Conservative
Capital preservation focus. Heavy bond and defensive allocation designed for lower volatility research profiles.
Diversification
3
Volatility Profile
2.0%
2.25-year backtest
Horizon
3+ 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
$944.49
As of Nov 7, 2026 UTC
Total return
Cumulative since activation
-5.55%
Today's return
Since midnight UTC
+0.11%
Tracking days
123
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. 2.3-year daily MA100 → SHY trend filter at stated weights; next-open fills; paper one-way costs (15 bps) on entries/exits (1 holdings, as of 2026-11-06). Not a live track record — paper and house-account blotters are the forward book.
Passes income dual gate (block P5 Sharpe ≥ 0.5) but not growth gate (≥ 0.9). Suitable for defensive sizing; not promoted for aggressive autopilot.
Annualized Return
-2.5%
2.25-year backtest
Volatility
2.0%
annualized
Net Sharpe
-5.31
after paper fee + slippage
Max Drawdown
-8.2%
backtested
Sortino Ratio
-1.62
return / downside vol
Gross Sharpe
-4.32
before paper fee + slippage
VaR 95% (1-day)
-0.24%
historical, 5th-pctile day
CVaR 95% (1-day)
-0.35%
expected shortfall
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Daily (business days)
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
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.