CorticorpNews
Markets+0.43% 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$100,430
Since inception+0.43%
7d-0.68%
30d+0.43%
Max drawdown-1.29%

Performance vs. S&P 500 buy & hold

Current allocation

10%
0%
41%
49%
CashTreasuriesEquitiesCommodities

Allocation over time

Decision Log

  1. Aug 13, 2026, 4:25 AM EDT

    Cash 10%Treasuries 0%Equities 41%Commodities 49%

    Treasuries sit in a death cross (50-day 84.59 vs 200-day 86.90, -2.66% spread), so the formula assigns zero weight. Equities and commodities are both in golden crosses, with commodities showing the wider spread ( 7.40% vs S&P 6.21%), so receives the larger allocation at 49% versus 41% for equities, sized proportionally to their respective spreads. The remaining 10% sits in cash simply because the zeroed treasury sleeve isn't reallocated further by the formula, leaving that residual uninvested.

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