LEAPS Growth
Capital-efficient equity exposure via deep ITM LEAPS calls. Frees ~70% of capital to SHY while maintaining trend-aware positioning on top-scored assets.
Diversification
72
Volatility Profile
Low
Horizon
1–3 years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 7/16/2026. This is not customer capital and not your brokerage account.
Account value
$986.79
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
-1.32%
Today's return
Since midnight UTC
0.00%
Tracking days
63
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
3–7%
annualized
Volatility
+1.4%–+3.4%
annualized
Net Sharpe
-5.2
after paper fee + slippage
Max Drawdown
-1.4%
historical reference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
0 days
Before discretionary sells
Trend Filter
MA250 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Deep ITM LEAPS (delta 0.80+) on optimizer-selected holdings; freed capital in SHY. Walk-forward: Sharpe 2.52, CAGR +8.5%, max DD −4.1% vs alpha-engine baseline.
Bull Case
Capital-efficient equity exposure with defined max loss and strong risk-adjusted returns in backtest.
Bear Case
LEAPS carry time decay and roll liquidity risk. Requires options-enabled brokerage.
Behavior During Downturns
Exits LEAPS when underlying falls below MA250. Max loss capped at premiums paid — no margin calls.
Holdings
Holdings selected from live Quant Lucid scores and weighted via max-Sharpe optimization (research model).