Trading Logic

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

Design principles

No day trading — all signals use end-of-day closes; no intraday or same-session round trips.
Backtest-aligned execution — no minimum holding period by default; optional MIN_HOLDING_DAYS applies to weekly/monthly allocator drift trims only. Pulse, Flip, and daily crypto ignore it. Signal exits and risk halts always bypass min hold.
Trend exits are daily; entries follow schedule— MA below-trend redirects happen every session; full rebalances execute on each portfolio's rebalance day.
Dual webhook gates — scheduled rebalances plus conditional defensive risk alerts.
Venue isolation — Coinbase rebalances overnight; Alpaca / E*TRADE only while the US market is open (weekday afternoon ET clocks from the TOD sweep).

Trend filter (exit logic)

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

Rule	Detail
Filter	200-day simple moving average per holding
Below MA	Weight redirects to SHY (1–3 yr Treasuries)
Re-entry	Next weekly Monday rebalance when drift exceeds 5%

Rebalance schedule

Setting	Default
Schedule	Every Monday (UTC)
Drift gate	5% from target weight
Min holding	0 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 (scores + crypto-monthly)
  08:00 / 16:00 / 20:00 UTC live-crypto-rebalance
    Pulse/XS 08:00 · Bounce 16:00 · Sniper 20:00
  Weekdays 14:30–20:30 UTC live-equity-rebalance
    10:30–15:30 ET windows from the TOD sweeps
  Weekdays 17:30 and 18:30 UTC live-flip-rebalance
    (TQQQ/SQQQ Flip: 1:30 PM ET)

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 software — not a fund or adviser. We do not take custody. Live orders stay in your brokerage. Not financial advice. Past performance does not indicate future results.