Tactical Portfolio Intelligence

Tactical Portfolio Intelligence is an end-to-end portfolio management system built on a daily pipeline: data ingestion from market and macro sources (57 features including 24 FRED indicators), ensemble forecasting via five diverse models — CatBoost, LightGBM, Random Forest, Ridge, and N-BEATS — weighted by rolling Information Coefficient, and a two-stage allocation engine that blends strategic Black-Litterman views with IC-gated tactical overlays across 1-day, 5-day, and 20-day horizons.

The risk management layer scores market conditions across six signals (VIX, credit spreads, drawdown, breadth, yield curve, sentiment), classifies regimes from bull to crisis, and enforces graduated constraints that scale with market stress. A hard drawdown circuit breaker with hysteresis automatically shifts to defensive positioning during severe declines, while conformal prediction intervals provide honest uncertainty bounds on all forecasts.

The system runs as eleven Cloud Run services on GCP with Firestore persistence, processing a 14-ETF universe that includes equity, bond, gold, and hedge positions. A dynamic universe selector can activate tactical sector ETFs based on regime probabilities. Everything is served through a real-time Next.js dashboard with portfolio analytics, signal history, and model intelligence views.