Macro Pulse
Soros-inspired global macro sleeve. Rotates across macro-sensitive ETFs only when EUR/USD and bond-liquidity gates confirm a risk-on regime.
Diversification
70
Volatility Profile
Moderate
Horizon
Weeks–months
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 8/2/2026. This is not customer capital and not your brokerage account.
Account value
$1,012.07
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
+1.21%
Today's return
Since midnight UTC
0.00%
Tracking days
46
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
11–15%
annualized
Volatility
+5.8%–+7.8%
annualized
Net Sharpe
2.8
after paper fee + slippage
Max Drawdown
-1.3%
historical reference
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Daily (business days)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
MA stack 20>50>100 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Full-archive Tiingo (19.4y, 2007–2026): Sharpe 3.37, block P5 3.05, CAGR +43.5%, max DD −6.8% vs SPY 0.54 / +11.2% / −56.5%. Fill: Pulse engine books the day on names already held, then enters (honest same-clock). Live clock 12:30 ET; paper cost 15 bps one-way. Live book also applies EUR/USD and TLT gates.
Bull Case
Captures cross-asset trends with reflexivity-style regime confirmation. MC-validated path robustness with moderate drawdown (−7.0% hist).
Bear Case
Wide macro ETF universe increases estimation error; macro gates can miss fast rallies when EUR/USD and bonds disagree briefly.
Behavior During Downturns
Macro gates close → 100% SHY. Open positions exit on trail stops and stack breaks.
Holdings
Investable universe scanned daily for momentum alignment. Equal weight across active positions (up to 8).