Model Portfolios

Capital preservation focus. Heavy bond and defensive allocation designed for lower volatility research profiles.

Classic 60/40-inspired allocation balancing growth and stability across stocks, bonds, and alternatives.

Equity-focused allocation emphasizing innovation, platform businesses, and long-term compounding themes.

Mutually exclusive Nasdaq 3x rotation — long TQQQ in bull regimes, long SQQQ in bear regimes, SHY when neutral.

Pulse 2.0 — the same daily SMA-stack momentum engine applied to 3x leveraged sector ETFs for maximum risk-adjusted compounding.

Short-horizon momentum across a diversified basket of sector ETFs. Built for active participation in trending equity markets.

Capital-efficient equity exposure via deep ITM LEAPS calls. Frees ~70% of capital to SHY while maintaining trend-aware positioning on top-scored assets.

Conservative allocation with collar overlays on equity positions. Bounded risk and return via simultaneous protective puts and covered calls.

Poor Man's Covered Call on flagship scored assets. LEAPS long calls paired with short-dated OTM call sales for capital-efficient income and growth.

Soros-inspired global macro sleeve. Rotates across macro-sensitive ETFs only when EUR/USD and bond-liquidity gates confirm a risk-on regime.

Autopilot analog: Jim Simons Tracker / Point 72 (`hedge-fund-mirror`). Educational clone of top institutional 13F holdings with max-Sharpe weights, 15% caps, and MA200 trend protection.

Autopilot analog: AI World War III Portfolio (`defense-ai-regime`). Defense primes and AI/cyber infrastructure with macro-regime tilting — more defense when dollar and rates liquidity weaken, more AI when risk-on.

Autopilot analog: Burry Tracker (`burry-value`). Deep-value contrarian tilt on hated / out-of-favor names — separate from broad 13F mirror.

Cross-sectional momentum — holds the top performers by trailing return, rebalanced weekly. Rotates leadership instead of waiting for per-coin trend stacks.

Short-horizon momentum across a diversified basket of major coins. Built for active participation in trending crypto markets.

Income-oriented educational allocation focused on dividend growers, yield ETFs, and REIT exposure.

Signal-driven allocation built from Quant Lucid Opportunity, Momentum, and Conviction scores.

Quantitative multi-factor strategy optimizing for risk-adjusted allocation research across quality, value, and momentum.

Flagship Quant Lucid portfolio combining top-scored assets with automated trend-aware rebalancing. Built for paper trading and webhook execution.

Selective crypto trend model (Sniper) that waits for MA-stack momentum plus bond liquidity and EUR/USD dollar-regime confirmation before deploying. Stays in USDC when the dollar is strengthening or trends break.

Monthly rebalanced crypto allocation that scales exposure with market structure. Participates in uptrends and steps aside during prolonged weakness.

Dip-buying and mean-reversion strategy that complements trend models. Activates during pullbacks when momentum strategies may be on the sidelines.

Blended bundle: 45% Sniper, 30% Monthly, 25% Bounce with v3/v5 + SMA dip-cross bounce logic.

Equal-weight blend: 33% Sniper, 33% Monthly, 33% Bounce with v3/v5 + SMA dip-cross bounce logic.

Dividend-oriented equity holdings enhanced with systematic covered call premium collection. Generates income while maintaining core equity exposure.

Growth equity allocation with regime-triggered protective put hedging. Runs unhedged in normal markets; activates puts in caution/defensive regimes.

Warren Buffett's passive benchmark: 90% low-cost S&P 500 index fund and 10% short-term government bonds. He recommended this in his 2013 shareholder letter as instructions for managing his wife's inheritance.

Buffett-inspired quality portfolio. Optimizes weights across durable-competitive-advantage businesses — consumer franchises, financials, and staples — with MA200 capital preservation.

Weekly credit spread basket across major ETFs. Sells bull put spreads below the 50-day SMA and bear call spreads above it — capturing premium when trends mean-revert.

Systematic Buffettology — ranks the scored universe by quality, valuation, and low risk, then optimizes weights with a long-term trend filter.

Far OTM Bull Put Spread 40D. Systematic put premium on SMH and USO — 0.15 delta, close at 50% profit, 4% risk per trade. Sized for $1,000 accounts.

Trial cross-venue autopilot blend: 60% leveraged ETF Pulse, 25% crypto Pulse, 15% ai-momentum. Passes dedicated house-book MC sweep (P5 6.61) — not yet in catalog MC validate runner; live Alpaca + Coinbase wiring pending.

Jim Simons-inspired research portfolio. Scans 50 scored candidates for many modest statistical edges, with tight position caps and MA200 risk control.

Capital preservation first. Blends investment-grade bonds, dividend growers, and quality equities — optimized for minimum volatility with MA100 trend protection.

Autopilot analog: Inverse Cramer (`contrarian-pulse`). Fades recent winners — quality and valuation over momentum — with Fear & Greed / GDELT regime scaling.

Autopilot analog: Pelosi Tracker+ / Mullin Tracker (`congressional-tracker`). STOCK Act disclosure mirroring with 45-day lag, max-Sharpe weights, and Quiver live feed when API key is set.

Autopilot analog: White House Asset Management (`white-house-tracker`). Gov-adjacent defense, finance, and energy basket — research until federal ethics disclosure feed ships.