Daily three-asset weights (SPY · LQD · Gold) produced by a fully deterministic rule engine. Six stress signals decide between the normal and defensive regimes; a dip-buy overlay boosts equity exposure on shallow drawdowns; drift past 10 ppts triggers a rebalance. Read the rules →
Normal allocation: 50% SPY / 30% LQD / 20% Gold (with dip-buy overlay active).
Daily SPY / LQD / GLD weights produced by the rule engine
When any of these six signals fires, the strategy flips to the defensive 10/60/30 allocation.
A rebalance fires when any leg drifts more than 10 ppts from the target weight.
| Date | Max drift | Reason |
|---|---|---|
| Apr 1, 2026 | 30.0 pp | drift>10pct |
| Mar 27, 2026 | 30.7 pp | drift>10pct |
| Mar 26, 2026 | 29.9 pp | drift>10pct |
| Mar 23, 2026 | 29.5 pp | drift>10pct |
| Mar 19, 2026 | 40.1 pp | drift>10pct |
| Jan 23, 2026 | 38.6 pp | drift>10pct |
| Dec 30, 2025 | 40.1 pp | drift>10pct |
| Sep 29, 2025 | 40.6 pp | drift>10pct |
| Jun 11, 2025 | 40.1 pp | drift>10pct |
| Jun 10, 2025 |
Walk through the six stress signals, the full backtest, or the methodology behind the rule engine.
| 40.1 pp |
| drift>10pct |