Conservative sleeve: HOLDing all five existing positions (EFA, GOP, NANC, TLT, VOO) while OPENing new positions in SPY, QQQ, GLD, and XLE where corroboration (>=2 strategies) and diversification rationale are present; DIA and EEM do not merit new openings given signal flips or minimum-corroboration-only situations. Aggressive sleeve: nearly fully deployed with minimal cash, so decisions are primarily HOLDs on existing positions; ADD conviction applied to QQQ (strongest momentum, profitable) and XLE (fresh signal flip to BUY, negative correlation, profitable). Signal flips in IWM, DIA, and XLE are acknowledged — XLE flip is positive (sma_crossover BUY), while IWM and DIA flips are treated cautiously with HOLD rather than ADD.
Sleeve
Symbol
Action
Conviction
Origin
Why
aggressive
QQQ
ADD
0.85
corroborated
Five strategies LONG, strongest 20d return (+5.5%) in the universe, and meaningful unrealised profit ($300); best momentum candidate for aggressive sleeve addition.
aggressive
XLE
ADD
0.75
corroborated
Fresh sma_crossover BUY signal joining three existing LONG strategies, negative correlation (-0.32) hedges book, upward trend, and existing position is profitable; aggressive sleeve warrants adding.
aggressive
DIA
HOLD
0.50
corroborated
Signal flip flagged and only 2/7 strategies long with -1.7% 20d return; hold existing small position but do not add given weak momentum.
aggressive
EEM
HOLD
0.55
corroborated
Two strategies long with downward trend and largest unrealised loss (-$214); aggressive sleeve can tolerate drawdown but adding into continued weakness is unwarranted.
aggressive
EFA
HOLD
0.60
corroborated
Three strategies LONG but -2.8% 20d return and small unrealised loss; hold without adding until trend stabilises.
aggressive
GLD
HOLD
0.60
corroborated
Five strategies LONG with good diversification value (0.35 correlation) but -4.5% 20d return and existing loss; hold without adding in a deteriorating trend.
aggressive
GOP
HOLD
0.70
corroborated
Five strategies LONG with +1.8% 20d return; position slightly underwater but multi-strategy consensus intact, hold without adding given near-zero cash.
aggressive
IWM
HOLD
0.60
corroborated
Signal flip noted but three strategies remain LONG; -3.5% 20d return is a headwind so hold rather than add while trend resolves.
aggressive
NANC
HOLD
0.80
corroborated
Five strategies LONG with +3.9% 20d return and positive P&L; strong consensus endorses holding, aggressive sleeve already well-positioned.
aggressive
SPY
HOLD
0.80
corroborated
Four strategies HOLD-LONG with +2.1% 20d return; position slightly underwater but broad-market trend is intact and aggressive sleeve warrants holding through minor drawdowns.
aggressive
TLT
HOLD
0.65
corroborated
Three strategies LONG and low correlation (0.32) provides portfolio hedge; small loss position worth holding as bollinger+momentum+rsi_reversion remain constructive.
aggressive
VOO
HOLD
0.75
corroborated
Five strategies LONG with +2.1% 20d return; slight unrealised loss but momentum is positive and aggressive sleeve should maintain exposure.
conservative
GLD
OPEN
0.60
corroborated
Five strategies long (5/7 participation) satisfies corroboration; low 0.40 correlation adds diversification though -4.5% 20d return limits conviction.
conservative
QQQ
OPEN
0.70
corroborated
Five strategies long with strong +5.5% 20d return and broad participation (5/7) satisfies corroboration, though higher volatility (18.49%) warrants modest sizing versus SPY.
conservative
SPY
OPEN
0.80
corroborated
Four strategies in unanimous HOLD-LONG with strong momentum (+2.1% 20d return) and broad participation (4/7) meets the conservative sleeve's >=2 strategy corroboration requirement.
conservative
XLE
OPEN
0.65
corroborated
Four strategies LONG including fresh sma_crossover BUY; negative correlation (-0.34) to book provides valuable diversification and upward 20d trend (+0.5%) supports entry.
conservative
DIA
HOLD
0.50
corroborated
Signal flip flagged and only 2/7 strategies long with -1.7% 20d return; minimum corroboration met but downward trend argues against adding in conservative sleeve.
conservative
EEM
HOLD
0.50
corroborated
Only 2/7 strategies long with downward trend and elevated volatility (22.87%); conservative mandate precludes opening new position with minimum corroboration and negative momentum.
conservative
EFA
HOLD
0.60
corroborated
Three strategies remain LONG and the position is near breakeven; hold while -2.8% 20d return resolves, consistent with capital preservation mandate.
conservative
GOP
HOLD
0.75
corroborated
Five strategies LONG with +1.8% 20d return and near-flat unrealised P&L; solid multi-strategy consensus supports holding.
conservative
IWM
HOLD
0.60
corroborated
Signal flip noted but three strategies remain LONG; -3.5% 20d return is a headwind so hold existing exposure without adding given conservative mandate.
conservative
NANC
HOLD
0.80
corroborated
Five strategies in HOLD-LONG with +3.9% 20d return and positive unrealised P&L; strong standing endorsement warrants maintaining position.
conservative
TLT
HOLD
0.65
corroborated
Three strategies LONG and low correlation (0.39) provides diversification; despite -3.6% 20d return the bollinger+momentum+rsi_reversion combination justifies holding the existing position.
conservative
VOO
HOLD
0.80
corroborated
Five strategies LONG with +2.1% 20d return; highly correlated to SPY so hold existing rather than doubling broad market exposure.