Quant Eidolon

Strategies

Sleeves, not source code.

The paper book is a mix of uncorrelated sleeves across equities on Alpaca paper. Allocations below are of deployed notional at 1.5× paper equity and may change. Everything shown is paper / practice capital. Multi-year simulation of this mix is on Backtests.

Active

  • PEAD

    alpaca · 45%

    Post-earnings announcement drift. Long only.

    Buys names where the earnings surprise clears a high bar, waits one session, then holds for a defined window. Size can scale with surprise magnitude. Aims at the slow digestion of earnings news, not the day-one spike.

  • Equity momentum

    alpaca · 45%

    Classic 12-1 quality momentum across large and mid caps.

    Ranks a broad U.S. equity universe on intermediate-horizon momentum with quality filters and a correlation cap so the book does not collapse into one factor bet. Rebalances monthly.

  • Risk parity

    alpaca · 10%

    Multi-asset equal-risk ballast.

    Balances risk across equities, bonds, gold, and REITs (SPY / TLT / GLD / VNQ), vol-targeted so no single sleeve dominates dollar risk. Diversifier inside the Alpaca account.

Parked

VIX reversion

parked · 0%

Stays flat when markets are calm. When the VIX is elevated and starting to fall, rotates into a short-volatility vehicle (SVXY). Parked at 0% live; capital moved to PEAD and momentum.

Questions on the sleeve mix, or soft interest as an allocator, builder, or learner?

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