Vigilant Asset Allocation
Keller VAA-G4 breadth momentum — top offensive ETFs or LQD defensive. Research-only (Aug 2026: block P5 Sharpe 0.42).
Diversification
78
Volatility Profile
Low-Moderate
Horizon
3+ 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.
Research-only portfolio — follow the $1,000 demo house account below. Paper and live trading are not available.
Returns appear after 7 daily snapshots (1 of 7 so far).
Account value
$1,003.40
As of Aug 26, 2026 UTC
Total return
Cumulative since activation
—
Today's return
Since midnight UTC
—
Tracking days
1 / 7
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
14–18%
annualized
Volatility
10–14%
annualized
Sharpe Ratio
1.1–1.2
risk-adjusted
Max Drawdown
-11% to -14%
historical reference
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
None
Buy-and-hold weights
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Champion: VAA-G4 top-3, 13612W momentum vs cash, LQD defensive sleeve. Composite Sharpe 1.23, block P5 0.42.
Bull Case
Breadth crash protection may reduce drawdowns versus single-asset trend filters.
Bear Case
Often high cash/bond allocation; MC fragile on recent window.
Behavior During Downturns
Breadth threshold routes to LQD when offensive momentum fails.
Holdings
Template allocation using real ETF and stock tickers.