All Weather Hybrid
Bridgewater-style economic-bucket ETF universe with max-Sharpe optimization and MA trend filter. MC-validated Aug 2026.
Diversification
15
Volatility Profile
9.3%
2.25-year backtest
Horizon
5+ years
House Account Track Record
Forward performance on a separate virtual $1,000 research account since 8/26/2026. This is not your connected exchange account.
Returns appear after 7 daily snapshots (1 of 7 so far).
Account value
$844.95
As of Aug 26, 2026 UTC
Total return
Cumulative since activation
—
Today's return
Since midnight UTC
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Tracking days
1 / 7
Historical Performance
2.3-year daily MA150 → SHY trend filter at stated weights (Yahoo Finance, 5 holdings, as of 2026-08-25). Research only — not a forecast or live track record.
Annualized Return
+18.7%
2.25-year backtest
Volatility
9.3%
annualized
Sharpe Ratio
1.91
excess vs T-bills
Max Drawdown
-6.8%
backtested
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Daily (business days)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
MA150 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Champion: 8-bucket universe, MA150, 2.25y lookback, 40% cap, daily. Composite Sharpe 2.02, CAGR +21.9%, max DD −7.7%, block P5 Sharpe 1.22.
Bull Case
Multi-bucket diversification with optimizer tilts may improve risk-adjusted returns versus static risk parity.
Bear Case
ETF proxy lacks futures leverage of institutional All Weather. Optimizer weights can shift quickly.
Behavior During Downturns
MA150 trend exits and bond/gold sleeves designed to cushion equity drawdowns.
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.