Model portfolios from rules, not hunches.

Fast Momentum 6-1 (High Risk)

Holds the 5 strongest names by 6-month return (skipping the last month), refreshed monthly. The most aggressive core strategy: its simulated drawdowns are among the deepest on the core shelf (see the simulated stats beside this text) and its wins cluster in rebound markets. High risk, high variance.

Fast Momentum + Gold Sleeve

70% fast momentum stocks, 30% gold ETF, refreshed monthly; momentum's cash spells sit in T-bills. Gold is there to dampen equity drawdowns, not to promise returns. Still a high-risk portfolio.

Congressional Buys (Speculative)

Holds the U.S. large-caps that members of Congress most recently DISCLOSED buying (equal weight, refreshed monthly, acted on only after the public filing). A transparency novelty over a large-cap pool — no edge over simply holding that pool is claimed.

no edge claimed

Balanced Duo (Trend + Fast Momentum)

Half trend-following, half fast momentum, in one portfolio; each half parks in T-bills when its own rule says cash. Smoother ride than fast momentum alone.

Short-Term Mean Reversion

Buys the biggest one-week losers in the universe, equally weighted, on the documented short-term reversal effect. A diversifier (it leans opposite to momentum), not an edge — it can lag buy-and-hold, especially in trending markets.

Inverse-Volatility (GPW)

Warsaw blue chips (WIG20), each weighted inversely to its recent volatility and recomputed monthly — calmer names get more, jumpier less. Low volatility on a narrow 20-name index: no edge over the equal-weight WIG20 benchmark beside it is claimed. Simulated with real Warsaw costs (20 bps) on point-in-time WIG20 membership (archived to 2025-09, held flat after). Depending on the feed, up to 3 of 28 historical members are unpriced early on (2020-2022), so the earliest drawdowns read a touch optimistic.

Dual Momentum

Owns the top relative-momentum names while their own trend is positive; otherwise moves to cash. Holdings are kept until they clearly weaken (a no-trade band), which cuts trading costs without changing the effect.

Trend Following (200-day MA)

Holds names trading above their 200-day average; steps aside to cash when trends break down. Defensive by construction.

Cross-Sectional Momentum

Holds the strongest-trending names (12-month return, skipping the last month), equally weighted, refreshed monthly.

Lottery Ticket (Speculative)

Piles into the names with the biggest recent single-day pops. High variance, for entertainment only — no edge is claimed, and history suggests these names tend to disappoint. Buckle up.

no edge claimed

PutWrite Income via ETFs (Cash-Secured Puts)

An equally-weighted, monthly basket of cash-secured put-write ETFs (led by WisdomTree's S&P 500 put-write fund, WTPI, formerly PUTW) — the mirror of covered calls: hold cash, sell puts, collect the premium. By put-call parity it's much like the covered-call basket, not a second edge. The premium is compensation for the market's crash risk, and a fund's yield is not its total return. No edge over the index is claimed. Derivatives-based; may count as a complex product at your broker (appropriateness test).

Wheel Income via ETFs (Puts + Covered Calls)

A 50/50, monthly-refreshed blend of the cash-secured put-write and covered-call ETF baskets — the always-on, listed expression of the options wheel. Sells the same short-volatility premium as its two parts, so it's a distinct portfolio, not a second edge. Expect a smoother ride with less upside than a stock index; a fund's yield is not its total return. No edge over the underlying is claimed. These funds use derivatives and may count as complex products at your broker (appropriateness test).

Inverse-Volatility Allocation

Spreads capital across the universe, giving more weight to lower-volatility names. Recomputed monthly.

Options Income via ETFs (Covered-Call ETFs)

An equally-weighted, monthly-refreshed basket of covered-call / option-income ETFs (JEPI, JEPQ, QYLD, XYLD, RYLD, DIVO) — options exposure via real, total-return funds, not a fabricated option backtest. Covered calls trade upside for income: expect a smoother ride but less upside than a stock index. A fund's headline yield is not its total return, and no edge over holding the underlying is claimed. These funds use derivatives and may count as complex products at your broker (appropriateness test).

Defined-Outcome Buffer via ETFs (Spread Structures)

An equally-weighted, monthly basket of defined-outcome / 'buffer' ETFs — the listed cousin of a vertical option spread: a put spread buffers the downside, a short call caps the upside, over an outcome period whose buffer and cap reset each fund-year. Expect less upside than a stock index, via real total-return funds, not a fabricated backtest. No edge over the index is claimed. Derivatives-based; may count as a complex product at your broker (appropriateness test).

Safe Real Yield

Holds SHORT-TERM inflation-protected US Treasuries (VTIP) — the 'real risk-free rate' (~2.3% real, plus CPI) at low duration, so it defends purchasing power while staying much calmer than broad TIPS. Still not perfectly flat — even short TIPS dipped when real rates jumped in 2022. FX for non-USD holders; the PLN equivalent is inflation-linked COI/EDO bonds.

Safe Yield

Parks 100% in short-term government T-bills (BIL, 1-3 month US Treasuries) — the risk-free rate in USD, at near-zero volatility. A safe harbour and the benchmark every other strategy must beat. Not truly risk-free once you cross currencies (FX), sell long bonds early (duration) or count inflation — match it to your own currency (PLN: EDO/ETFBCASH, EUR: XEON).

Broker Cash & Deposits

Where to park cash for interest — Trade Republic, XTB, IBKR and more, per currency. A FREE guide, not a strategy: broker rates float and there's no track record to backtest. Tap for the full per-broker breakdown and the catch behind each rate.