01Find an edge
Combine four trend horizons.
Four moving-average crossover forecasts are averaged for each selected market before portfolio sizing.
Systematic trend portfolios with explicit risk targets
Keep the volatility. Change the odds.
Build a systematic trend portfolio, choose your risk target, and review its scheduled trades. Start with simulated money before deciding whether to connect a brokerage account.
Paper mode availableUser-set risk targetScheduled runs recorded
Interactive model · fixed volatility target
Compare two Sharpe assumptions.
Lower Sharpe assumption. At a 60% volatility target, these assumptions produce negative modeled long-run growth.
Hypothetical scenarios, not your measured performance or a forecast for Positive Skew. Select either assumption to compare results at the same risk target.
50%+ annualized volatility
10% measured70% maximum
Assumed Sharpe0.20starting assumption
Median 10-year outcome−45%0.5× starting capital
Probability of loss62%after 10 modeled years
Illustrative annualized model before fees and taxes. Sharpe assumptions are examples, not forecasts or guarantees. Monte Carlo paths show a ten-year modeled distribution, including losses.
The model
At a fixed volatility target, the Sharpe assumption changes modeled long-run growth.
The mechanism
Forecasts, risk sizing, and scheduled execution in one workflow.
You select the strategy, markets, weighting, and volatility target. The pipeline calculates and records the resulting positions.
02Set the risk
Set a volatility target.
Position sizes adjust with market volatility and selected weights to target portfolio-level risk.
03Automate the trading
Run and record each weekday.
The pipeline calculates forecasts, target positions, and orders at a scheduled time, then records the result.
The equation
How the model estimates long-run growth.
The illustration applies two Sharpe assumptions to the same volatility target. The variance term reduces the modeled compound-growth estimate as volatility rises.
Expected growth≈Sharpe × volatility−½ volatility²
Starting assumption · 0.20 Sharpe · 50% vol
−2.5%
Illustrative expected long-run growth
Comparison assumption · 0.70 Sharpe · 50% vol
+22.5%
Illustrative expected long-run growth
Product workflow
What the process standardizes.
01One forecastFour trend horizons per market
02One marketA selected multi-asset universe
03Fixed position sizeVolatility-scaled position sizing
04Manual daily decisionA scheduled, recorded pipeline
Simulation disclosure
Losses and drawdowns remain visible.
The simulation retains losing paths, below-start outcomes, and the effect of volatility. It is an illustration based on selected assumptions, not a forecast of account performance.
Paper capital before connected capital
Every forecast and order is recorded
Risk target remains under your control
Live execution requires an explicit switch
Paper trading
Test the workflow without connecting capital.
Choose a volatility target, run the strategy in simulated paper mode, and review its recorded forecasts, positions, and orders.