Frozen model specification · no discretion
The rules that drive everything
Visitors can always verify that the portfolio follows the same fixed model. No decisions are hidden inside a black box.
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During Risk On, the portfolio holds the 10 highest-ranked Nasdaq-100 stocks, equally weighted at entry.
Momentum is measured weekly: over 13 weeks at the beginning of a Stage 2 trend, then from the trend start date.
A stock is eligible for purchase inside the top 10 and is not sold until it falls below rank 15.
Risk On requires the SPX to be above rising 10-week and 30-week moving averages; the risk filter uses the 40-week moving average.
Exit requires two weekly closes below the 40-week moving average, with an immediate exit if the SPX falls more than 5% below it.
When a position exceeds 25%, it is trimmed to 20% and the proceeds are allocated across the remaining holdings.
During Risk Off, all stocks are sold and the portfolio is allocated to BIL.
Signals are set at the weekly close and simulated trades are executed at the next market open.
The simulation excludes fees and transaction costs.
Research model—not investment advice.
This website presents a hypothetical rules-based simulation for educational and research purposes. Past or simulated performance does not guarantee future results. Fees, transaction costs, taxes, spreads, liquidity, and execution differences are excluded.