AI Momentum
Signal-driven allocation built from Quant Lucid Opportunity, Momentum, and Conviction scores.
Diversification
83
Volatility Profile
11.9%
5-year backtest
Horizon
2+ years
Historical Performance
Backtested from 5-year daily closes via Yahoo Finance (15 holdings, as of 2026-06-24). Research only — not a forecast or live track record.
Annualized Return
+10.2%
5-year backtest
Volatility
11.9%
annualized
Sharpe Ratio
0.90
excess vs T-bills
Max Drawdown
-19.3%
backtested
AI Rationale
Holds assets with the strongest combination of near-term opportunity signals, price momentum, and model conviction. Holdings may rotate as scores change.
Bull Case
In trending markets with strong signal agreement, may capture leading performers before broad recognition.
Bear Case
Momentum reversals and higher turnover can produce sharp drawdowns when sentiment shifts.
Behavior During Downturns
May rotate defensively if risk scores spike across holdings. Volatility can exceed balanced models.
Holdings
Holdings selected from live Quant Lucid scores and weighted via max-Sharpe optimization (research model).