The strategy marketplace
Compare what each strategy trades, how it works and the risks.
Prebuilt portfolios
Capital-efficient transformation of Master, scaling the same signal book while enforcing a margin ceiling.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Systematic
Opening-range breakout combined with passive-anchor and lagged-contrarian sleeves.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Systematic
Captures the close-to-open return interval using persistent, reversal and continuation sleeves.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Systematic
Five independently researched long/flat macro and economic ETF sleeves, combined with a 1.9× cap.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Systematic
Five slow-moving macro and stress-regime sleeves balancing market participation with defense.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Systematic
Four economically interpretable long/flat sleeves connecting industrial demand, currencies, mortgages, energy and employment.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Systematic
Equal-weight ensemble of 11 momentum and defensive-allocation models using several lookback horizons.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Systematic
Three independent 4-, 8- and 12-week momentum votes with volatility sizing and residual cash.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Prebuilt portfolios
Equal-sleeve look-through combination of the seven primary strategies, netted into one portfolio.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Sector rotation
Concentrated narrative-driven sector rotation using constituent ranking, conviction and inverse-volatility sizing.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Sector rotation
Liquid ETF implementation of sector-narrative leadership with volatility scaling and bounded exposure.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Sector rotation
Diversified rotation across two leading sector clusters using volatility-aware constituent weights.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Themes
Quality-compounding strategy combining profitability, reinvestment, valuation, momentum and narrative intelligence.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Themes
Converts public congressional disclosures into conviction-weighted equity exposure conditioned by market-risk regimes.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Themes
Adaptive S&P 500 exposure driven by trend, volatility, drawdown, credit, rates and narrative conditions.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Themes
Adaptive Nasdaq-100 exposure tuned for growth-equity sensitivity to volatility, liquidity and interest rates.
Cumulative return · full period in the platform
Live performance is audited. Backtests and simulations are labelled separately. View the full record in the platform.
Prebuilt portfolios
Combine the close-to-open equity premium with congressional-disclosure selection and adaptive Nasdaq risk. Different decision horizons diversify the source of return, while the growth-oriented holdings deliberately preserve an equity upside bias. 45% Overnight, 35% Congress.AI, 20% QQQ.AI. Restore quarterly; capital drifts between restorations. Retain cash and net overlapping assets.
Source: https://issuer.34-135-74-188.sslip.io/squaredq-performance/composites/growth.json · As of 2026-10-01 · Canonical replay; additional composite financing excluded.
Cumulative return · full period in the platform
Backtest through 2026-10-01. Quarterly allocation restoration; additional composite financing excluded.
Prebuilt portfolios
Balance overnight return capture and concentrated equity intelligence with defensive cross-asset momentum. The fixed research allocation seeks complementary return drivers rather than daily optimization; quarterly restoration limits allocation drift without reacting to short-term performance noise. 30.75% Overnight, 29.25% Defensive Momentum, 20% Congress.AI, 20% Aggressive. Restore quarterly; capital drifts between restorations. Retain cash and net overlapping assets.
Source: https://issuer.34-135-74-188.sslip.io/squaredq-performance/composites/balanced.json · As of 2026-10-01 · Canonical replay; additional composite financing excluded.
Cumulative return · full period in the platform
Backtest through 2026-10-01. Quarterly allocation restoration; additional composite financing excluded.
Prebuilt portfolios
Diversify across the trading clock: opening-range price discovery, close-to-open holdings and slower macro defense. Intraday and overnight books are combined as one net instrument target, preserving each child's cash rather than forcing the portfolio fully invested. 20% ORB, 50% Overnight, 30% Macro Defensive. Restore quarterly; capital drifts between restorations. Retain cash and net overlapping assets.
Source: https://issuer.34-135-74-188.sslip.io/squaredq-performance/composites/session.json · As of 2026-10-01 · Canonical replay; additional composite financing excluded.
Cumulative return · full period in the platform
Backtest through 2026-10-01. Quarterly allocation restoration; additional composite financing excluded.
Prebuilt portfolios
Equal capital allocations express sector intelligence through concentrated securities, sector ETFs and a broader two-sector security mix. These implementations diversify concentration and expression, not the underlying research signal; their common narrative architecture is an intentional exposure. 33.33% Aggressive, 33.33% Conservative, 33.33% Mixed. Restore quarterly; capital drifts between restorations. Retain cash and net overlapping assets.
Source: https://issuer.34-135-74-188.sslip.io/squaredq-performance/composites/qc-sentiment-equal.json · As of 2026-10-01 · Canonical replay; additional composite financing excluded.
Cumulative return · full period in the platform
Backtest through 2026-10-01. Quarterly allocation restoration; additional composite financing excluded.
Prebuilt portfolios
Combine adaptive S&P 500 and Nasdaq-100 exposure with equal strategic capital. Both children condition risk on market state, allowing cash and defensive positions to persist. The mix balances broad-market participation and growth-equity sensitivity without independently refitting the child models. 50% SPY.AI, 50% QQQ.AI. Restore quarterly; capital drifts between restorations. Retain cash and net overlapping assets.
Source: https://issuer.34-135-74-188.sslip.io/squaredq-performance/composites/spy-qqq-ai.json · As of 2026-10-01 · Canonical replay; additional composite financing excluded.
Cumulative return · full period in the platform
Backtest through 2026-10-01. Quarterly allocation restoration; additional composite financing excluded.
Prebuilt portfolios
A compact two-strategy allocation gives defensive momentum the majority of capital and adds the macro-conditioned ETF Top-Pick sleeve as a return satellite. The fixed research allocation prioritizes a simpler instrument footprint and a defensive risk profile without eliminating equity exposure. 23.56% Top-Pick, 76.44% Defensive Momentum. Restore quarterly; capital drifts between restorations. Retain cash and net overlapping assets.
Source: https://issuer.34-135-74-188.sslip.io/squaredq-performance/composites/compact.json · As of 2026-10-01 · Canonical replay; additional composite financing excluded.
Cumulative return · full period in the platform
Backtest through 2026-10-01. Quarterly allocation restoration; additional composite financing excluded.
Prebuilt portfolios
Allocate a full NAV to each child's return stream, rather than splitting NAV equally. Opening-range overlays and close-to-open holdings are combined after ticker netting, while the ORB core remains invested according to its own model. The two-NAV capital budget is explicit and is not a promise of sub-2x overnight exposure. 100% ORB, 100% Overnight. Restore quarterly; capital drifts between restorations. Retain cash and net overlapping assets.
Source: https://issuer.34-135-74-188.sslip.io/squaredq-performance/composites/orb-overnight-100.json · As of 2026-10-01 · Canonical replay; additional composite financing excluded.
Cumulative return · full period in the platform
Backtest through 2026-10-01. Quarterly allocation restoration; additional composite financing excluded.
Look beyond the product name
A prebuilt portfolio may already contain the individual strategies you are considering. Look through to the underlying assets and shared signals before treating each product as an independent exposure.
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Read the storyUnderstand fixed-capital allocations, percentage-of-NAV sizing and repeated exposures across strategy products.
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