TradingAlgo Mosaic
Systematic Portfolio ResearchUnlike traditional stock picking approaches, Mosaic starts from a broad investment universe and builds a standardized model portfolio through a repeatable research process. The five selected stocks are the output of the model, not discretionary trading calls.
Trend Strength
The model ranks assets by the quality and persistence of their trend under current market conditions.
Diversification Through Correlation
Assets are selected not only for their individual quality but also for their contribution to overall portfolio diversification.
The objective is to produce model portfolios that can be monitored, compared with a benchmark and reviewed through a disciplined process while avoiding excessive concentration in highly correlated positions.
TradingAlgo Mosaic Subscription
TradingAlgo Mosaic is designed as a professional weekly research subscription. Subscribers receive model portfolios, market reports, portfolio changes, validation context and model monitoring updates.
- Country Matrix
Global market ranking and status. - Sector Matrix
Leadership and rotation view. - 5 Selected Stocks per Market
Focused stock selection for each covered universe. - Weekly Research Report
Trend, stability and portfolio contribution evidence. - Portfolio Changes
Monitoring of changes and updates. - Historical Track Record
Performance context and model history.
Methodology Overview
The process is systematic and repeatable:
- Universe definition: Each market starts from a defined and comparable list of securities.
- Trend and stability ranking: Assets are ranked according to directional strength and stability.
- Correlation filter: Highly correlated securities are filtered to reduce redundant exposure.
- Model portfolio construction: The model combines selected assets into a concentrated weekly portfolio.
- Benchmark comparison: Results are monitored against the relevant market benchmark.
- Weekly review: Positions are reviewed and updated when the underlying model conditions change.
The result is a research portfolio that adapts to changing market conditions while preserving a disciplined and auditable investment process.
Why Use TradingAlgo Mosaic?
- Reduces reliance on emotional decision making
- Uses objective and repeatable rules
- Focuses on portfolio-level evidence, not isolated stock stories
- Promotes diversification
- Works across multiple global markets
- Produces transparent and auditable model portfolio decisions
Who Is It For?
TradingAlgo Mosaic is designed for independent investors and professionals who actively review portfolio decisions and generally manage meaningful capital, typically USD/EUR 100,000 or more.
- Private investors managing their own portfolio
- Financial advisors
- Asset managers
- Family offices
- Quantitative research teams
It is not designed for investors looking for short-term trading calls, guaranteed returns or personalized portfolio recommendations.
Weekly Portfolio Reports
TradingAlgo Mosaic produces weekly portfolio reports for subscribers including:
- Current positions
- Portfolio changes
- Performance statistics
- Equity curves
- Drawdown analysis
- Benchmark comparison
- Market commentary
This allows investors to monitor both portfolio composition and performance through a structured and transparent process.
What TradingAlgo Mosaic Is Not
TradingAlgo Mosaic is a quantitative research and portfolio analysis framework.
It is not:
- Investment advice
- A solicitation to buy or sell securities
- A discretionary portfolio management service
- A personalized recommendation engine
- A signal service providing trading instructions
- A guarantee of future performance
The framework generates systematic rankings and model portfolios based on predefined quantitative criteria such as trend strength, relative performance, and diversification. Any portfolio, ranking, or market view produced by the model is intended exclusively for research, educational, and informational purposes.
Users remain solely responsible for their own investment decisions and should independently evaluate the suitability and risks of any investment before taking action.
Past performance, backtests, simulations, and model results do not guarantee future outcomes and should not be interpreted as forecasts or promises of future return.
Get Started
Interested in subscriber access to weekly TradingAlgo Mosaic reports or learning how the framework can be applied to your market universe?
Contact Domenico D'Errico at domderrico@gmail.com.
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