u/AdministrativeBug554

A few weeks ago I posted about building a Short Tech model. Then the mirror model. Been tracking(not trading) both every day since.

I also have a QB500 long model running. 5 models trained on different regimes, 4-5 day holds,

I combined them to see what would have happpend. 8 models total, long and short together, capped at 20 picks per day.

Started out mostly long. Over the next few days, as the market was grinding up, the short picks started increasing. The red portion of the bars was growing while SPY was still climbing.

Then the market dropped about 2%

The model had already been leaning into it. Short exposure helped on the way down. At the same time it started rotating back to long

By the time it settled, the model was back to mostly long earlier this week. Might have to test it out pretty soon

Was sitting heavy in cash after trimming my portfolio over the past week. Sold out of Energy 100 yesterday. Trimmed Healthcare

Bought these across the board this morning after a little bit of a wobble in the stock market .

This is a combination of 5 models trained on different market regimes and time periods, with slightly different feature sets and similar targets. Holding periods are either 4 or 5 days.

Only showing picks that appear in 2 or more models above the 50% confidence threshold

Image 1 : Picks for Today

Image 2& 3 : Historical Data

Top : Avg Confidence

Middle : Picks/Day (Max 20)

Bottom : Equity Curve assuming 1% per pick (80-100% invested at all times, rolling trades from the 4 & 5 day models

Taking another look at my Consumer Cyclical Model. I'd prefer to wait until oil prices finally start coming down, but this model has done pretty well given the sector performance this year.

Made very few picks as the sector was grinding lower all year. Picked up the pace to catch the rally. And immediately went down in picks per day as the sector entered another pull back.

Total Picks today : 12

Not too exciting but makes sense. PEZ looks like it could have a short term rally.

No picks abvoe 50% in my Energy Top 100 Model. Going to let picks from last week run off until the model thinks there's a better entry.

The model pretty much did its job. Made very few picks before the most recent selloff in XLE and correctly ramped up the number of picks after the selloff to catch the rally.

Picks from Monday and Tuesday: 4-Day Model (Trimmed Monday, yesterday. Trimming Tuesday today)

Notables : (Thru Thursday)
POET: +87%
AEVA : +56%
RKLB : +25%
ONDS : +23%
QUBT: 22%
PLUG : 21%
BE : +16%

Healthcare seems like its trying break out of the slump its been in since March. The insurers have made big moves the past week. Looking for the rest of the sector to try and rally some more.

Image 1: Healthcare Picks
Image 2 : Healthcare History 30-days
Avg Confidence
Number of Picks Per day
Equity Curve (1% per pick) - Relative to Equal Weight Healthcare

Energy Model Picks I have been working on since the pullback in XLE last week. KGS is going to be a drag today with a capital raise offer. I trimmed some yesterday per the model but didn't sell all of it. The rest looks pretty good.

Image 3: Energy Picks

Healthcare seems like its trying break out of the slump its been in since March. The insurers have made big moves the past week. Looking for the rest of the sector to try and rally some more.

Image 1: Healthcare Picks
Image 2 : Healthcare History 30-days
Avg Confidence
Number of Picks Per day
Equity Curve (1% per pick) - Relative to Equal Weight Healthcare

Energy Model Picks I have been working on since the pullback in XLE last week. KGS is going to be a drag today with a capital raise offer. I trimmed some yesterday per the model but didn't sell all of it. The rest looks pretty good.

Image 3: Energy Picks

Another Model I have been trading the past couple of weeks. The IYH has been stuck at a post March low, but individuals have been moving and the sector looks like it's trying to break out.

First image is picks for today and current positions.

Second image its 30 day history.

Avg. Confidence, Number of Picks, Equity Curve assuming 1% positions. These are part of a broader portfolio

Another Model I have been trading the past couple of weeks. The IYH has been stuck at a post March low, but individuals have been moving and the sector looks like it's trying to break out.

First image is picks for today and current positions.

Second image its 30 day history.

Avg. Confidence, Number of Picks, Equity Curve assuming 1% positions. These are part of a broader portfolio

I made some updates to the Short Technology Model I was working on. I removed a few overweight features (Sector 200-day MA) and added a few more individual features, (Stock SMA 200).

