Faber GTAA (5)
Meb Faber 5-asset global tactical allocation — max-Sharpe optimizer with per-asset MA100, a daily 6% trail exit, and Monday re-entry only when still above trend.
Diversification
9
Volatility Profile
Moderate
Horizon
3+ years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 9/21/2026. This is not customer capital and not your brokerage account.
Account value
$991.74
As of Oct 10, 2026 UTC
Total return
Cumulative since activation
-0.83%
Today's return
Since midnight UTC
+0.20%
Tracking days
20
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.
Certified 5-year backtest
Honesty-gate path: signal at close, fill the next open, 15 bps one-way. Same official walk-forward used for catalog validation. Not a live track record — paper and house-account blotters are the forward book.
CAGR
+8.9%
5y next-open + 15 bps
Volatility
+3.0%–+5.0%
annualized
Net Sharpe
0.97
already includes 15 bps one-way
Max Drawdown
-1.4%
5y honesty-gate
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
MA100 + 6% trail, re-enter on rebalance → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
SPY/EFA/IEF/GLD/VNQ, MA100 + 6% trail, 2y lookback, 25% cap, weekly Monday. Phase 5.9 official 5y (2021-09-23 → 2026-09-22, next-open + 15 bps): Sharpe 0.97, P5 0.31, CAGR +8.9%, max DD −17.6%. The prior +20.0% / 1.92 card was the 3y post-warmup slice. Not a Phase 6A live canary.
Bull Case
Diversified global sleeve rotation with optimizer weights may outperform static Faber equal-weight. Weekly cadence keeps ETF tickets cheap.
Bear Case
Max-Sharpe weights can cluster in correlated sleeves. The 6% trail can sit out brief dips that recover.
Behavior During Downturns
A 6% peak-to-trough trail can send a sleeve to SHY any day. The optimizer and MA100 re-entry wait until the next Monday.
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.