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

1976-01-01 to 2026-10-19

CAGR

11.3%

Years

50.7

Max Drawdown

-12.1%

Sharpe

0.91

Sortino

1.58

UPI

3.05

Calmar

0.93

Ulcer Index

2.30%

Best Month

8.5%

Worst Month

-5.9%

Volatility

7.5%

SWR

7.60%

PWR

6.63%

Total Return

22516.8%

Longest DD (mo)

25 mo

Win Rate

67.2%

Profitable Months

67.2%

Current Allocation

BIL

TLT

SPY

GLDM

BIL35.0%

TLT21.5%

SPY18.0%

GLDM10.1%

SHY7.5%

IEI5.3%

PDBC2.6%