Atlas Trend US
aumos
0.2.3Published 2026-08-23NASDAQCapability 4Tasks 1needs Aumos
>=0.3.18What this manager does
Time-series momentum across a fixed basket of US-listed global ETFs. Holds only what is trending in its own price, sizes what it holds by realised volatility, and goes to T-bills when nothing is. One monthly rebalance, or nothing.
Methodology
Scores each ETF in a fixed multi-asset basket on an ensemble of 1, 3, 6 and 12-month total returns, holds only the positive ones at inverse-volatility weights under a portfolio volatility target, and puts everything else in short Treasuries. Returns one REBALANCE carrying the whole basket, or WAIT.
What it trades
| Category | NASDAQ |
|---|---|
| Asset classes | etf, cash |
| Markets | XNAS, ARCX, BATS |
| Tasks | PORTFOLIO_REVIEW |