All Weather Tactical Blend

A broad all-weather foundation with tactical sleeves for macro rotation.

Simple blend1xMonthly rebalancemoderatePro clone

Thesis

Starts from well-known all-weather and permanent-portfolio ideas, then adds HAA as the adaptive risk-on/risk-off engine.

Backtest

1978-12-29 to 2026-07-16

CAGR

10.9%

Years

47.6

Max Drawdown

-12.2%

Sharpe

1.44

Sortino

2.50

UPI

4.56

Calmar

0.90

Ulcer Index

2.39

Best Month

8.4%

Worst Month

-5.7%

Volatility

7.4%

Total Return

13667.4%

Longest DD (mo)

25 mo

Win Rate

68.0%

Profitable Months

68.0%

Current Allocation

SPY

TLT

IEI

GLDM

IWM

QQQ

VEA

SPY26.8%+8.8%

TLT21.5%

IEI12.8%

GLDM10.1%

IWM8.8%

QQQ8.8%

VEA8.8%+8.8%

PDBC2.6%-8.8%