See what the models hold — and why.

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 live stats beside this text) and its wins cluster in rebound markets. High risk, high variance.

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.

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.

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.

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.

Warsaw blue chips (WIG20), each weighted inversely to its recent volatility and recomputed monthly — calmer names get more, jumpier less. On this narrow, mean-reverting index low-volatility (not momentum) is the core that pays. Simulated with real Warsaw costs (20 bps) on point-in-time WIG20 membership (archived to 2025-09, held flat after). Depending on the price feed, up to 3 of 28 historical members can be unpriced early on (2020-2022), so the earliest simulated drawdowns read a touch optimistic.

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

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.

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

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

An equally-weighted, monthly-refreshed basket of covered-call / option-income ETFs (JEPI, JEPQ, QYLD, XYLD, RYLD, DIVO) — options exposure through real, total-return funds rather than fabricated option backtests. Covered calls trade upside for income: expect a smoother ride but materially LESS upside than a stock index (it lags badly in strong bull markets), and a fund's headline distribution yield is not its total return. No edge over holding the underlying is claimed — an income/low-drama sleeve.

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' (sell puts, then covered calls). It 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 materially less upside than a stock index; a fund's headline yield is not its total return. No edge over holding the underlying is claimed.

An equally-weighted, monthly basket of defined-outcome / 'buffer' ETFs (e.g. BUFR) — the listed, backtestable cousin of a vertical option spread: a put spread buffers the downside, a short call caps the upside, over a defined period. You trade upside for a downside buffer, so expect less upside than a stock index, and the buffer/cap reset each fund's annual period. Options exposure via real total-return funds, not a fabricated backtest. No edge over the index is claimed.

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.

An equally-weighted, monthly basket of cash-secured put-write ETFs (led by PUTW, the CBOE S&P 500 PutWrite fund) — the mirror of covered calls: hold cash, sell puts, collect the premium. By put-call parity it behaves much like the covered-call basket, so it's a DIFFERENT product, not a second edge. The premium is pay for taking the market's fall in a crash (the puts get assigned), and a fund's headline yield is not its total return. No edge over holding the index is claimed.

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.

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).

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.