Trend Model:

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Model Portfolio Hub

Browse current trend-following allocations, explore curated model portfolios, design custom overlays with the AI Architect, and analyze historical efficiency.

Current Exposure My Portfolios Model Portfolios Historical Exposure Custom Builder Efficiency Matrix

Current Exposure Leaderboard

Conservative Models Low Risk

Balanced Models Moderate Risk

Aggressive Models High Risk

Exposure Color Scale

0% (Cash/Hedged) 30% (Partial) 70% (High) 100% (Fully Invested)

My Portfolios

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Aggressive & Leveraged Growth Portfolios

⚡ Leveraged Sleeve Notice: Strategies in this section may incorporate allocations to leveraged ETFs (e.g., QLD, TQQQ)—either directly under systematic trend-following overlays or dynamically paired with base assets via Tactical Boost (deploying leverage strictly during zero-stress macro regimes, AF-MSI = 0). Check the badge on each card below for exact sleeve specifications.

Core Balanced & Multi-Asset Portfolios

Unleveraged multi-asset index blends combining US equities, international stocks, and fixed income. Designed for core wealth accumulation and robust drawdown protection.

Capital Defense & Income Portfolios

Conservative, low-volatility all-weather and income strategies engineered to curtail sequence-of-returns risk and protect retirement nest eggs across deep market drawdowns.

Historical Exposure Heatmap

Compare historical risk asset allocations across all portfolios side-by-side. The horizontal lanes show % invested (trend-following exposure) over the last 5 years. Gray represents cash, transitioning to dark green for fully invested.

Exposure Color Scale

0% (Cash/Hedged) 30% (Partial) 70% (High) 100% (Fully Invested)

Custom Portfolio Builder

Custom Portfolio Simulator

Interactive Multi-Asset Portfolio Simulation Engine

Construct a multi-asset portfolio mix on-the-fly. Choose your execution pathway below.

Input Mode:

MANUAL MODE Manually configure tickers, styles, and weights.

→ View Sample 20-Year Backtest (SPY/TLT/IAU) 💡 Core tickers shown. Subscribers can add custom tickers in Account Settings.

Asset	Base Asset	Tactical Boost (MSI=0)	Strategy	Style	Weight (%)	Action
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Total Weight: 100%

Shareable Research: Custom portfolios are generated on-the-fly. The report URL contains your entire allocation configuration, allowing you to bookmark or share your research instantly without a login.

Efficiency Matrix

Each bubble plots a portfolio's risk-adjusted efficiency over the selected lookback horizon. Bubble size maps to Maximum Drawdown — smaller means less tail risk. The dotted line traces the systematic migration path from Buy-and-Hold to the trend-following overlay.

Model Portfolio Efficiency Matrix

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Data Horizon & Tail-Risk Stress Testing Context

The True Test of Trend-Following: Systematic trend-following delivers its greatest quantitative value during protracted, multi-year bear markets—such as the 2000–2002 Dot-Com crash (-50% to -80%) and the 2007–2009 Global Financial Crisis (-55%)—where avoiding catastrophic loss prevents permanent capital impairment and sequence-of-returns failure.

Horizon Considerations: Shorter 1-year and 5-year trailing windows primarily reflect secular bull market expansions. While trend overlays consistently compress drawdowns and elevate Sharpe efficiency over these timeframes, short-term windows understate the full defensive protection observed across complete multi-decade economic cycles.

Asset Inception Constraints: Multi-asset model portfolio backtests are strictly bounded by the inception history of their constituent ETF sleeves (typically 2005–present for modern leveraged or specialized assets). For multi-decade rolling 30-year stress tests back to 1928, explore our foundational Safe Withdrawal Rate Research.

Foundational Research

The Rise Above: Visualizing the Efficiency of Trend-Following

Is your portfolio capturing genuine efficiency, or taking on uncompensated volatility for marginal returns? I built the Efficiency Matrix to show why vertical scaling (Sharpe Ratio) and drawdown defense protect capital far better than chasing raw linear growth (CAGR).

Read the Full Deep-Dive →

Methodology Note: Portfolio risk levels (Conservative, Balanced, Aggressive) are determined by the fundamental asset allocation and historical volatility of the underlying strategy members (i.e., the 'buy-and-hold' benchmark), rather than the optimized performance of the trend-following strategy itself. While trend-following significantly mitigates realized drawdowns across all models, "Aggressive" portfolios maintain a structural growth tilt, whereas "Conservative" models are engineered to prioritize absolute return stability and capital preservation.