Kiemoz Portfolio

The universe. It tracks 31 instruments — the 25 largest US companies by market cap, refreshed automatically each run so the list always reflects today's leaders; three broad index funds (SPY for the S&P 500, VWO for emerging markets, EFA for developed international); plus gold and Treasuries (GLD, TLT, IEF) as defensive options.

The macro switch. Each week it checks whether the S&P 500 is above its ~200-day average. If yes it's risk-on — fully invested in the strongest trends. If it breaks below, it's risk-off — pulling back to cash and any trending bonds or gold.

Live vs backtest. Backtest applies today's winners to past data, so it always looks flattering (survivorship bias). Live is the real forward record: a fresh £1,000 started at go-live, frozen and only marked forward — hindsight can't touch it. Judge the bot by the live line versus the S&P 500. The live account runs in the background every day no matter which view you're on.

The ranking engine. Every asset is scored by risk-adjusted momentum (trend strength per unit of volatility). It must be above its own long-term average and beating cash to be held, so weak or falling names are excluded automatically.

Why it rotates. As leadership changes — say chips cool and healthcare heats up — it sells the fading names and rotates into the strengthening ones, a handful of trades a month rather than constant churn.

Honest note. This is a paper-trading simulation, not real money or financial advice. Momentum strategies have losing stretches and long flat spells, and past performance doesn't predict the future.