Hi YXI friends,
Our Systematic Portfolio is live from today!
In the past month, we have adopted the Multi-model Signals approach and have published model results for over 60 assets in this service.
Today, we start constructing a coherent portfolio using the assets and their multi-model signals from this service.
A longer note will be with you shortly explaining how the portfolio is constructed, but below is the portfolio at inception.
DISCLAIMER: This newsletter is intended for educational purposes only. Any information or analysis in this note does not constitute an offer to sell or a solicitation of an offer to buy any securities. Nothing in this note is intended to be investment advice, nor should it be relied upon to make investment decisions. Any opinions, analyses, or probabilities expressed in this note are those of the author as of the note's date of publication and are subject to change without notice.
1. Today's Systematic Portfolio
MM — Macro & Megacaps · target book for Mon 3 Aug
10 holdings · 79% invested · 21% cash
Note:
Every holding is a 1× position — the 2× tier on the signals pages does not apply to portfolio allocation.
Cash is the volatility aim de-risking: calmer markets, more invested. The aim is a best-effort target, not a guarantee.
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