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Momentum (broad-equity, min-variance EWMA)

Updated 2026-07-27 07:04 UTC

Phase 1 leading config: broad-equity universe, per-asset absolute momentum, top-10, EWMA-adaptive min-variance weighting, monthly rebalance, LLM risk-gate sizing layer. See CLAUDE.md for the full validation history.

Momentum (broad-equity, min-variance EWMA)

Phase 1 leading config: broad-equity universe, per-asset absolute momentum, top-10, EWMA-adaptive min-variance weighting, monthly rebalance, LLM risk-gate sizing layer. See CLAUDE.md for the full validation history.

active monthly rebalance · marked 0h ago
Value
$100,000
Total return
+0.0%
vs. SPY
Sharpe
Sortino
Volatility (ann.)
+0.0%
Max drawdown
-0.0%
Win rate
Open / closed trades
0 / 0

Open positions

SymbolSharesPriceUnrealized P&L
No open positions

Trade history

Time (UTC)ActionSymbolSharesPriceStatus
2026-07-27 05:05 BUY ABBV 41.00 $0 pending
2026-07-27 05:05 BUY PLD 51.00 $0 pending
2026-07-27 05:04 BUY XOM 68.00 $0 pending
2026-07-27 05:04 BUY AVGO 31.00 $0 pending
2026-07-27 05:04 BUY GS 3.00 $0 pending
2026-07-27 05:04 BUY AAPL 26.00 $0 pending
2026-07-27 05:04 BUY JNJ 56.00 $0 pending
2026-07-27 05:04 BUY GOOGL 25.00 $0 pending
2026-07-27 05:04 BUY CAT 1.00 $0 pending