Balanced
Classic 60/40-inspired allocation balancing growth and stability across stocks, bonds, and alternatives.
Diversification
9
Volatility Profile
Moderate
Horizon
5+ years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 7/1/2026. This is not customer capital and not your brokerage account.
Account value
$998.90
As of Sep 23, 2026 UTC
Total return
Cumulative since activation
-0.11%
Today's return
Since midnight UTC
0.00%
Tracking days
78
Total Return History
Cumulative return since activation — the same metric as the Total Return card above. A rising line means recovery over time; it does not mean today's return is positive.
Hover a date for cumulative and that day's return. For today's move, see Today's Return in the summary.
Certified 5-year backtest
Honesty-gate path: signal at close, fill the next open, 15 bps one-way. Same official walk-forward used for catalog validation. Not a live track record — paper and house-account blotters are the forward book.
CAGR
7–9%
5y next-open + 15 bps
Volatility
+6.8%–+8.8%
annualized
Net Sharpe
0.99
already includes 15 bps one-way
Max Drawdown
-3.7%
5y honesty-gate
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
MA100 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Combines broad equity exposure with fixed income and real assets for diversified research into moderate-risk allocation models.
Bull Case
Participates in market upside while maintaining diversification across uncorrelated asset classes.
Bear Case
Correlated sell-offs across stocks and bonds can reduce diversification benefits in certain macro regimes.
Behavior During Downturns
Typically falls less than pure growth portfolios but more than conservative models during equity corrections.
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.