Momentum Strategy
ML Aggressive uses a gradient-boosted model trained on macro factor signals to allocate across consumer discretionary (XLY), healthcare (XLV), and gold (GLD) as a hedge. The strategy targets high Sharpe ratio over a full market cycle — not pure return maximisation. It has been live in a $1,000,000 Alpaca paper account since March 6, 2026 with all trades executed automatically via the AlphaForge execution engine.
What it does
A machine-learning model reads macro signals each week and shifts the allocation between growth sectors (XLY, XLK), healthcare, and gold depending on market conditions.
Best for
Investors comfortable with higher volatility who want ML-driven positioning rather than a static buy-and-hold approach.
What to expect
More frequent repositioning than a passive fund. The bot may hold mostly gold during risk-off periods, or concentrate in growth during bull runs. Paper account only.
Holdings shown are representative. The live bot selects tickers dynamically each week based on momentum signals.
Normalised to $10,000 start. Data from live Alpaca paper account — reflects real orders, real fills, and real risk management decisions.
Simulated using representative fixed weights — the live bot selects holdings dynamically, so actual results differ.
ETF Momentum
A weekly-rebalancing sector rotation strategy that concentrates in the highest-momentum ETFs across US equities, commodities, and gold — powered by a quantitative A5 momentum filter.
ML Defensive
A capital-preservation bot using ML-guided allocation across healthcare, gold, and short-duration Treasuries — optimised for low drawdowns and steady compounding.
Analyze a portfolio matching this strategy
Enter your tickers and see a full 5-year breakdown.
Live chart: real Alpaca paper account data. Simulation chart: historical price data from Yahoo Finance with representative fixed weights. Past performance does not guarantee future results.