Golden Butterfly
Tyler / Portfolio Charts five-asset lazy portfolio (VTI, VIOV, TLT, SHY, GLD) with max-Sharpe weights and MA trend filter. MC-validated Aug 2026 try-sweep.
Diversification
9
Volatility Profile
11.3%
2.25-year backtest
Horizon
5+ years
Historical Performance
2.3-year daily MA100 → SHY trend filter at stated weights (Yahoo Finance, 3 holdings, as of 2026-08-25). Research only — not a forecast or live track record.
Annualized Return
+24.4%
2.25-year backtest
Volatility
11.3%
annualized
Sharpe Ratio
1.96
excess vs T-bills
Max Drawdown
-9.1%
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
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
Champion (lazy try-sweep Aug 2026): Golden Butterfly universe, MA100, 2.25y lookback, 25% cap, daily. Composite Sharpe 2.16, CAGR +29.1%, max DD −9.9%, block P5 Sharpe 1.27.
Bull Case
Small-cap value tilt plus gold/Treasury ballast may improve risk-adjusted returns versus Permanent without dropping the all-weather skeleton.
Bear Case
VIOV can lag in mega-cap bull markets. Optimizer may underweight the cash sleeve that makes the static recipe defensive.
Behavior During Downturns
MA100 exits shift weak sleeves to SHY; TLT and GLD remain available ballast when in trend.
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.