Frozen live spec · RLTW v3

The rules that drive the public book

The public book is not discretionary. Model detail: RLTW page.

1. 01

   Universe

   Nasdaq-100 whitelist only. Same XGBoost brain as Core, different portfolio discipline.

2. 02

   Entry

   In Risk On the book holds the 8 stocks with the highest buy_priority, about 12.5% each at entry.

3. 03

   Ranking

   Not the return since the bull started. It is P(relative winner vs QQQ at ~90 days) times remaining upside, with anti-chase controls.

4. 04

   Exit

   20-day min-hold plus hysteresis: sell after the hold period if rank is above 14, or sell everything in BEAR.

5. 05

   Let winners run

   No weekly rebalance back to 12.5%. If a stock exceeds 25% of equity, trim it to 20%.

6. 06

   Bear

   QQQ BEAR regime means full exit and 100% cash. The public book does not use BIL; it remains cash.

7. 07

   Fees

   0.19% per side on every BUY, SELL and TRIM. Without this cost the MC comparison would not be honest.

8. 08

   Execution

   Every market day the engine re-evaluates the book on database closes. Replacements happen only when rules trigger.

9. 09

   Corrected MC

   We copy the holdings MomentumCommand publishes. When names change, we apply the same 0.19% per side fee as RLTW.

Modello di ricerca, non consulenza finanziaria. RLTW, EMC e il libro MC corretto applicano la stessa commissione 0,19%/lato su ogni rotation. EMC è live dal 31 agosto 2026. MomentumCommand sul loro sito resta a 0 fee: qui lo ricalcoliamo con i nostri costi, sugli holding che pubblicano. I rendimenti partono dal giorno di avvio del libro pubblico, non dal backtest storico.