VWCE · LQEE · Gold in EUR, rotated by six stress signals. Fully deterministic. Updated daily.
Normal allocation: 50% VWCE / 30% LQEE / 20% Gold (with dip-buy overlay active).
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Backtest of the rule-based allocation across ~21 years and three major crises, in EUR. Every number is compared against VWCE buy & hold (EUR, spliced).
See how the rule-based strategy has performed compared to simply holding the world equity market (VWCE, spliced) over the full backtest period.
Live VWCE / LQEE / Gold weights, current regime, the six stress signals, and the latest rebalance.
The real test of any strategy is how it performs when markets crash. Here's how our model navigated the worst downturns in recent history.
The portfolio sits in a calm 50 / 30 / 20 mix of VWCE world equity, LQEE USD investment-grade bonds (EUR-hedged), and gold. The moment any one of six stress signals fires, it flips to a defensive 10 / 60 / 30. A dip-buy overlay pushes equity higher on shallow drawdowns, and a 10 ppts drift threshold keeps rebalances rare.
The book is EUR-denominated since 2026-08; earlier history is spliced from predecessor instruments (VWCE ← VT ← 60/40 SPY/AEPGX; LQEE ← synthetic-hedged LQD). The six stress signals remain computed on US market data (S&P 500, US yield curve, DXY) as validated.
“Lean into equities with a real ballast”
“Six independent stress checks decide”
See today's VWCE / LQEE / Gold allocation, walk the six stress signals, or read the full methodology behind the rule engine.
Every input is public. Every rule fits on one page. Every decision is reproducible.