Adaptive Asset Allocation
Nov 2022 – Aug 2026 · OOS from Nov 1, 2022
Objective
Stay invested in the stronger sleeves of a compact multi-asset menu while sizing positions to favor lower recent volatility among the selected names.
107.5%Total return (3.8 yr)
21.5%CAGR (3.8 yr)
14.8%Max drawdownSPY 18.6%
0.97Sharpe ratioSPY 1.08
1.49Sortino ratioSPY 1.62
WeeklyTrading frequency
Nov 1, 2022OOS start
$444KMin. capitalCovers $100/mo fees using 0.3% excess CAGR over SPY (21.5% vs 21.2%), both annualized over the same 3.8-year backtest (Nov 2022 – Aug 2026). Based on backtest; not a guarantee.
Apply for membership · $100/mo
Past performance is not indicative of future results.
Style
Adaptive asset allocation
Cadence
Weekly
How it works
A weekly adaptive allocation strategy that rotates among a small set of risk-on, risk-off, and defensive sleeves based on relative momentum.
Risk character
Can include leveraged equity exposure, which amplifies both gains and losses and may experience compounding decay in choppy markets. Path can differ sharply from a static equity or cash benchmark.
Asset classes
- Leveraged equity exposure
- Defensive / precious-metals sleeve
- Cash-like reference for comparison
Benchmarks
- S&P 500 (SPY)
- Cash-like (BIL)
Apply for membership · $100/mo
Past performance is not indicative of future results.
Performance
Strategy versus benchmarks, scaled to initial capital at period start. OOS from Nov 1, 2022 (dashed line).
Drawdowns
Peak-to-trough decline from each series' equity curve.
Apply for membership · $100/mo
Past performance is not indicative of future results.