocator books only — not Pulse, Flip, or daily crypto.

Set REBALANCE_SCHEDULE=monthly to use first-Monday-monthly instead.

Webhook dispatch

06:00 UTC compute-scores (Coinbase + demo/paper)
  Weekdays 14:45 UTC live-equity-rebalance (Alpaca / E*TRADE, market open only)

Defensive triggers include VIX spike (>30), elevated portfolio drawdown, high average risk score, or projected volatility above threshold.

Backtest metrics on portfolio pages

Trend-filter portfolios show MA200-filtered Sharpe, return, and max drawdown — matching live signal behavior rather than static buy-and-hold. Template portfolios (Conservative, Balanced, Dividend) use buy-and-hold at optimized weights.

Research only. Not financial advice. For educational and informational purposes only. Past performance does not indicate future results.