Bullpen is predicated on a multi-scan voting ensemble geared to identify up to five best positions for entry per day. Positions are added over a a 20 day period and the portfolio is fully leveraged on day 20. On day 21 the oldest held positions are sold and the rotation continues. Positions may exit before their designated exit date if a certain profit target or a stop loss condition is met. BullPen can be offered as a long only strategy or a long/short hedged strategy by which it is Hedged as cash neutral by shorting SPY.
Bullpen is an active multi-factor model driven by machine learning.
It is designed to outperform the market from both absolute and risk-adjusted perspectives. Allocations can move to cash during heavy market uncertainty.