Model Portfolios
3 featured timing books on the public shelf — the ones that beat SPY on a full Tiingo archive. Other MC-validated models stay tradable; research slugs stay in the lab. 46 additional models are demo track record only. Showing 15.
Featured shelf
Honest next-open allocation books: Balanced, Faber GTAA5, and Permanent Hybrid. Figures are the 5y honesty-gate path (signal at close, fill next open, 15 bps one-way). Pulse cover was pulled Sep 2026 — daily-close engine Sharpe is not the live TOD clock. Demo accounts for featured slugs are locked.
Balanced
Balanced·Stocks & ETFs
Classic 60/40-inspired allocation balancing growth and stability across stocks, bonds, and alternatives.
Faber GTAA (5)
Balanced·Stocks & ETFs
Meb Faber 5-asset global tactical allocation — max-Sharpe optimizer with per-asset MA100, a daily 6% trail exit, and Monday re-entry only when still above trend.
Permanent Portfolio Hybrid
Balanced·Stocks & ETFs
Harry Browne-inspired permanent portfolio (SPY/TLT/GLD/DBC) with max-Sharpe weights and MA trend filter. Honest next-open + 15 bps P5 1.12 (Sep 21 2026).
More tradable models
MC-validated stock and ETF models for paper and live trading. Conservative and Balanced still pass the 5-year gate; they do not beat SPY on a full cycle.
Connors RSI(2)
Balanced·Stocks & ETFs
Short-term SPY mean reversion — buy shallow oversold dips in long uptrends, exit on SMA bounce. MC-validated Aug 2026.
Golden Butterfly
Balanced·Stocks & ETFs
Tyler / Portfolio Charts five-asset lazy portfolio (VTI, VIOV, TLT, SHY, GLD) with max-Sharpe weights and MA trend filter. MC-validated Aug 2026 try-sweep.
Research lab
Not available for paper or live trading — Monte Carlo path robustness is below the promotion gate or walk-forward validation failed. Each runs a forward $1,000 virtual demo account on the track record. Includes demoted Quant Lucid Alpha.
Value Moat
Balanced·Stocks & ETFs
Buffett-inspired quality portfolio. Optimizes weights across durable-competitive-advantage businesses — consumer franchises, financials, and staples — with MA200 capital preservation.
Quality Compounder
Balanced·Stocks & ETFs
Systematic Buffettology — ranks the scored universe by quality, valuation, and low risk, then optimizes weights with a long-term trend filter.
Contrarian Pulse
Balanced·Stocks & ETFs
Autopilot analog: Inverse Cramer (`contrarian-pulse`). Fades recent winners — quality and valuation over momentum — with Fear & Greed / GDELT regime scaling.
White House Tracker
Balanced·Stocks & ETFs
Autopilot analog: White House Asset Management (`white-house-tracker`). Gov-adjacent defense, finance, and energy basket — research until federal ethics disclosure feed ships.
Dual Momentum GEM
Balanced·Stocks & ETFs
Antonacci Global Equities Momentum — monthly relative (SPY vs VEA) plus absolute momentum hurdle (BIL). Research-only (Aug 2026 sweep: block P5 Sharpe 0.42).
TSMOM CTA Proxy
Balanced·Stocks & ETFs
Multi-asset time-series momentum with inverse-vol sizing across equity, rates, and commodity sleeves. Research-only (Aug 2026: block P5 Sharpe 0.18).
Faber GTAA (10)
Balanced·Stocks & ETFs
Expanded 10-asset Faber tactical universe with max-Sharpe optimization and MA trend exits. MC-validated Aug 2026.
Faber GTAA (13)
Balanced·Stocks & ETFs
Meb Faber 13-asset ticker list with daily max-Sharpe weights and MA150 exits — not Faber’s published equal-weight 10-month SMA rule, and not the live Cambria GTAA ETF.
TSMOM Hybrid
Balanced·Stocks & ETFs
Multi-asset time-series momentum ETF universe with max-Sharpe optimization and MA trend exits. MC-validated Aug 2026 — hybrid engine replaces rule-based TSMOM.
Golden Ratio
Balanced·Stocks & ETFs
Vasquez / Risk Parity Radio golden-ratio mix (VUG, VIOV, TLT, GLD, DBC, SHY) with max-Sharpe weights and MA trend filter. MC-validated Aug 2026 try-sweep.