Systematic Edge
Jim Simons-inspired research portfolio. Scans 50 scored candidates for many modest statistical edges, with tight position caps and MA200 risk control.
Diversification
66
Volatility Profile
8.0%
1.6904761904761905-year backtest
Horizon
3–5 years
Live House Account
Forward performance on a virtual $1,000 autopilot account since 8/2/2026.
Account value
$1,002.25
As of Aug 7, 2026 UTC
Total return
Cumulative since activation
+0.22%
Today's return
Since midnight UTC
+0.11%
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.
Historical Performance
1.7-year daily MA300 → SHY trend filter at stated weights (Yahoo Finance, 21 holdings, as of 2026-08-06). Research only — not a forecast or live track record.
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.
Annualized Return
+22.2%
1.6904761904761905-year backtest
Volatility
8.0%
annualized
Sharpe Ratio
2.90
excess vs T-bills
Max Drawdown
-6.0%
backtested
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
MA300 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Top 50 scored names at 12% max weight. Aug 2026 dynamic-scoring harness: hist Sharpe 1.46, block P5 0.56 (MC fragile).
Bull Case
Many modest edges with tight diversification caps on headline backtest.
Bear Case
Fails MC promotion gate on slug-specific walk-forward harness; wide universe increases estimation error.
Behavior During Downturns
MA200 per-holding filter and regime overlay redirect broken trends to SHY.
Holdings
Simons-style broad scan — top 50 scored names, 8% position cap, MA200 risk control. Current allocation: KO 10.13%, XLV 8.44%, BAC 8.05%, GOOG 7.94%, XOM 7.19% (+15 more), 5.74% SHY.