Model Portfolios

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

Meb Faber 5-asset global tactical allocation — max-Sharpe optimizer with per-asset MA100, a daily 6% trail exit, and Monday re-entry only when still above trend.

Harry Browne-inspired permanent portfolio (SPY/TLT/GLD/DBC) with max-Sharpe weights and MA trend filter. Honest next-open + 15 bps P5 1.12 (Sep 21 2026).

Optimized dividend-equity allocation with quality-factor ETFs and a defensive equity anchor. Drop-in replacement for Dividend Income with MC income-validated robustness.

Income-oriented allocation with bond ballast for path robustness. Conservative bond sleeve plus dividend ETF tilt — the tradable variant of Dividend Income.

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

Short-term SPY mean reversion — buy shallow oversold dips in long uptrends, exit on SMA bounce. MC-validated Aug 2026.

Tyler / Portfolio Charts five-asset lazy portfolio (VTI, VIOV, TLT, SHY, GLD) with max-Sharpe weights and MA trend filter. MC-validated Aug 2026 try-sweep.

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

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

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

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

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

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.

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

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

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

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.

Same ETF Pulse momentum engine on nine sector ETFs — inverse SQQQ removed for cleaner live paths. Forward A/B track vs flagship ETF Pulse.

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

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.

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

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.

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.

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.

Cross-venue house book: 60% leveraged ETF Pulse, 25% crypto Pulse, 15% macro-pulse. Fixed blend beat regime flippers in Aug 2026 sweep. $1k demo track record; live Alpaca + Coinbase autopilot 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: 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.

Same Defense + AI universe as `defense-ai-regime`, with an unlevered 15% realized-vol cap. Residual goes to SHY when trailing portfolio vol exceeds the target.

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

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

Antonacci Global Equities Momentum — monthly relative (SPY vs VEA) plus absolute momentum hurdle (BIL). Research-only (Aug 2026 sweep: block P5 Sharpe 0.42).

Keller VAA-G4 breadth momentum — top offensive ETFs or LQD defensive. Research-only (Aug 2026: block P5 Sharpe 0.42).

Multi-asset time-series momentum with inverse-vol sizing across equity, rates, and commodity sleeves. Research-only (Aug 2026: block P5 Sharpe 0.18).

Unlevered equal-risk allocation across growth/inflation economic buckets. Research-only (Aug 2026: block P5 Sharpe −0.29).

Expanded 10-asset Faber tactical universe with max-Sharpe optimization and MA trend exits. MC-validated Aug 2026.

Dalio economic-bucket ETF universe (equity, nominal bonds, TIPS, credit, gold, commodities) with max-Sharpe and an MA150 trend filter. Not levered Bridgewater All Weather — that process is the research clone all-weather-rp.

Mutually exclusive Nasdaq 3x rotation — long TQQQ in bull regimes, long SQQQ in bear regimes, SHY when neutral. Fills at 1:30 PM ET; one trade per session.

Meb Faber 13-asset ticker list with daily max-Sharpe weights and MA150 exits — not Faber’s published equal-weight 10-month SMA rule, and not the live Cambria GTAA ETF.

Multi-asset time-series momentum ETF universe with max-Sharpe optimization and MA trend exits. MC-validated Aug 2026 — hybrid engine replaces rule-based TSMOM.

Vasquez / Risk Parity Radio golden-ratio mix (VUG, VIOV, TLT, GLD, DBC, SHY) with max-Sharpe weights and MA trend filter. MC-validated Aug 2026 try-sweep.