AI Momentum
Signal-driven allocation built from Quant Lucid Opportunity, Momentum, and Conviction scores.
Diversification
73
Volatility Profile
17.9%
1.6904761904761905-year backtest
Horizon
1–3 years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 7/1/2026. This is not customer capital and not your brokerage account.
Account value
$952.00
As of Sep 23, 2026 UTC
Total return
Cumulative since activation
-4.80%
Today's return
Since midnight UTC
0.00%
Tracking days
78
Total Return History
Cumulative return since activation — the same metric as the Total Return card above. A rising line means recovery over time; it does not mean today's return is positive.
Hover a date for cumulative and that day's return. For today's move, see Today's Return in the summary.
Historical Performance
Simulated. 1.7-year daily MA300 → SHY trend filter at stated weights; next-open fills; paper one-way costs (15 bps) on entries/exits (30 holdings, as of 2026-09-21). Not a live track record — paper and house-account blotters are the forward book.
Monte Carlo block-bootstrap P5 Sharpe is below 1.0 on 5-year daily returns — demo track record only; paper and live trading are not available.
Annualized Return
+66.2%
1.6904761904761905-year backtest
Volatility
17.9%
annualized
Net Sharpe
2.83
after paper fee + slippage
Max Drawdown
-9.4%
backtested
Sortino Ratio
6.27
return / downside vol
Gross Sharpe
2.87
before paper fee + slippage
VaR 95% (1-day)
-1.15%
historical, 5th-pctile day
CVaR 95% (1-day)
-1.78%
expected shortfall
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Weekly (Mondays)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
MA300 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
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).