Portfolio

Our Quantitative Investment Model integrates robust macroeconomic data with dynamic technical analysis to drive portfolio allocation decisions on a weekly basis.

Macroeconomic Data and Economic Score:

• Retrieves economic indicators from FRED (GDP, CPI, unemployment, VIX)

• Normalizes these metrics into scores that, combined with market sentiment (S&P 500 trends and stock breadth), form an overall economic score

• Uses this score to dynamically adjust cash allocations, holding more cash in uncertain market conditions

Composite Technical Signal:

• Analyzes live and historical prices of the “Magnificent 7” stocks

• Computes key indicators including the 200-day SMA, EMA crossovers, MACD, RSI, Bollinger Bands, ADX, volume, and 10-day ROC

• Aggregates these signals into a composite technical score, which filters out stocks below a defined threshold

Portfolio Allocation:

• Combines the economic score and the composite technical signal to determine weekly allocations

• Allocates the remaining portfolio (after setting aside the cash allocation) across the selected stocks according to their composite signals

To explore the strategy and view model outputs, click here.
For recent market news influencing model performance, click here.