Composite Strategy

Concentrated long/short, market-neutral, 5-factor blend — the tradable retail variant of Neutral Momentum, optimized for manual execution at 6 entries/day. Built 2026-05-24 after research 181-184 showed the K=10 automated book was diluting its own top-picks edge; this version takes only K=3 per side and adds two near-orthogonal volume/accumulation signals (vol_z_5d_vs_60d, stealth_accumulation). The lift survives a strict tune-on-2024 / test-on-2025-2026 holdout.

• Looks forstocks ranking well on FIVE orthogonal axes: RSI(14), 20-day momentum acceleration, institutional block-volume share, 5d-vs-60d volume regime change, and stealth-accumulation (price drift on quiet volume)
• Universesame as Neutral Mom — ADV ≥ $20M, price ≥ $5, broad ETFs excluded
• Operateslong top-3 / short bottom-3 each trading day (6 entries/day); 60-day fixed hold; no scale-out, no trailing stop
• Holdouttrained on 2024 only, locked, tested on 2025-2026 → hedged Sharpe 2.31, DD -3.6%, β +0.06 — the lift over the 1.78-Sharpe deployed book is real, not curve-fit