Value Moat
Buffett-inspired quality portfolio. Optimizes weights across durable-competitive-advantage businesses — consumer franchises, financials, and staples — with MA200 capital preservation.
Diversification
15
Volatility Profile
6.9%
3-year backtest
Horizon
5+ years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 8/2/2026. This is not customer capital and not your brokerage account.
Account value
$998.76
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
-0.12%
Today's return
Since midnight UTC
0.00%
Tracking days
46
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.
Historical Performance
Simulated. 3.0-year daily MA200 → SHY trend filter at stated weights; next-open fills; paper one-way costs (15 bps) on entries/exits (5 holdings, as of 2026-09-18). Not a live track record — paper and house-account blotters are the forward book.
Monte Carlo block-bootstrap P5 Sharpe is below 1.0 on 5-year daily returns — demo track record only; paper and live trading are not available.
Annualized Return
+3.0%
3-year backtest
Volatility
6.9%
annualized
Net Sharpe
0.34
after paper fee + slippage
Max Drawdown
-7.9%
backtested
Sortino Ratio
0.58
return / downside vol
Gross Sharpe
0.43
before paper fee + slippage
VaR 95% (1-day)
-0.70%
historical, 5th-pctile day
CVaR 95% (1-day)
-0.96%
expected shortfall
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Monthly (1st business day)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
MA200 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Fixed universe of wide-moat names from the Buffett/Berkshire playbook (KO, JNJ, BRK.B, V, etc.). Max-Sharpe weights with a 200-day trend filter redirect weak names to SHY — Rule #1: don't lose money.
Bull Case
Quality franchises with pricing power may compound steadily through cycles. Long lookback and conservative risk filter limit turnover.
Bear Case
Monte Carlo block-bootstrap P5 Sharpe below 1.0. Value tilt can lag growth-led bull markets.
Behavior During Downturns
Per-holding MA200 exits redirect to treasuries. Designed for lower drawdowns than broad growth indices.
Holdings
Buffett moat universe — max-Sharpe weights with MA200 capital preservation. Current allocation: KO 25%, JNJ 25%, V 8.73%, BRK-B 7.09%, 34.19% SHY.