AI Momentum
Signal-driven allocation built from Quant Lucid Opportunity, Momentum, and Conviction scores.
Diversification
64
Volatility Profile
8.1%
1.6904761904761905-year backtest
Horizon
1–3 years
Live House Account
Forward performance on a virtual $1,000 autopilot account since 7/1/2026.
Account value
$975.78
As of Aug 8, 2026 UTC
Total return
Cumulative since activation
-2.42%
Today's return
Since midnight UTC
+0.18%
Tracking days
37
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
1.7-year daily MA300 → SHY trend filter at stated weights (Yahoo Finance, 17 holdings, as of 2026-08-07). Research only — not a forecast or live track record.
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
+22.0%
1.6904761904761905-year backtest
Volatility
8.1%
annualized
Sharpe Ratio
2.70
excess vs T-bills
Max Drawdown
-5.4%
backtested
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Weekly (Mondays)
Drift > 5%
Min Holding
21 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).