Permanent Portfolio Hybrid
Harry Browne-inspired permanent portfolio (SPY/TLT/GLD/DBC) with max-Sharpe weights and MA trend filter. MC-validated Aug 2026.
Diversification
9
Volatility Profile
11.9%
2.25-year backtest
Horizon
5+ years
House Account Track Record
Forward performance on a separate virtual $1,000 research account since 8/26/2026. This is not your connected exchange account.
Returns appear after 7 daily snapshots (1 of 7 so far).
Account value
$964.67
As of Aug 26, 2026 UTC
Total return
Cumulative since activation
—
Today's return
Since midnight UTC
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Tracking days
1 / 7
Historical Performance
2.3-year daily MA150 → 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
+24.2%
2.25-year backtest
Volatility
11.9%
annualized
Sharpe Ratio
1.86
excess vs T-bills
Max Drawdown
-6.9%
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: permanent universe, MA150, 2.25y lookback, 36% cap, daily. Composite Sharpe 2.01, CAGR +27.7%, max DD −11.7%, block P5 Sharpe 1.12.
Bull Case
Optimizer may tilt toward winning economic regimes while permanent diversification limits single-factor risk.
Bear Case
Higher drawdown than defensive GTAA variants. Bond sleeve can lag in rate shocks.
Behavior During Downturns
MA150 exits shift weak sleeves to cash; gold and bonds may provide partial ballast.
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.