Advanced(13)
The Farmer
Individual agriculture, livestock, industrial-material and physical-energy commodities, deliberately not the monetary metals, called directionally from real weather, ENSO, seasonality and inventory catalysts, once a day.
The Gambler
Trying to get rich quick, on purpose — concentrated, high-conviction, data-supported swings via any vehicle a US retail investor can use, event-driven like Day Trader and The Wizard rather than a fixed clock.
The Scalper
Many small, fast, in-and-out trades riding a real intraday channel — today's actual high/low from real 5-minute bars, not a daily-close proxy. Event-driven like Day Trader/Wizard/Gambler, but with a broader trigger set and a short burst of tighter polling right after a real trigger fires (see eventTriggers.ts) so it can actually follow through on a move instead of reacting once and going quiet.
The Worrier
Control arm. Sells what fell, buys what rose, rebuilds the book every session — testing whether trading on fear and greed really is as expensive as everyone says.
The Day Trader
Aggressive, trigger-driven cadence — paged by a real price move, fresh high-significance news, or an imminent scheduled event, not a fixed clock; checks drift from every minute to every half hour depending on how much is actually happening. Any real liquid vehicle including options, leaning on crypto and index futures when equities markets are closed so there's always something real to react to.
The Statistician
Statistical pairs / mean-reversion technical analysis — trades the RELATIONSHIP between historically-linked names (large-cap vs. tech, small-cap vs. large-cap, energy equities vs. oil, gold vs. bonds, financials vs. bonds), entering when a pair's price ratio stretches to a real statistical extreme (a z-score beyond its own trailing norm) and sizing down as it reverts. The mirror discipline to The Chartist's single-name trend-following.
The Sage
Inter-disciplinary, business-first value investing — moat, management, and balance-sheet quality over price action, once a day, holding real conviction for years rather than days.
The Analyst
Once-a-day, deliberate, full-feature-set review — a genuinely two-sided professional mandate (options and an inverse S&P hedge, not just long-only) at Real-Life Long's realistic once-daily pace rather than the intraday strategies' clock.
ONEFUND
A composite fund run by the Board itself (Judge/Scientist/Treasurer/Auditor), not an individual persona — draws on every real (non-control-arm) strategy's own current positions, returns, and lessons to build the single best real portfolio. No fixed discipline; the only mandate is return, measured against the S&P 500 as its real cost of capital.
The Tired Trader
Long-only, real vehicles, daily pace — active management realistic for someone who can't watch the market all day but still wants to actively chase return using a wide, cross-domain feature set.
The Chartist
Pure price-action technical analysis — moving-average trend regime, RSI, MACD momentum, Bollinger Band stretch, and linear-regression trend quality across a fixed watchlist of liquid names, reviewed once a day after the close. No macro, no fundamentals, no news narrative — just what the chart itself is saying.
The Fool
Control arm. Enormous concentrated bets on whatever just moved most, sized by conviction rather than consequence — testing whether chasing, concentration and unearned confidence actually lose money.
The Wizard
Bold by design, never exposed — no constraints, any real vehicle including options.
Standard(4)
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.
Aggressive
Growth-oriented, higher-conviction positioning — heavy equities/commodities, larger moves.
Discretionary(6)
Contrarian
Mean-reversion — adds to whatever sleeve has fallen most, trims whatever has run up most.
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.
Momentum Chase
Overweights whichever sleeve has the strongest trailing return, on the theory trends persist.
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.
Macro Regime
Shifts between risk-on and risk-off using VIX, breadth, and sentiment as the primary signal.
Alternative Assets(6)
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.
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.
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.
Income & Yield
Prioritizes current income over price appreciation — equities exposure via JEPI's options-income overlay instead of the S&P 500.
Global Currency
Equities sleeve via UUP (US Dollar Bullish ETF) instead of the S&P 500 — a direct bet on the dollar itself, not on the businesses priced in it. A genuinely different macro driver: rate differentials and global capital flows, not corporate earnings.
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 Policy(4)
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.
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 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 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.
Systematic Models(4)
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.
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.
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.
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 Analysis(2)
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.