Model Portfolios

Short-horizon momentum across a diversified basket of sector ETFs. Built for active participation in trending equity markets.

Soros-inspired global macro sleeve. Rotates across macro-sensitive ETFs only when EUR/USD and bond-liquidity gates confirm a risk-on regime.

Equity-focused allocation emphasizing innovation, platform businesses, and long-term compounding themes.

Signal-driven allocation built from Quant Lucid Opportunity, Momentum, and Conviction scores.

Quantitative multi-factor strategy optimizing for risk-adjusted allocation research across quality, value, and momentum.

Flagship Quant Lucid portfolio combining top-scored assets with automated trend-aware rebalancing. Built for paper trading and webhook execution.

Monthly rebalanced crypto allocation that scales exposure with market structure. Participates in uptrends and steps aside during prolonged weakness.

Dip-buying and mean-reversion strategy that complements trend models. Activates during pullbacks when momentum strategies may be on the sidelines.

Same ETF Pulse momentum engine on nine sector ETFs — inverse SQQQ removed for cleaner live paths. Forward A/B track vs flagship ETF Pulse.

Capital-efficient equity exposure via deep ITM LEAPS calls. Frees ~70% of capital to SHY while maintaining trend-aware positioning on top-scored assets.

Warren Buffett's passive benchmark: 90% low-cost S&P 500 index fund and 10% short-term government bonds. He recommended this in his 2013 shareholder letter as instructions for managing his wife's inheritance.

Poor Man's Covered Call on flagship scored assets. LEAPS long calls paired with short-dated OTM call sales for capital-efficient income and growth.

Weekly credit spread basket across major ETFs. Sells bull put spreads below the 50-day SMA and bear call spreads above it — capturing premium when trends mean-revert.

Jim Simons-inspired research portfolio. Scans 50 scored candidates for many modest statistical edges, with tight position caps and MA200 risk control.

Autopilot analog: Jim Simons Tracker / Point 72 (`hedge-fund-mirror`). Educational clone of top institutional 13F holdings with max-Sharpe weights, 15% caps, and MA200 trend protection.

Autopilot analog: AI World War III Portfolio (`defense-ai-regime`). Defense primes and AI/cyber infrastructure with macro-regime tilting — more defense when dollar and rates liquidity weaken, more AI when risk-on.

Same Defense + AI universe as `defense-ai-regime`, with an unlevered 15% realized-vol cap. Residual goes to SHY when trailing portfolio vol exceeds the target.

Autopilot analog: Pelosi Tracker+ / Mullin Tracker (`congressional-tracker`). STOCK Act disclosure mirroring with 45-day lag, max-Sharpe weights, and Quiver live feed when API key is set.

Autopilot analog: Burry Tracker (`burry-value`). Deep-value contrarian tilt on hated / out-of-favor names — separate from broad 13F mirror.