House Book (60/25/15)
Trial cross-venue autopilot blend: 60% leveraged ETF Pulse, 25% crypto Pulse, 15% ai-momentum. Passes dedicated house-book MC sweep (P5 6.61) — not yet in catalog MC validate runner; live Alpaca + Coinbase wiring pending.
Diversification
75
Volatility Profile
Moderate
Horizon
Days–weeks
Live House Account
Forward performance on a virtual $1,000 autopilot account since 8/2/2026.
Account value
$1,016.86
As of Aug 7, 2026 UTC
Total return
Cumulative since activation
+1.69%
Today's return
Since midnight UTC
-1.11%
Tracking days
6
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.
Expected Return
300–380%
annualized
Volatility
Moderate
annualized
Sharpe Ratio
7.2–7.6
risk-adjusted
Max Drawdown
-3% to -4%
historical reference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
None
Buy-and-hold weights
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Aug 2026 house-book sweep champion: 60/25/15 ai-momentum third sleeve. Composite Sharpe 7.39, CAGR +360%, max DD −3.6%, block P5 6.61 (dedicated sweep — confirm via house-book-mc-sweep.ts).
Bull Case
Diversifies across equity leverage, crypto momentum, and factor equity with lower drawdown than pure leveraged Pulse.
Bear Case
Trial slug — cross-venue execution not built. Dilutes CAGR vs leveraged-etf-pulse alone. Requires both Alpaca and Coinbase.
Behavior During Downturns
Each sleeve independently de-risks via its signal engine; blended path historically shallower DD than single-sleeve Pulse.
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.