Diversification For The Long Term (No K-1 Edit)
Today’s Change (Nov 5, 2026)
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About
A market-timing strategy that usually owns global stocks, shifts to long U.S. bonds when markets weaken, and briefly uses a volatility product when U.S. stocks look dangerously overheated.
How it worksThis strategy usually holds **VT**, a fund that owns stocks from all over the world.
It first asks: is the U.S. stock market healthy? It checks whether **SPY** (a big U.S. stock market fund) is above its 200-day average price.
• If yes: stay in **VT** unless fast-moving U.S. stock funds look **too overheated**, in which case it buys **VXX**, a product that tends to rise when market fear suddenly jumps.
• If no: if stocks already look **beaten down**, it still buys **VT**. Otherwise, if aggressive tech stocks look weak, it moves to **TLT**, a long-term U.S. government bond fund.
Value propSmarter risk, smoother ride: out-of-sample drawdown ~9.8% vs SPY ~16.6%, Calmar ~1.32, and solid risk-adjusted performance, thanks to global diversification and tactical hedges. Lower downside with competitive long-term growth versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.29 | 0.48 | 0.17 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 213.69% | 13.91% | -1.04% | -0.34% | 0.78 | |
| 1,910.52% | 40.76% | -1.44% | -1.39% | 1.67 |
Initial Investment
$10,000.00
Final Value
$201,051.81Regulatory Fees
$305.84
Total Slippage
$2,610.69
Invest in this strategy
OOS Start Date
Feb 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, global equities, treasury bonds, volatility hedge
Tickers in this symphonyThis symphony trades 6 assets in total