Allocation · Jarvis

Latest decision 10 Aug, 12:02

Conservative sleeve: closing the SELL-signalled XLE position to stop the unrealised loss, trimming TLT given its downtrend and no signal, opening GLD for diversified momentum and EFA for international breakout exposure, while holding profitable SPY and VOO. Aggressive sleeve: deploying cash into GLD (strongest momentum), EFA (international breakout, diversification), and NANC (breakout BUY), adding to GOP on momentum, while holding existing SPY/VOO and avoiding signal-less or highly correlated instruments.

Sleeve	Symbol	Action	Conviction	Origin	Why
aggressive	EFA	OPEN	0.75	corroborated	Confirmed breakout BUY, strong +4.0% 20-day return, and lower 0.75 book correlation offer diversification and momentum suitable for the aggressive mandate.
aggressive	GLD	OPEN	0.85	corroborated	Best momentum candidate with +5.7% 20-day return, confirmed breakout BUY, and moderate 0.57 book correlation providing diversification within the aggressive sleeve.
aggressive	NANC	OPEN	0.70	corroborated	Confirmed breakout BUY with +3.1% return; the high 0.95 book correlation is a concentration risk but the aggressive mandate accepts this for return potential.
aggressive	GOP	ADD	0.65	corroborated	Momentum BUY signal with upward trend and 0.80 book correlation; aggressive mandate supports adding momentum exposure alongside existing equity holdings.
aggressive	DIA	HOLD	0.00	corroborated	No strategy signal; 0.78 book correlation offers little diversification benefit for the aggressive sleeve without a directional trigger.
aggressive	EEM	HOLD	0.00	corroborated	No strategy signal, negative 20-day return, and very high volatility without a catalyst; pass until signal confirms.
aggressive	IWM	HOLD	0.00	corroborated	No strategy signal despite positive trend; 0.79 book correlation means no informational edge to justify opening a new position.
aggressive	QQQ	HOLD	0.00	corroborated	No strategy signal and 0.92 book correlation adds redundant exposure; hold off until a signal materialises.
aggressive	SPY	HOLD	0.60	corroborated	Existing profitable position with BUY signal, but near-perfect 1.00 book correlation means adding would not improve diversification in the aggressive sleeve.
aggressive	TLT	HOLD	0.00	corroborated	Downtrending with no signal and 0.42 book correlation; not held and no reason to open in an aggressive sleeve seeking returns.
aggressive	VOO	HOLD	0.60	corroborated	Existing profitable position with BUY signal, but 1.00 book correlation mirrors SPY exactly; hold rather than add to avoid compounding concentration.
aggressive	XLE	HOLD	0.00	corroborated	Confirmed SELL signal from SMA crossover despite a short-term positive return; not held, so no action needed but avoid opening a SELL-signalled instrument.
conservative	EFA	OPEN	0.60	corroborated	Strong +4.0% 20-day return, confirmed breakout BUY signal, and moderate 0.43 book correlation offers diversified upside within conservative risk parameters.
conservative	GLD	OPEN	0.80	corroborated	Strong +5.7% 20-day return, confirmed breakout BUY, and low 0.27 book correlation make GLD an attractive diversifier fitting the conservative mandate.
conservative	TLT	TRIM	0.60	corroborated	Downtrending with a -2.0% 20-day return, no strategy signal, and an existing unrealised loss; trim to reduce drag while keeping some duration hedge.
conservative	XLE	CLOSE	0.90	corroborated	Confirmed SELL signal from SMA crossover, existing unrealised loss, and negative book correlation; close position to protect capital as mandated.
conservative	DIA	HOLD	0.00	corroborated	No strategy signal despite positive 20-day return; conservative mandate requires signal confirmation before entry.
conservative	EEM	HOLD	0.00	corroborated	No strategy signal, negative 20-day return, and high 33.85% volatility are inconsistent with the conservative capital-preservation mandate.
conservative	GOP	HOLD	0.30	corroborated	Momentum BUY signal with modest +1.3% return, but 0.44 book correlation and conservative mandate limit appetite for additional equity-like exposure.
conservative	IWM	HOLD	0.00	corroborated	No strategy signal present; upward trend noted but insufficient signal to open a new position under the conservative mandate.
conservative	NANC	HOLD	0.30	corroborated	BUY signal present but 0.48 book correlation adds concentration risk; conservative mandate argues for caution given already-active positions.
conservative	QQQ	HOLD	0.00	corroborated	No active strategy signal and a slightly negative 20-day return; per conservative mandate, no action without signal confirmation.
conservative	SPY	HOLD	0.70	corroborated	Existing position is in profit with a confirmed BUY breakout signal and low book correlation; hold rather than add given conservative mandate and need to preserve capital.
conservative	VOO	HOLD	0.70	corroborated	Existing profitable position with confirmed breakout BUY signal; hold to compound gains while conservative mandate limits adding further equity concentration.

Sleeves · the envelope 2

Aggressive sleeve

50% of fund · ~501,123 HKD

Max position40%

Max exposure100%

SizingCONVICTION

Self-initiationcap 15%

Realised P&L+904.20 (77)

Conservative sleeve

50% of fund · ~501,123 HKD

Max position20%

Max exposure80%

SizingVOL_TARGET

Self-initiationneeds backup

Realised P&L-395.23 (31)

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

10 Aug, 12:02 decided — position drift vs broker: TLT, position drift vs broker: XLE

10 Aug, 06:04 decided — position drift vs broker: XLE, position drift vs broker: QQQ

10 Aug, 00:03 decided — position drift vs broker: EEM, position drift vs broker: TLT

09 Aug, 18:02 decided — position drift vs broker: TLT, position drift vs broker: DIA

09 Aug, 12:03 decided — position drift vs broker: EFA, position drift vs broker: TLT

09 Aug, 06:03 decided — position drift vs broker: DIA, position drift vs broker: GLD

09 Aug, 00:03 decided — position drift vs broker: QQQ, position drift vs broker: DIA

08 Aug, 18:02 decided — position drift vs broker: IWM, position drift vs broker: DIA

08 Aug, 12:02 decided — position drift vs broker: NANC, position drift vs broker: QQQ

08 Aug, 06:03 decided — position drift vs broker: XLE, position drift vs broker: IWM

08 Aug, 00:03 decided — signal flip: SPY changed direction, signal flip: EFA changed direction

07 Aug, 18:02 decided — position drift vs broker: IWM, position drift vs broker: NANC

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.