Agentic Portfolio

Equity Momentum (30% target): 12-1 cross-sectional ranking across the top-50 of the Russell 1000, rebalanced monthly. Buys into the strongest 12-month trend, skipping the most recent month to avoid short-term reversal. Live.

Equity Mean-Reversion (25% target): Long-only cross-sectional reversion — 5-day lookback across the top-10 of the Russell 1000, with a $200M average-daily-volume floor to keep execution costs manageable. Rebalanced weekly. Live.

Futures CTA / Trend (20% target): Trend-following across ES, TY, CL, GC, DXY, and NG futures, rebalanced weekly-to-monthly. Pending — Robinhood's agentic API doesn't yet support futures trading.

Options Theta (25% target): Short 25-delta put credit spreads on SPY/QQQ/IWM, 30–45 days to expiration, entered when IV rank is above 75%. Partially live — Robinhood's agentic API currently exposes options data read-only, so entries are confirmed manually until order placement is supported.

A note on capital: Until Futures CTA and full Options automation are compatible with the Robinhood MCP, deployed capital is renormalized across the active sleeves — Momentum and Mean-Reversion currently hold 100% of the fund between them, at roughly their relative target weights.