Suppose I have 3 stocks. Their historical returns and some variables like RSI, ATR, EMAs for all 3 of them. The goal is to compute the weights each stock should have in a portfolio. If I do something as simple as markowitz portfolio, it would mean I am only using the historical returns of the 3 stocks and ignoring other factors like RSI, ATR, EMAs.
My question is , how do I incorporate the historical stock returns and other factors and come up with a model that predicts the weights of the stocks in the portfolio?