Protected Equity
Growth equity allocation with regime-triggered protective put hedging. Runs unhedged in normal markets; activates puts in caution/defensive regimes.
Diversification
70
Volatility Profile
Moderate
Horizon
1–3 years
Live House Account
Forward performance on a virtual $1,000 autopilot account since 7/16/2026.
Research-only portfolio — follow the $1,000 demo house account below. Paper and live trading are not available.
Account value
$1,000.00
As of Aug 7, 2026 UTC
Total return
Cumulative since activation
+0.00%
Today's return
Since midnight UTC
+0.00%
Tracking days
23
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.
Illustrative Reference Ranges
Live market backtest unavailable. Showing educational ranges only — not live performance or a forecast.
Research-only portfolio — failed walk-forward validation or structurally weak path robustness. Demo track record only; paper and live trading are not available.
Expected Return
43–46%
annualized
Volatility
+-1.0%–+1.0%
annualized
Sharpe Ratio
—
risk-adjusted
Max Drawdown
0.0%
historical reference
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Weekly (Mondays)
Drift > 5%
Min Holding
21 days
Before discretionary sells
Trend Filter
MA50 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Growth optimizer with MA50 filter plus regime-triggered protective puts. Walk-forward failed: Sharpe 1.28, CAGR +29.2%, max DD −17.2% — hedge cost outweighs benefit vs growth.
Bull Case
Tail-risk puts activate only in caution/defensive regimes.
Bear Case
Failed walk-forward validation vs growth baseline. Monte Carlo path fragile. Put premium drags CAGR in stress regimes.
Behavior During Downturns
Protective puts limit downside on top holdings. Combined with MA50 filter and regime overlay for layered defense.
Holdings
Template asset universe with weights optimized for maximum risk-adjusted return using historical excess returns vs T-bills.