New Model:
Universe: Technology
Target Days: 10
Target Return: -5%+
Features: 30
Training Period: 1-1-1997 – 1-1-2003 (5 years)

Backtest Period #1: 2021–2022 (image 1)
Backtest Period #2: 2018–2019 (image 2)
Backtest Metrics :
Max Position : 20
Confidence Interval : 55%
Stop-Loss : 5%
Entry : Open

Backtest Results : See Images

The 2021 pullback included the final 25% rally as well as the full pullback to down 10% from the start of the backtest.

The 2018 backtest included the final 12% rally, the bear-market drawdown, and the rally back to break-even from the beginning of the backtest period.

The 2021 period was on a completely different level from a valuation standpoint compared to 2018, and the current environment is also trading at a higher valuation level than 2018.

The goal here is for IYW to rally further from here. I’d like to see it nearer $250- $260, and at that point I think I’ll be in a good position to start using this model as a hedge. Tracking it every day for now and see how it's doing.

Image 3 is the picks for today (did not trade them )

Will probably build another one trained on different time periods and compare or combine.

Current Picks for this week as well as current positions in the top picks for today. Looking to add this morning.

Simple Energy Top 100 Market Cap Model. Only trained on 3 years; Focuses on SMA's , RSI, Sector momentum, Crude Oil and a few fundamental metrics like PE and Debt/Equity.

5-day model so will be trimming positions later this week.

Just put together a new Tech Sector Short Model Thursday night, took about 20 minutes.

Sector: Technology
Target : 10 days , -5%+ Return
Features : 28 (Image 2)
Training Period : 1997-2003
Backtest Period : May 2021- May 2023 (Image 1)
PiT Compliant, No look-ahead, No survivorship, sell the open, buy into close. (short model)

Interesting Fact! MSTR was the top short in 2000 in the initial walk-forward backtest during training . (Image 3)

This is just a fun one that I'm going to track for now. I'll have it re-score every night, watch how it performs, and refine it, train a second model on the 2021–2023 period and potentially combine them. If the tech ($IYW) rally keeps running at this pace (Image 4), I'll use these models to tactically take short positions in top picks.

Image 5 is just the first picks the model has made, which are for Monday 5/11/26. I won't be trading them just yet.

The Tech Sector still needs to rally more ($IYW ~$270) this year for me to really pay attention, but I'll have it running until then to see how it's working. It's ripping everyday so it may get there sooner than I think.

During the backtest, the model was able to nearly break-even during the final 20% rally in the tech sector from May to November 2021.

Didn't end up pull the trigger on anything yesterday. Going to pull the trigger today. The model is flagging 18 stocks over 50% confidence. Add those today. Add more on Monday

Also, the secondary model, All Cap Energy Model has woken up. After cutting down to only a few picks a day, there are 78 picks today. So I will take a look at what that model has as well. (second and third image). Although, I may wait until Monday to pull the trigger on some of those. They also may only get half positions if I decide to buy the top 20 today and/or monday.

This chart shows the modern Fed trap in real time. After years of near-0% interest rates from 2010-2012 failed to generate enough growth or inflation, the Fed increasingly turned to balance sheet expansion — effectively monetizing debt through quantitative easing.

Every major slowdown since has reinforced the same pattern: when rates stop working, liquidity printing becomes the only remaining tool. COVID simply accelerated the process, producing the largest monetary expansion in modern history, followed by the inflation surge that came after.

Pink - Fed Balance Sheet
Blue - Consumer Price Index TR
Orange - Fed Funds Rate

This is a simple 5-day Large/Mid Cap Energy Model focusing on Trend and Momentum. Has done well with Picks. Early last week this model had 20+picks but Monday, Tuesday and Wednesday its pick per day count decreased dramatically. Yesterday XLE dropped 4% and this model is back in action. I think XLE in the mid to low 50s is stable and creates upside in the sector even with the expected price in oil over the rest of the year, so I will keep an eye on this model throughout the year

Taking a look at these today. Sticking to the top 20 picks of this model has performed pretty well, historically. It also did a good job of avoiding the draw down in March, only making a handful of picks per day. Risk on today

Sticking with this model for now. I am focusing on the picks above 50%. I already own some, but I will add to most. Trim later in the day today.

This is a very simple model focusing on Top 100 Energy Stocks; trend, momentum, crude & vix, and a few fundamental features.

Looking for long positions in Large Cap Energy. I think XLE is pretty stable in the mid/low 50's. This is a 5-day model focusing on simple features; Moving Averages & Stock/Sector Momentum & a few valuation features.

First Image : Back-test
Second Image : April 27th picks & 1-D Returns
Third Image : April 28th Picks