Value Moat
Buffett-inspired quality portfolio. Optimizes weights across durable-competitive-advantage businesses — consumer franchises, financials, and staples — with MA200 capital preservation.
Diversification
69
Volatility Profile
8.4%
3-year backtest
Horizon
5+ years
Live House Account
Forward performance on a virtual $1,000 autopilot account since 8/2/2026.
Account value
$996.29
As of Aug 7, 2026 UTC
Total return
Cumulative since activation
-0.37%
Today's return
Since midnight UTC
+0.26%
Tracking days
6
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
3.0-year daily MA200 → SHY trend filter at stated weights (Yahoo Finance, 6 holdings, as of 2026-08-06). Research only — not a forecast or live track record.
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
+8.7%
3-year backtest
Volatility
8.4%
annualized
Sharpe Ratio
1.11
excess vs T-bills
Max Drawdown
-5.8%
backtested
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
21 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%, AXP 13.52%, V 12.45%, BRK-B 2.27%, 21.76% SHY.