Quant Lucid Alpha
Flagship Quant Lucid portfolio combining top-scored assets with automated trend-aware rebalancing. Built for paper trading and webhook execution.
Diversification
53
Volatility Profile
Moderate
Horizon
3–5 years
Live House Account
Forward performance on a virtual $1,000 autopilot account since 7/1/2026.
Account value
$996.25
As of Aug 7, 2026 UTC
Total return
Cumulative since activation
-0.38%
Today's return
Since midnight UTC
-0.80%
Tracking days
36
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.
Illustrative Reference Ranges
Live market backtest unavailable. Showing educational ranges only — not live performance or a forecast.
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.
Expected Return
17–19%
annualized
Volatility
+6.9%–+8.9%
annualized
Sharpe Ratio
-0.27
risk-adjusted
Max Drawdown
-2.3%
historical reference
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
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).