Momentum Strategy
ML Aggressive uses the shared LightGBM sector-rotation pipeline to rank 14 tradable ETFs: the 11 SPDR sectors plus QQQ, IWM, and GLD. On each rebalance it selects the top three signals, sizes them with an inverse-volatility and model-confidence blend, and keeps market exposure high because it does not apply the defensive regime-scaling overlay. It is the higher-beta version of the ML stack: same signal engine as ML Defensive, but without the risk-off throttle.
What it does
A machine-learning model ranks 14 ETFs every cycle and pushes capital into the top 3 with conviction-weighted sizing.
Best for
Investors who want the ML signal engine in its most aggressive form, with little intentional cash drag and no regime-based de-risking.
What to expect
Higher upside and higher drawdown sensitivity than the defensive variant. Holdings can rotate quickly because the model is always trying to stay near its strongest signals.
Representative basket only. The live bot dynamically rotates into the current top 3 model picks from its 14-ETF universe.
Compare with
Normalised to $10,000 start. Data from live Alpaca paper account — reflects real orders, real fills, and real risk management decisions.
Simulated using a multi-timeframe momentum proxy and inverse-volatility sizing — approximates the ML signal engine. Run scripts/generate_ml_backtest.py for exact results.
ETF Momentum
A rules-based sector rotation bot that applies an A5 momentum filter, ranks qualifying ETFs by relative strength vs SPY, and parks weak-signal capital in SGOV.
Bangkok
A hybrid bot combining weekly ETF momentum rotation with a Kestrel swing-trade stock sleeve, dynamically funded from confirmed paper gains.
ML Defensive
A machine-learning sector rotation bot that uses the same 14-ETF ranking engine as ML Aggressive but scales exposure with a continuous regime overlay and parks residual capital in SGOV.
Ready to put this strategy to work?
Open a paper position and track it against the market — no real money at risk.
Live chart: real Alpaca paper account data. Simulation chart: historical price data from Yahoo Finance with representative fixed weights. Past performance does not guarantee future results.