A quantitative factor allocation system that dynamically rebalances exposure to style factors — Value, Momentum, Quality, Size, and Low Volatility — based on regime detection and forward-looking signals. The approach builds on the Helix trading research, using the Sparse Jump Model (SJM) for regime identification across factor ETFs.
The live monitor below shows current factor weights and rebalancing signals. Data refreshes automatically without page reload — ideal for tracking portfolio drift and regime shifts in real time.
Configure NEXT_PUBLIC_DUNE_FACTOR_EMBED_URL in your environment to embed your Dune factor rebalancing dashboard here.
The embedded dashboard will refresh automatically without page reload.
Create dashboard on Dune ↗