Conservative
Capital preservation focus. Heavy bond and defensive allocation designed for lower volatility research profiles.
Diversification
6
Volatility Profile
4.3%
2.25-year backtest
Horizon
3+ years
Live House Account
Forward performance on a virtual $1,000 autopilot account since 7/1/2026.
Account value
$999.84
As of Aug 8, 2026 UTC
Total return
Cumulative since activation
-0.02%
Today's return
Since midnight UTC
+0.10%
Tracking days
37
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
2.3-year daily MA100 → SHY trend filter at stated weights (Yahoo Finance, 2 holdings, as of 2026-08-07). Research only — not a forecast or live track record.
Annualized Return
+6.2%
2.25-year backtest
Volatility
4.3%
annualized
Sharpe Ratio
1.56
excess vs T-bills
Max Drawdown
-2.2%
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
21 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
Prioritizes stability through treasury bonds, investment-grade fixed income, and modest equity exposure. Suitable for research into defensive allocation patterns.
Bull Case
In risk-off environments, defensive allocations may exhibit lower drawdowns than pure equity portfolios.
Bear Case
May lag significantly during sustained equity bull markets. Rising rates can pressure long-duration bond holdings.
Behavior During Downturns
Designed to limit drawdowns relative to equity-heavy portfolios. Bond ballast may cushion equity declines.
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.