Atlas Trend KR
aumos
0.2.3Published 2026-08-27KOSPICapability 5Tasks 1needs Aumos
>=0.3.18What this manager does
Time-series momentum across a fixed basket of Korea-listed ETFs, in won. Holds only what is trending in its own price, sizes what it holds by realised volatility, and parks in CD-rate funds when nothing is. One monthly rebalance, or nothing.
Methodology
Scores five roles of Korea-listed ETF on an ensemble of 1, 3, 6 and 12-month won-denominated returns, holds only the positive ones at inverse-volatility weights under a portfolio volatility target, and puts everything else in a CD-rate fund. Hedged and unhedged share classes compete for the same role and are never held together. Returns one REBALANCE carrying the whole basket, or WAIT.
What it trades
| Category | KOSPI |
|---|---|
| Asset classes | etf, cash |
| Markets | XKRX |
| Tasks | PORTFOLIO_REVIEW |