SPY · LQD · Gold, rotated by six stress signals. Fully deterministic. Updated daily.
Normal allocation: 50% SPY / 30% LQD / 20% Gold (with dip-buy overlay active).
Out-of-sample backtest of the rule-based allocation across 24 years and three major crises. Every number is compared against SPY buy & hold.
See how the rule-based strategy has performed compared to simply holding the S&P 500 over the full backtest period.
Live SPY / LQD / 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 SPY equity, LQD investment-grade bonds, 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.
“Lean into equities with a real ballast”
“Six independent stress checks decide”
See today's SPY / LQD / 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.