I have decided to introduce a variation in the MarketOps section. From now on, I will share two of my portfolios with you.
One based on monthly rotation using momentum stocks, and another based on mean reversion, which I will share whenever stocks meet the governing criteria for entry.
Each update combines long-term performance context with the portfolios’ current positioning, recent activity and next scheduled actions.
What changed this month
The mean-reversion model currently has four next-session signals in WDC, AMD, GOOGL and GOOG. Its report tracks active and expired signals, completed trades, entry levels, targets, exit deadlines and recent net results after transaction costs.
At the latest market close, the momentum portfolio remains in a risk-on regime and holds five positions: AMAT, LITE, MU, TER and WDC. The report also shows the portfolio’s current volatility allocation, position weights, recent transactions and the schedule for the next monthly review.
Together, the two reports provide a complete view of how the portfolios are behaving across different market conditions. Momentum seeks to remain exposed to persistent relative strength, while mean reversion looks for shorter-term dislocations within a filtered Nasdaq universe.