Model Portfolios

Classic 60/40-inspired allocation balancing growth and stability across stocks, bonds, and alternatives.

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.

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).

Optimized dividend-equity allocation with quality-factor ETFs and a defensive equity anchor. Drop-in replacement for Dividend Income with MC income-validated robustness.

Income-oriented allocation with bond ballast for path robustness. Conservative bond sleeve plus dividend ETF tilt — the tradable variant of Dividend Income.

Capital preservation focus. Heavy bond and defensive allocation designed for lower volatility research profiles.

Short-term SPY mean reversion — buy shallow oversold dips in long uptrends, exit on SMA bounce. MC-validated Aug 2026.

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.

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.

Income-oriented educational allocation focused on dividend growers, yield ETFs, and REIT exposure.

Pulse 2.0 — the same daily SMA-stack momentum engine applied to 3x leveraged sector ETFs for maximum risk-adjusted compounding.

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.

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

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.

Buffett-inspired quality portfolio. Optimizes weights across durable-competitive-advantage businesses — consumer franchises, financials, and staples — with MA200 capital preservation.

Systematic Buffettology — ranks the scored universe by quality, valuation, and low risk, then optimizes weights with a long-term trend filter.

Cross-venue house book: 60% leveraged ETF Pulse, 25% crypto Pulse, 15% macro-pulse. Fixed blend beat regime flippers in Aug 2026 sweep. $1k demo track record; live Alpaca + Coinbase autopilot pending.

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

Capital preservation first. Blends investment-grade bonds, dividend growers, and quality equities — optimized for minimum volatility with MA100 trend protection.

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: Inverse Cramer (`contrarian-pulse`). Fades recent winners — quality and valuation over momentum — with Fear & Greed / GDELT regime scaling.

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.

Autopilot analog: White House Asset Management (`white-house-tracker`). Gov-adjacent defense, finance, and energy basket — research until federal ethics disclosure feed ships.

Antonacci Global Equities Momentum — monthly relative (SPY vs VEA) plus absolute momentum hurdle (BIL). Research-only (Aug 2026 sweep: block P5 Sharpe 0.42).

Keller VAA-G4 breadth momentum — top offensive ETFs or LQD defensive. Research-only (Aug 2026: block P5 Sharpe 0.42).

Multi-asset time-series momentum with inverse-vol sizing across equity, rates, and commodity sleeves. Research-only (Aug 2026: block P5 Sharpe 0.18).

Unlevered equal-risk allocation across growth/inflation economic buckets. Research-only (Aug 2026: block P5 Sharpe −0.29).

Expanded 10-asset Faber tactical universe with max-Sharpe optimization and MA trend exits. MC-validated Aug 2026.

Dalio economic-bucket ETF universe (equity, nominal bonds, TIPS, credit, gold, commodities) with max-Sharpe and an MA150 trend filter. Not levered Bridgewater All Weather — that process is the research clone all-weather-rp.

Mutually exclusive Nasdaq 3x rotation — long TQQQ in bull regimes, long SQQQ in bear regimes, SHY when neutral. Fills at 1:30 PM ET; one trade per session.

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.

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.

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.