Dividend Income V2
Optimized dividend-equity allocation with quality-factor ETFs and a defensive equity anchor. Drop-in replacement for Dividend Income with MC income-validated robustness.
Diversification
24
Volatility Profile
288.9%
2-year backtest
Horizon
3+ years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 8/25/2026. This is not customer capital and not your brokerage account.
Account value
$1,013.95
As of Nov 7, 2026 UTC
Total return
Cumulative since activation
+1.39%
Today's return
Since midnight UTC
-0.27%
Tracking days
70
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-year simulated buy-and-hold at stated weights (close-to-close; no rebalance fills). Sharpe uses excess returns vs SHY. No historical point-in-time universe. (8 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
+65315.4%
2-year backtest
Volatility
288.9%
annualized
Net Sharpe
2.27
after paper fee + slippage
Max Drawdown
-21.6%
backtested
Sortino Ratio
11.22
return / downside vol
Gross Sharpe
2.27
before paper fee + slippage
VaR 95% (1-day)
-1.65%
historical, 5th-pctile day
CVaR 95% (1-day)
-14.20%
expected shortfall
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Weekly (Mondays)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
None
Buy-and-hold weights
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Aug 2026 universe optimization sweep: dropped O, PEP, PG (negative/flat 5y CAGR, −35% drawdowns in rate-shock regimes) and replaced with HDV, DGRO, and WMT. WMT acts as a defensive anchor uncorrelated to rate cycles; HDV/DGRO add quality-factor dividend screening. Composite Sharpe 1.58, CAGR +21.5%, max DD −14.8%, block P5 Sharpe 0.73 — income gate pass. Max-Sharpe optimizer, no MA filter, 2y lookback, 25% cap, weekly rebalance.
Bull Case
Quality-factor dividend ETFs plus Walmart's defensive characteristics may smooth returns through rate cycles better than single-stock income plays.
Bear Case
Rising rates can still pressure dividend-oriented equity holdings. WMT may underperform in strong growth-led rallies.
Behavior During Downturns
WMT and quality-factor ETFs provide better regime diversification. 2023 rate-shock year improved from −1.5% to near-flat (−0.2%).
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.