Optimal Portfolio — Cross-Everything

Alpha-maximized basket spanning ALL asset classes AND markets. Toggle between 5 optimization modes × 5 objectives × 5 regime scenarios. Below: AlphaBoost-calibrated 2-week single-class view; above: the new cross-class engine with contrarian duality, edge-decay timeline, correlation-shock stress, and tail carve-out overlays.

AlphaBoost Multi-Horizon ER Ledoit-Wolf Cov Monte Carlo (2k) Purged IC Pattern Clone Earnings Filter Decay Demote Smart Money IV/RV Arb Cross-Sect Z Bayesian W Fat-Tail CVaR Scoring Ensemble Short-Side Alpha PEAD Drift Factor Rotation Execution Alpha

🎯 Cross-Everything Optimizer All classes · All markets · All regimes

Mode

Unconstrained

Cross-Class

Cross-Market

Class-Fixed

Market-Fixed

Objective

Max Sharpe

Min Vol

Risk Parity

Black-Litterman

Max Return

Regime Scenario

Base

Bull

Bear

Stagflation

Goldilocks

Novel Overlays — Ingenuity Layer

📊 Scenario Matrix

🔀 Contrarian Duality

⏳ Edge-Decay Timeline

⚡ Correlation Shock

🛡 Tail Carve-Out

Holdings —

#	Symbol	Cap	Sector	Weight	Blended ER	Vol σ	Sharpe	Conf	Score	Entry	Stop	Target
Building optimal portfolio...

Monte Carlo · 2-Week Outcome —

Short Basket —

Top short-side candidates from the same universe, ranked by distribution flow + IV richness + broken trend + failing breadth (squeeze-risky names excluded).

PEAD Drift Leaders —

Post-earnings-announcement drift — SUE × exp(-ln2·days/20). Academic anomaly, ~60-day predictive window.

Rebalance Watch

Allocation · Cap Tier

Allocation · Sector

Pattern Clone · Regime Match

Factor Rotation

Dynamic IC-weighted factor family tilts. Momentum, Quality, Value, Sentiment, Technical, Micro.

Ensemble Weights

Bayesian meta-ensemble over enhancedScore, AlphaBoost, MaxAlphaHub, MLEngine, PatternClone. Weights ∝ ICIR².