Golden Ratio
Vasquez / Risk Parity Radio golden-ratio mix (VUG, VIOV, TLT, GLD, DBC, SHY) with max-Sharpe weights and MA trend filter. MC-validated Aug 2026 try-sweep.
Diversification
12
Volatility Profile
10.4%
2.25-year backtest
Horizon
5+ years
Historical Performance
2.3-year daily MA150 → SHY trend filter at stated weights (Yahoo Finance, 4 holdings, as of 2026-08-25). Research only — not a forecast or live track record.
Annualized Return
+23.3%
2.25-year backtest
Volatility
10.4%
annualized
Sharpe Ratio
2.05
excess vs T-bills
Max Drawdown
-5.2%
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
0 days
Before discretionary sells
Trend Filter
MA150 → 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 Ratio universe, MA150, 2.25y lookback, 25% cap, daily. Composite Sharpe 2.19, CAGR +31.3%, max DD −10.8%, block P5 Sharpe 1.29.
Bull Case
Growth + small-cap value plus gold/commodities may capture prosperity while the Treasury sleeve cushions deflation.
Bear Case
Six-asset optimizer can concentrate in VUG during tech-led regimes. Commodity sleeve (DBC) can drag in disinflation.
Behavior During Downturns
MA150 per-sleeve exits route weak assets to SHY; long Treasuries and gold provide the defensive core.
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.