SharpeMind Growth
Quantitative multi-factor strategy optimizing for risk-adjusted allocation research across quality, value, and momentum.
Diversification
67
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
$992.52
As of Aug 8, 2026 UTC
Total return
Cumulative since activation
-0.75%
Today's return
Since midnight UTC
-0.06%
Tracking days
37
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
11–15%
annualized
Volatility
+6.9%–+8.9%
annualized
Sharpe Ratio
-1.56
risk-adjusted
Max Drawdown
-2.5%
historical reference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
Combines quality fundamentals, reasonable valuation, and positive momentum while penalizing high-risk assets. Designed for risk-adjusted allocation research.
Bull Case
Multi-factor diversification may perform across varied market regimes.
Bear Case
Optimization for risk-adjusted metrics can under-concentrate in top performers during bull markets.
Behavior During Downturns
Factor diversification aims to limit drawdowns relative to pure growth portfolios.
Holdings
Holdings selected from live Quant Lucid scores and weighted via max-Sharpe optimization (research model).