Blend — Multi-Sleeve Allocation
generated 10/19/2026, 12:10:04 PMAdvisory capital weights across the validated sleeves. Prior-anchored max-Sharpe with per-sleeve caps, scaled to an 8% vol target; each estimate blends toward a stated prior and sharpens as live history accrues. The sleeves are near-uncorrelated (see matrix), so the blend targets a higher Sharpe than any single book at near-zero beta. Advisory only — no orders.
Sleeves
| Sleeve | Weight | $ Alloc | Sharpe* | Vol | Cap | Live days |
|---|---|---|---|---|---|---|
| OptionsAlphaWheel V3 (TLT+USO+SLV, audited ✓) | 33% | $8,278 | 1.50 | 9.0% | 45% | — |
| Neutral Mom (paper-only: 16-20 trades/day) | 0% | $0 | 0.25 | 9.0% | 15% | 112 |
| Insider-hedged (1.2x SPY, beta+0.2) | 7% | $1,845 | 0.47 | 12.2% | 40% | 59 |
| Index VRP (SPX condor, options ✓) | 35% | $8,750 | 1.91 | 11.1% | 35% | 67 |
| Buyback tilt−SPY (paper/churn: ~40-name basket) | 13% | $3,188 | 0.25 | 9.4% | 15% | 66 |
| Cross-asset TSMOM (crisis-alpha diversifier, research ✓) | 12% | $2,938 | 0.50 | 11.0% | 20% | — |
| Cash | 0% | $3 | — |
*Sharpe = live-blended toward prior; bar shows weight vs its cap. Wheel/VRP/buyback are prior-anchored until live days accrue.
Correlations (near-zero ⇒ genuine diversification)
| options | neutral | insider | vrp | buyback | tsmom | |
|---|---|---|---|---|---|---|
| options whee | 1.00 | 0.15 | 0.10 | 0.04 | 0.09 | 0.00 |
| neutral mom | 0.15 | 1.00 | 0.15 | 0.04 | 0.24 | 0.10 |
| insider hedg | 0.10 | 0.15 | 1.00 | -0.11 | 0.25 | 0.05 |
| vrp | 0.04 | 0.04 | -0.11 | 1.00 | -0.24 | -0.03 |
| buyback hedg | 0.09 | 0.24 | 0.25 | -0.24 | 1.00 | 0.00 |
| tsmom | 0.00 | 0.10 | 0.05 | -0.03 | 0.00 | 1.00 |
How to run it: weights are risk-capital targets. Options sleeves (Wheel, Index VRP) are placed manually in Schwab; Insider-hedged uses ≤3 pre-cleared stock buys/day + a 1.2× SPY short. Buyback & Neutral Mom are churn-capped (paper/token). Hold the static SPY short above for calm-market beta, and cover the fast-crash tail with a convexity overlay (long SPY puts / VIX calls), not a bigger linear short: research/402 (2005–2026) found the short-vol (VRP) sleeve's beta jumps ~7× in a fast vol spike, and part of its tail is pure-vega that a SPY short can't hedge at all.
Honest underwrite: through-cycle Sharpe ~1.5–2.0 (the 2.5 is a prior-blended ceiling on thin/optimistic windows). Rebalance monthly or on >20% relative drift.