Allocation · Jarvis

Latest decision 25 Jul, 18:02

Conservative sleeve: hold profitable XLE and DIA positions, add modestly to GLD on SMA crossover signal, open small EFA and QQQ positions on active BUY signals while keeping higher cash reserve given broad downward trends; avoid no-signal instruments. Aggressive sleeve: add to QQQ on Bollinger mean-reversion dip, open XLE with high conviction on breakout and negative correlation, initiate SPY/EFA/GLD/VOO on active signals; skip no-signal instruments (IWM, DIA, EEM, TLT, NANC, GOP) despite cash availability.

Sleeve	Symbol	Action	Conviction	Origin	Why
aggressive	EFA	OPEN	0.60	corroborated	Momentum BUY signal with positive 20-day return and moderate book correlation (0.66) offers a reasonable return/risk tradeoff for the aggressive sleeve.
aggressive	GLD	OPEN	0.65	corroborated	SMA crossover BUY signal with positive 20-day return and moderate book correlation (0.60) supports opening gold for diversification and momentum capture.
aggressive	SPY	OPEN	0.65	corroborated	Momentum BUY signal with +0.6% 20-day return; high book correlation (0.91) means limited diversification benefit but signal supports partial allocation for the aggressive sleeve.
aggressive	VOO	OPEN	0.55	corroborated	Momentum BUY signal supported, though very high book correlation (0.92) limits diversification value; open small position given signal strength.
aggressive	XLE	OPEN	0.80	corroborated	Breakout BUY signal, strong +10.2% 20-day return, and negative book correlation (-0.35) make XLE a high-conviction diversifying addition for the aggressive sleeve.
aggressive	QQQ	ADD	0.70	corroborated	Existing position and Bollinger BUY signal on -4.5% pullback; aggressive mandate supports adding into the dip to average down and capitalize on mean-reversion potential.
aggressive	DIA	HOLD	0.00	corroborated	No strategy signal and minimal 20-day return; better opportunities exist for the aggressive sleeve's capital.
aggressive	EEM	HOLD	0.00	corroborated	No strategy signal, -6.8% 20-day return, and very high volatility (33.77%) without a signal is speculation not strategy.
aggressive	GOP	HOLD	0.00	corroborated	No strategy signal and high book correlation (0.84) with negative recent returns; no reason to deploy capital here.
aggressive	IWM	HOLD	0.00	corroborated	No strategy signal despite downward trend; even in aggressive sleeve, no signal means no entry catalyst.
aggressive	NANC	HOLD	0.00	corroborated	No strategy signal and very high book correlation (0.89) would add redundant risk without a directional signal.
aggressive	TLT	HOLD	0.00	corroborated	No signal, negative momentum, and low correlation provide diversification but no entry trigger for an opportunistic sleeve.
conservative	EFA	OPEN	0.50	corroborated	Momentum BUY signal with modest +0.3% return and moderate volatility (17.68%) fits conservative mandate; moderate correlation to book is manageable.
conservative	QQQ	OPEN	0.45	corroborated	Bollinger BUY signal on a -4.5% pullback suggests mean-reversion opportunity, but 24.87% volatility is high for the conservative sleeve so open with reduced conviction.
conservative	GLD	ADD	0.60	corroborated	SMA crossover BUY signal with positive 20-day return and moderate correlation to book supports adding to gold as a defensive diversifier for the conservative sleeve.
conservative	DIA	HOLD	0.50	corroborated	Existing position modestly profitable but no active strategy signal and slight downward trend; hold current position without adding.
conservative	EEM	HOLD	0.00	corroborated	No signal, -6.8% 20-day return, and 33.77% volatility are all unfavorable for the capital-protection mandate.
conservative	GOP	HOLD	0.00	corroborated	No strategy signal, downward trend, and no differentiated exposure; conservative mandate demands signal confirmation before entry.
conservative	IWM	HOLD	0.00	corroborated	No strategy signal and downward trend; conservative mandate requires a signal before committing capital.
conservative	NANC	HOLD	0.00	corroborated	No strategy signal, downward trend, and high book correlation (0.54) offer no compelling reason to open a position under conservative mandate.
conservative	SPY	HOLD	0.60	corroborated	BUY signal with modest +0.6% 20-day return but downward trend; existing position slightly underwater so hold and monitor rather than add into weakness.
conservative	TLT	HOLD	0.00	corroborated	No strategy signal and -4.7% 20-day return in a downtrend; low book correlation is appealing but no entry trigger present.
conservative	VOO	HOLD	0.55	corroborated	Momentum BUY signal but existing SPY and VOO holdings overlap significantly; hold current position and avoid doubling concentration in large-cap US equities.
conservative	XLE	HOLD	0.70	corroborated	Existing position is profitable (+10.2% 20-day return, negative book correlation providing diversification), BUY signal active; hold gains rather than chasing the run.

Sleeves · the envelope 2

Aggressive sleeve

50% of fund · ~498,196 HKD

Max position40%

Max exposure100%

SizingCONVICTION

Self-initiationcap 15%

Realised P&L-532.23 (29)

Conservative sleeve

50% of fund · ~498,196 HKD

Max position20%

Max exposure80%

SizingVOL_TARGET

Self-initiationneeds backup

Realised P&L-651.68 (14)

Eligibility · which names each sleeve may hold 12

in DIA conservative in EFA conservative in GOP conservative in IWM conservative in NANC conservative in SPY conservative in TLT conservative in VOO conservative in XLE conservative out EEM conservative out GLD conservative out QQQ conservative

Hover a name for the reason. Conservative admits calm names plus low-correlation diversifiers; the rest are excluded this regime.

Decision gate · recent runs last 12

25 Jul, 18:02 decided — position drift vs broker: SPY, position drift vs broker: EFA

25 Jul, 12:02 decided — position drift vs broker: GOP, position drift vs broker: GLD

25 Jul, 06:02 decided — signal flip: QQQ changed direction, signal flip: GOP changed direction

25 Jul, 00:02 decided — signal flip: SPY changed direction, signal flip: EFA changed direction

24 Jul, 18:02 decided — position drift vs broker: DIA, position drift vs broker: IWM

24 Jul, 12:02 decided — signal flip: NANC changed direction, position drift vs broker: GOP

24 Jul, 06:02 decided — signal flip: QQQ changed direction, signal flip: IWM changed direction

24 Jul, 00:02 decided — signal flip: SPY changed direction, signal flip: QQQ changed direction

23 Jul, 18:01 decided — position drift vs broker: GLD, position drift vs broker: IWM

23 Jul, 12:01 decided — position drift vs broker: EFA, position drift vs broker: GOP

23 Jul, 06:02 decided — position drift vs broker: EFA, position drift vs broker: IWM

23 Jul, 00:02 decided — signal flip: DIA changed direction, signal flip: EFA changed direction

The gate only spends on a paid Claude decision when a strategy signal flips, positions drift, or the daily backstop fires — so most runs cost nothing.