Capital Guard
Capital preservation first. Blends investment-grade bonds, dividend growers, and quality equities — optimized for minimum volatility with MA100 trend protection.
Diversification
15
Volatility Profile
2.9%
3-year backtest
Horizon
3+ years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 8/2/2026. This is not customer capital and not your brokerage account.
Account value
$991.78
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
-0.82%
Today's return
Since midnight UTC
0.00%
Tracking days
46
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.
Historical Performance
Simulated. 3.0-year daily MA100 → SHY trend filter at stated weights; next-open fills; paper one-way costs (15 bps) on entries/exits (5 holdings, as of 2026-09-18). Not a live track record — paper and house-account blotters are the forward book.
Monte Carlo block-bootstrap P5 Sharpe is below 1.0 on 5-year daily returns — demo track record only; paper and live trading are not available.
Annualized Return
+0.4%
3-year backtest
Volatility
2.9%
annualized
Net Sharpe
-0.16
after paper fee + slippage
Max Drawdown
-4.1%
backtested
Sortino Ratio
0.15
return / downside vol
Gross Sharpe
0.17
before paper fee + slippage
VaR 95% (1-day)
-0.32%
historical, 5th-pctile day
CVaR 95% (1-day)
-0.43%
expected shortfall
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
Embodies Buffett Rule #1 and Tier habit #1: never lose money. Min-vol optimizer on BND, SCHD, VIG, and wide-moat staples. MA100 filter steps out of weakening equity sleeves.
Bull Case
May preserve capital better than pure equity in corrections while earning income from dividends and bonds.
Bear Case
Monte Carlo block-bootstrap P5 Sharpe below 1.0. Min-vol objective sacrifices upside in strong bull markets.
Behavior During Downturns
Designed as the most defensive equity+bond blend in the catalog. Trend filter accelerates rotation to SHY.
Holdings
Min-vol optimizer on bonds + dividend growers + quality staples; MA100 trend filter. Current allocation: KO 6.02%, BRK-B 5.81%, GLD 5.38%, JNJ 3.62%, 79.18% SHY.