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 2026-05-29

CAGR

11.0%

Total Return

13846.0%

Sharpe Ratio

1.44

Sortino Ratio

2.50

UPI

4.59

Max Drawdown

-12.2%

Longest DD

25 mo

Volatility

7.4%

Calmar Ratio

0.90

Best Month

8.4%

Worst Month

-5.7%

Win Rate (Daily)

68.1%

Profitable Mo.

68.1%

Years

47.4

Current Allocation

TLT

SPY

IEI

PDBC

GLDM

QQQ

IWM

VEA

TLT21.5%

SPY18.0%

IEI12.8%

PDBC11.4%

GLDM10.1%

QQQ8.8%

IWM8.8%

VEA8.8%