Quant Lucid Alpha
Flagship Quant Lucid portfolio combining top-scored assets with automated trend-aware rebalancing. Built for paper trading and webhook execution.
Diversification
57
Volatility Profile
7.1%
1.2936507936507935-year backtest
Horizon
3–5 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
$970.20
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
-2.98%
Today's return
Since midnight UTC
0.00%
Tracking days
76
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. 1.3-year daily MA200 → SHY trend filter at stated weights; next-open fills; paper one-way costs (15 bps) on entries/exits (22 holdings, as of 2026-09-18). 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
+11.6%
1.2936507936507935-year backtest
Volatility
7.1%
annualized
Net Sharpe
1.67
after paper fee + slippage
Max Drawdown
-2.8%
backtested
Sortino Ratio
2.51
return / downside vol
Gross Sharpe
1.75
before paper fee + slippage
VaR 95% (1-day)
-0.68%
historical, 5th-pctile day
CVaR 95% (1-day)
-1.00%
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
MA200 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Flagship top-40 composite-score portfolio with max-Sharpe weights, MA200 trend filter, 30% cap, and weekly rebalance. Aug 2026 dynamic-scoring harness: hist Sharpe 1.43, block P5 0.67 (MC fragile).
Bull Case
Strong walk-forward Sharpe and flagship score selection on headline backtest.
Bear Case
Slug-specific walk-forward harness fails MC promotion gate; optimization assumes stable correlations.
Behavior During Downturns
Per-holding trend exits and defensive regime overlays redirect to cash equivalents during elevated stress.
Holdings
Holdings selected from live Quant Lucid scores and weighted via max-Sharpe optimization (research model).