Legend Mode ETF Portfolio

How to run (Google Colab)

1. Open Google Colab and upload market_ready_engine_clean_etf_hardstop.zip.
2. Run these cells:

!unzip -o market_ready_engine_clean_etf_hardstop.zip -d engine_clean
%cd /content/engine_clean
!pip -q install -r requirements.txt
!python run_portfolio.py --outdir out_etf

3. Upload Legend_Mode_Portfolio.ipynb to Colab and open it.
4. At the top of that notebook, run:

%cd /content/engine_clean
OUTDIR = "out_etf"

Tip: If you ran with a different outdir (e.g. --outdir out_etf_hardstop), set OUTDIR accordingly.

Run with hard stop (recommended)

!python run_portfolio.py \
  --hard-stop \
  --hard-stop-dd -0.15 \
  --hard-stop-cash BIL \
  --hard-stop-cooldown 20 \
  --hard-stop-reentry recover \
  --outdir out_etf_hardstop

Hard stop uses BIL as cash proxy; adjust the DD threshold to match your comfort.

What you get

• out_etf/summary.json — headline stats
• out_etf/equity_curve.csv — equity, returns, costs
• out_etf/weights.csv — portfolio weights
• out_etf/close_prices.csv — benchmark & ETF closes (for stress tests)