A clearer view of portfolio risk
Compare the official five-year research results of QuantLucid's three featured allocation books. See return, drawdown and volatility together before exploring any strategy. Every figure in this comparison is from the same historical validation window, not a live investor account.
Five-year research comparison
| Portfolio | Annualized return | Volatility | Net Sharpe | Max drawdown | Details |
|---|---|---|---|---|---|
| Balanced | +9.6% | 9.8% | 0.99 | -18.5% | View |
| Faber GTAA (5) | +8.9% | 9.2% | 0.97 | -17.6% | View |
| Permanent Portfolio Hybrid | +10.9% | 10.9% | 1.00 | -19.7% | View |
Validation window: September 23, 2021–September 22, 2026. Signals are measured at close, transactions at the next open, with 15 basis points one-way trading costs. Sharpe is already net of modeled trading costs. Returns are simulated; results are not audited live or client performance. A historical drawdown is not a maximum future loss.
Understand the allocation choices
Balanced
Classic 60/40-inspired allocation balancing growth and stability across stocks, bonds, and alternatives.
Illustrative catalog allocation
Template reference weights, not current portfolio holdings or executable target allocations.
Faber GTAA (5)
Meb Faber 5-asset global tactical allocation — max-Sharpe optimizer with per-asset MA100, a daily 6% trail exit, and Monday re-entry only when still above trend.
Illustrative catalog allocation
Template reference weights, not current portfolio holdings or executable target allocations.
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).
Illustrative catalog allocation
Template reference weights, not current portfolio holdings or executable target allocations.
What is validated?
The historical next-open modeling method, transaction cost assumptions and stress testing have been reviewed for this set of models. This does not mean they will outperform a benchmark, avoid losses or qualify as live-verified returns.
What happens in forward testing?
Separate virtual demo accounts record new snapshots as markets evolve. Short forward-demo periods are not interchangeable with the five-year simulation above.
Review forward track records and export CSVExplore the research yourself
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