All Weather Risk Parity
Unlevered equal-risk allocation across growth/inflation economic buckets. Research-only (Aug 2026: block P5 Sharpe −0.29).
Diversification
90
Volatility Profile
Low
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.
Research-only portfolio — follow the $1,000 demo house account below. Paper and live trading are not available.
Returns appear after 7 daily snapshots (1 of 7 so far).
Account value
$1,002.77
As of Aug 26, 2026 UTC
Total return
Cumulative since activation
—
Today's return
Since midnight UTC
—
Tracking days
1 / 7
Illustrative Reference Ranges
Live market backtest unavailable. Showing educational ranges only — not live performance or a forecast.
Research-only portfolio — failed walk-forward validation or structurally weak path robustness. Demo track record only; paper and live trading are not available.
Expected Return
4–10%
annualized
Volatility
8–12%
annualized
Sharpe Ratio
0.5–0.6
risk-adjusted
Max Drawdown
-16% to -19%
historical reference
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Monthly (1st business day)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
None
Buy-and-hold weights
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Champion: vol90 inverse-risk across SPY/VXUS, TLT/IEF, DBC/GLD, TIP/LQD buckets. Composite Sharpe 0.91, block P5 −0.29.
Bull Case
Risk-balanced multi-asset mix may smooth returns across macro regimes.
Bear Case
Unlevered RP underperforms in equity bull markets; MC negative on 5y window.
Behavior During Downturns
Bond and gold buckets provide ballast; no tactical crash filter.
Holdings
Template allocation using real ETF and stock tickers.