Strategies
Every simulated strategy, its record against the index, and the Board that reviews it.
Standard4
Aggressive
Growth-oriented, higher-conviction positioning — heavy equities/commodities, larger moves.
Medium
Balanced, diversified exposure across all four sleeves with moderate tilts.
Conservative
Capital preservation first — heavy cash/treasuries, small and infrequent moves.
Barbell
Taleb-style construction — a very safe core paired with a smaller, higher-conviction risky satellite, deliberately skipping the moderate middle.
Discretionary6
Fundamentals
Allocates on what the index's largest companies actually reported — revenue growth, earnings growth, margins and how broad the growth is — straight from SEC filings, rather than on price action.
Momentum Chase
Overweights whichever sleeve has the strongest trailing return, on the theory trends persist.
Cycles & Seasonality
Positions off calendar, political and natural cycles — the seasonal half-year, the presidential cycle, quarter-end and expiry flows, the reporting calendar, the literal seasons and the ENSO state — rather than off the day's price action.
Corporate Events
Reads market-wide deal flow from SEC filings — mergers, IPOs, activist stakes — as a gauge of credit conditions and risk appetite, rather than trading price action.
Alternative Assets6
Classical Hard Assets
Treats physical gold (GLDM) as the traditional hard-asset hedge, held to the exact same structure as Digital Hard Assets (HODL) — the direct, centuries-old comparator to Bitcoin's store-of-value claim.
Digital Hard Assets
Treats spot Bitcoin (IBIT) as the modern hard-asset hedge in place of a broad commodities basket — a real, unsettled bet on whether it behaves like one.
Real Assets
Equities sleeve via VNQ (real estate investment trusts) instead of the S&P 500 — property income and value as the growth engine, a different macro driver (rates, cap rates, occupancy) than broad equities.
Leveraged Momentum
Chases confirmed trend strength through 3x leveraged Nasdaq-100 exposure (TQQQ) instead of the S&P 500 — high conviction, real decay risk.
Dividend Policy4
Dividend Growers
Equities sleeve via NOBL (S&P 500 Dividend Aristocrats) — the quality/consistency premium; current yield is unremarkable, the 25+ year growth streak is the point.
Dividend Maintainers
Equities sleeve via SPHD (high dividend yield, low volatility) — the stable middle tier, steady payers rather than growth or raw-yield chasers.
Dividend Blend
Equities sleeve via DIVBLEND, an equal-weight blend of the Growers/Maintainers/Shrinkers dividend policies — spreads exposure across all three disciplines so return doesn't depend on any single one's regime, then reasons about the overall treasuries/equities/commodities mix as usual.
Dividend Shrinkers
Equities sleeve via SDOG (highest-yielding stock per sector, no safety screen) — a deliberate test of naive yield-chasing, the behavior research links to dividend cutters; expected to lag, and that's the point.
Systematic Models4
Volatility Target
Scales a fixed-mix equities/commodities satellite up or down against cash/treasuries to hold portfolio volatility near a constant 10% annualized target — a real risk-managed/vol-targeting quant approach, not a directional view. Weights are computed by formula, not judgment.
Minimum Variance
Inverse-VARIANCE allocation across treasuries/equities/commodities — the textbook minimum-variance special case of Markowitz optimization, concentrating harder into the calmest sleeve than Risk Parity's inverse-volatility weighting does. Weights are computed by formula, not judgment — Claude explains the numbers, same as Risk Parity.
Risk Parity
Equal-risk allocation — sizes treasuries, equities, and commodities by inverse trailing volatility so each sleeve contributes similar risk, not similar capital. Weights are computed by formula, not judgment (see computeRiskParityWeights) — the only strategy on the roster where Claude explains a decision instead of making one.
Risk-Adjusted Momentum
Formula-driven: ranks treasuries/equities/commodities by trailing return per unit of trailing volatility (a Sharpe-style momentum score, similar to what managed-futures/CTA strategies use) and overweights whichever sleeve(s) show genuine risk-adjusted trend strength — long-only, sits mostly in cash when nothing does. Weights are computed by formula, not judgment.
Technical Analysis2
Moving Average Crossover
Classic golden-cross/death-cross technical signal, applied per sleeve — a sleeve whose 50-day moving average sits above its 200-day average is weighted in; one in a death cross gets zero weight. Trend-FOLLOWING, the mirror image of RSI Mean-Reversion. Weights are computed by formula, not judgment.
RSI Mean-Reversion
Classic technical mean-reversion — only a sleeve whose 14-day RSI has fallen into oversold territory (below 30) gets weight, sized by how deep the reading is. The mirror image of Moving Average Crossover's trend-following. Weights are computed by formula, not judgment.