Every month, rebalance the portfolio to 30% US equities (VTI), 40% long-term US Treasuries (TLT), 15% intermediate-term US Treasuries (IEI), 8% commodities (GSG) and 7% gold (GLD).
Simulated monitoring
- Recorded request period
- 2005-07-01 to 2026-10-21
- Currency
- USD
- Recorded status
- Completed
- Universe coverage
- Selected instruments
- Statistics scope
- Recorded NAV observations
- Costs
- Cost breakdown unavailable in this summary. Review recorded assumptions below.
Read return alongside volatility and drawdown. Review the recorded period, costs and data coverage before comparing strategies. Missing assumptions are unavailable, never assumed to be zero.
How to interpret this result
Chart window controls change the visible history. Zooming the chart does not recalculate the recorded statistics. Simulated allocations and order notifications require your review; they are not evidence of brokerage execution.
Methodology: Backtesting methodology and limitations.
Performance and strategy calculations use adjusted close, including split and dividend adjustments. Quantities are adjusted simulation units.
Statistics use the recorded NAV observations. Annualized return uses the elapsed time between the first and last recorded NAV dates, which can be narrower than the recorded request period. Chart zoom changes only the visible history.
Why does it work?
This strategy uses asset class diversification based on different economic regimes and seasonality to reduce volatility and drawdowns. During recessionary regimes when asset classes such as gold and bonds significantly outperform stocks, the strategy will cash out on the outperformance from gold and bonds and reinvest the profits into stocks. This allows the strategy to take advantage of the lower stock prices during a crisis. Similarly, during a bull market where risky assets such as stocks outperform assets such as gold and bonds, the strategy will cash out some of the profits from stocks and reinvest them into gold and bonds at lower prices.
What is the performance?
The Performance and Statistics tabs show the current verified adjusted-price simulation in USD, with SPY as the S&P 500 ETF benchmark. Annualized returns, volatility, Sharpe ratio and maximum drawdown are calculated from the same published result. Use the chart dates to identify the period being compared. The Positions tab samples historical simulated allocations; its last displayed date can differ from the final performance date.
