TACTICAL CROSS-ASSET MODEL PORTFOLIO
qyu Tactical: mandate, risk, and public performance.
A faster tactical book for instruments with favorable trend, momentum, volatility structure, and cross-asset confirmation over weeks to months.
Portfolio brief
Answer what setups have favorable price structure and risk-reward now, and what would invalidate them.
- Horizon
- Weeks to months
- Cadence
- Weekly rebalance, explicit stops or trailing exits required
- Default benchmark
- S&P 500 default, plus tactical comparison set
Risk rules
- Max single position: 10%
- Every position needs a stop or trailing invalidation rule
- Volatility-adjusted position sizing
- Max correlated exposure limit across themes
- Portfolio drawdown threshold triggers de-risking
- Cash can rise when setup quality falls
Method
Score the tape, not a story
Trend, momentum, volatility, and market structure decide whether a setup earns capital before any narrative gets attached.
Cross-asset confirmation
Use bonds, credit, FX, and sector leadership to reject isolated moves that are not supported by the broader market.
Risk before conviction
Volatility sizing, stop distance, and correlation caps decide how much the book can own even when the signal is strong.
Explain the setup
AI translates the technical picture into a human-readable note that says why now, what could go wrong, and what would invalidate the setup.