Model: Utilities Live - The portfolio's goal is to track the Utilities Sector Select SPDR ETF (XLU) aiming to achieve higher Sharpe Ratio through active rebalancing. The Utilities Live portfolio consists of up to ten securities from the Russell 1000 that together minimize tracking error against the XLU. In addition, using Lucena's machine learning optimization engine (MVO combined with Lucena's Forecaster) we optimize every two weeks for maximum risk adjusted return (max Sharpe Ratio). Rebalancing trades are executed every other Thursday. In addition, there is a trailing stop loss per security of 12%.