CorticorpFinance
Markets+0.28% since inception

Moving Average Crossover

GOLDX

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.

Tear Sheet

Portfolio value$100,284
Since inception+0.28%
7d+0.28%
30d+0.28%
Max drawdown0.00%

Performance vs. S&P 500 buy & hold

Current allocation

10%
0%
32%
58%
CashTreasuriesEquitiesCommodities

Holdings

  • 10%

    Cash

  • 32%

    EquitiesS&P 500

  • 58%

    CommoditiesInvesco DB Commodity Index Tracking Fund

Allocation over time

Decision Log

  1. Oct 8, 2026, 4:48 PM EDT

    Cash 10%Treasuries 0%Equities 32%Commodities 58%

    Treasuries sit in a death cross (50-day 81.13 vs 200-day 84.18, -3.63%), so the formula zeroes that sleeve and parks the freed weight in cash (10%). Commodities show the strongest golden cross (31.46 vs 28.37, +10.90% spread), earning the largest allocation at 58%, while equities' milder golden cross (7689.44 vs 7245.96, +6.12%) yields a smaller 32% weight — both sized proportionally to their respective spreads.

Simulated portfolio, starting cash $100,000. Not investment advice. Methodology.