Collar Conservative
Conservative allocation with collar overlays on equity positions. Bounded risk and return via simultaneous protective puts and covered calls.
Diversification
88
Volatility Profile
Low
Horizon
3+ years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 7/16/2026. This is not customer capital and not your brokerage account.
Account value
$1,001.24
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
+0.12%
Today's return
Since midnight UTC
0.00%
Tracking days
63
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.
Illustrative Reference Ranges
Live market backtest unavailable. Showing educational ranges only — not live performance or a forecast.
Expected Return
21–25%
annualized
Volatility
+13.1%–+15.1%
annualized
Net Sharpe
0.7
after paper fee + slippage
Max Drawdown
-4.6%
historical reference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
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
Conservative optimizer universe with collar structure on VTI and GLD: buy 20-delta puts, sell 30-delta calls. Net premium near zero. MA100 trend filter applies.
Bull Case
Hard floor at put strike and ceiling at call strike create predictable return band. Higher Sharpe than unhedged conservative via volatility reduction.
Bear Case
Return ceiling limits participation in equity rallies. Collar cost can be negative in low-IV environments. Two-leg management adds complexity.
Behavior During Downturns
Put leg provides hard downside floor. Bond ballast and collar protection combine for minimal drawdown.
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.