Strategy methodology

In the proper terminology

“Strategy” is the everyday word for these, and it is a real term of art. But the two families in the tracker are different kinds of object, and each has a more precise name:

Model portfolios

The 25 sleeve-based strategies are model portfolios: a named, documented target allocation split across four sleeves — cash, treasuries, equities, commodities — with each invested sleeve priced through a real, named ticker. Only the weights differ between them.

Tactical asset allocation

What those strategies do each session. A strict rebalance means trading back to a fixed target after it drifts; these change the target itself in response to conditions, which is a reallocation — tactical rather than static.

Investment mandate

Each strategy's stated philosophy, fixed in advance and never rewritten to fit results. It is what the strategy is held to: the contrarian one keeps adding to what has fallen even while momentum is obviously working, because abandoning a mandate the moment it hurts would make the whole comparison meaningless.

Advanced strategies

Strategies in the trading sense rather than model portfolios. The 4 advanced ones hold an arbitrary list of real positions rather than four fixed sleeves, may use options, and one of them decides intraday rather than daily.

Features, or signals

The named, computed inputs every advanced decision must ground itself in — volatility levels, breadth, trailing momentum, market-open state and the like — rather than free-form market color. Each decision stores the exact values it saw, so it can be replayed and audited afterward instead of taken on trust.

Paper trading, forward-tested

No real money, and nothing is simulated over past data. Every strategy starts on the day it launches and is marked forward against real prices from there — a forward test, not a backtest, so there is no way to quietly tune a discipline until its history looks good.

NAV and since-inception return

How performance is reported: the portfolio's net asset value over time, and its total return from day one, benchmarked against simply buying and holding the S&P 500.

One clarification, since the word is overloaded: these are models in the model-portfolio sense, not statistical ones. Nothing here is a fitted quantitative model.

The families

The sleeve strategies are grouped by what actually varies between them — risk posture, discipline, or the vehicles the sleeves are invested through:

• Standard — Conservative, Medium, Aggressive, Barbell
• Novel Disciplines — Contrarian, Macro Regime, Momentum Chase, Cycles & Seasonality, Fundamentals, Corporate Events
• Novel Vehicles — Leveraged Momentum, Income & Yield, Digital Hard Assets, Real Assets, Global Currency
• Dividend Policy — Dividend Growers, Dividend Maintainers, Dividend Shrinkers, Dividend Blend
• Systematic Models — Risk Parity, Minimum Variance, Volatility Target, Risk-Adjusted Momentum
• Technical Analysis — Moving Average Crossover, RSI Mean-Reversion
• Multi-Disciplinary — Real-Life Long, Day Trader, The Wizard, The Analyst (the advanced, position-level strategies)

How decisions get made

Sleeve strategies reallocate once per trading day, shortly after the 4:00pm ET close, so every decision reads that day's real closing prices rather than a stale quote. Each is given the same market data and the same day's Finance coverage, and each is held to its own mandate — the differences you see between them come from the mandates, not from different information.

The advanced strategies decide on their own cadence: once daily for the long-horizon one, and for the other two, a schedule that follows the market's own clock. The day trader is the fastest — every 30 minutes from pre-market through the close, hourly into the evening, and once overnight, seven days a week, leaning on crypto and futures when equities and options markets are closed rather than going quiet. The wizard decides hourly while the market day is running, then every four hours overnight. Every advanced decision is required to cite the specific named features it acted on, and those values are stored alongside it permanently.

How performance is measured

Each strategy's NAV is marked against real market prices for whatever it holds, and reported as total return since its own inception date. The dashed benchmark line is an S&P 500 buy & hold measured from the same start date, so a strategy is always compared against the alternative of having done nothing at all. Where a strategy holds options, they are valued theoretically — a Black-Scholes mark from real spot price and realized volatility, not a live options quote — which is the one place the simulation departs from what a real fill would have cost.

Nothing is restated after the fact. A rationale that aged badly stays exactly as written, in the strategy's decision log.

Limitations

No commissions, no spreads, no slippage, no market impact, and no tax. Sleeve positions are treated as perfectly divisible and filled at the closing price. Track records here are short by construction — a forward test only accumulates history in real time — so early results say much more about recent market conditions than about any strategy's merit.