Rule-based investing, in plain sight

Tactical asset allocation usually lives behind closed doors at hedge funds and institutional quant desks — built on proprietary data, refit quarterly, and rarely shown end-to-end to the people whose money is being moved. Most retail investors are left with two options: buy & hold and ride out 50% drawdowns, or pay an advisor whose process they can't see.

Taunusstar publishes one specific alternative: a transparent, deterministic rule engine that allocates daily between VWCE (world equity), LQEE (USD investment-grade corporate bonds, EUR-hedged), and gold. Six independent stress signals decide whether the portfolio sits in its normal 50/30/20 allocation or flips to a defensive 10/60/30. A drift-only rebalance rule keeps trading costs low. The whole engine is transparent and deterministic: the same six daily inputs always produce the same allocation.

The book is EUR-denominated since 2026-08; history before the instruments' inceptions is spliced from predecessors (VWCE ← VT ← 60/40 SPY/AEPGX at 2019-07 / 2008-06; LQEE ← synthetic-hedged LQD at 2017-09). The stress signals remain computed on US market data (S&P 500, US yield curve, DXY) — the form in which they were validated.

We commit to transparency about what works and what didn't. The allocations were picked via a 14,400-variant grid search and validated across seven walk-forward folds (out-of-sample, 2007–2026). We show the full crisis decomposition — including the 2022 bear, where the strategy still lost money — and we don't cherry-pick the in-sample optimum. There's no model to retrain, no calibrator to maintain, no proprietary feature set. Just rules you can audit yourself.