Permanent Portfolio Hybrid
Harry Browne-inspired permanent portfolio (SPY/TLT/GLD/DBC) with max-Sharpe weights and MA trend filter. Honest next-open + 15 bps P5 1.12 (Sep 21 2026).
Diversification
9
Volatility Profile
Moderate
Horizon
5+ years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 8/26/2026. This is not customer capital and not your brokerage account.
Account value
$999.19
As of Oct 10, 2026 UTC
Total return
Cumulative since activation
-0.08%
Today's return
Since midnight UTC
+0.26%
Tracking days
41
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
+10.9%
5y next-open + 15 bps
Volatility
+6.2%–+8.2%
annualized
Net Sharpe
1.00
already includes 15 bps one-way
Max Drawdown
-2.7%
5y honesty-gate
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
Catalog TAA book (SPY/TLT/GLD/DBC), not the research 25/25/25/25 cash incumbent. Champion: MA150, 2.25y lookback, 36% cap, daily. Phase 5.9 official 5y (2021-09-23 → 2026-09-22, next-open + 15 bps): Sharpe 1.00, P5 0.34, CAGR +10.9%, max DD −19.7%. Highest 5y CAGR of the three; still below the finalist P5 gate. Not a Phase 6A live canary.
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.