Rundown of a few new systems

Good morning. Wanted to make a quick post on some stuff I’ve been working on in the background. With less than 2 months until our baby arrives, I’ve been trying to automate ideation and some tools that will allow me to spend time away from the screens while making sure you guys get solid setups/trade ideas.

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3-Sleeve:

I made a note in chat but I’ve been working on a systematic portfolio with 3 different strategies blended into it:

• sleeve 1 is a momentum strategy - buy the strongest-trending names, rebalance quarterly.

• sleeve 2 is a mean-reversion strategy - buy short-term oversold dips in uptrends. can rebalance daily

• sleeve 3 is a multi-asset trend strategy - long/short across asset classes, pretty classic time-series momentum / CTA stuff, can rebalance daily

The goal isn’t max return in good years, it’s never having a year bad enough that you abandon ship. Backtests are promising, but there is certainly survivorship bias built into it. So the plan for this is to spin off a small dedicated $10K portfolio to live test starting at the end of this quarter when the system decides what to buy for the momentum strat. It may seem daunting as the portfolio can have 20+ positions but I’ll post any positioning updates + weightings when I get alerted of them.

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Breakout Screener & Setup List

Now this is moreso for ideation and setups to watch without having to manually comb thru 100’s of tickers. It scans the entire liquid US market every morning for curated breakout setups: stocks that have already made a big move and are now coiling in a tight base above their key moving averages. Ranks them by setup quality and drops a watchlist each morning - names breaking out that day plus ones tightening up to watch. The bot finds the setups then based on charts/indicators/options flow etc, can use discretion to decide if there is a trade there.

I’ve got the workflow built to draft charts and setups that I can very easily do a morning post each day. More to come on both of these but wanted to let you guys know what I’ve been working on!

I will keep this all free for a little bit but at some point will make posts for subscribers-only to cover time & data costs.

Cheers!

-gtd