Defensive Inflation Guard (Simple)
A preservation-focused strategy designed to protect purchasing power against inflation. Combines inflation-protected Treasuries (TIPS) with short-duration bonds and a defensive equity anchor to maintain real value in volatile economic cycles.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-08-17
Executive Summary
The Defensive Inflation Guard (Simple) model portfolio provides research-grade current exposure tracking and performance analysis. It achieved an inception-to-date Compound Annual Growth Rate (CAGR) of 2.70% with a Maximum Drawdown of -8.62%. Focusing on the most recent 5-year window, the portfolio maintained a CAGR of 1.81%. The model aggregates 19 completed trades with a Sharpe Ratio of 0.95.
🛡️ Defensive Inflation Guard (Simple) Retirement SWR & Downside Protection
Why Drawdown Dictates SWR → 98% SWR Capacity
2.83% (vs 3.08% B&H)
Parametric 30-yr rate for analyzed period
Peak Drawdown Defense
-8.6% (vs -12.1% B&H)
+3.5% shallower drawdown
Capital Out of Market Risk
27.8% of Time
Earning Treasury yield during downturns
* 98% SWR Capacity is calculated via a 30-year parametric Monte Carlo decumulation simulation (5,000 paths targeting 98% survival, net of a 2.5% annual inflation hurdle) parameterized by the empirical return and volatility of the analyzed period. In assets or single stocks with severe historical volatility (>35%) or deep drawdowns (>70%), early catastrophic sequence risk reduces sustainable 98% safe spending to 0.00% under Buy & Hold regardless of high long-term average CAGR. Trend-following overlays buffer this sequence risk by truncating tail drawdowns and lowering annualized volatility.
Portfolio Performance Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -2.11% | -2.11% | -8.62% | -12.07% | -8.62% | -12.07% | -8.62% | -12.07% |
| Sharpe Ratio | 1.30 | 1.30 | 0.59 | 0.49 | 1.10 | 0.89 | 0.95 | 0.98 |
| Sortino Ratio | 1.87 | 1.87 | 0.73 | 0.72 | 1.36 | 1.14 | 1.19 | 1.29 |
| CAGR | 3.75% | 3.75% | 1.81% | 2.19% | 3.42% | 3.53% | 2.70% | 3.58% |
| 98% SWR Capacity | 3.33% | 3.33% | 2.39% | 2.29% | 3.12% | 2.98% | 2.83% | 3.08% |
| % Time Invested | 100.0% | 100.0% | 63.4% | 100.0% | 68.6% | 100.0% | 72.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.9 | 0.0 | 0.9 | 0.0 |
Active Portfolio Composition
| Ticker | Description & Strategy | Style | Max Weight | Current Exposure | Last Action |
|---|---|---|---|---|---|
| SCHP | Schwab U.S. TIPS ETF Excess Return SMA | Investing | 45% | 🔒 45% | 🔒 Gated Action |
| BSV | Vanguard Short-term Bond Index Fund ETF Excess Return SMA | Investing | 45% | 🔒 45% | 🔒 Gated Action |
| VTI | Vanguard Total Stock Market Index Fund ETF Excess Return SMA | Investing | 10% | 🔒 10% | 🔒 Gated Action |
Cumulative Growth Performance
Asset Correlation & Trend Shifts
Analyze how different assets move together and how active strategy trends affect their relationship. Lookback Period:
Portfolio Type / Trend Phase:
Trend Insights
Currently showing the baseline Pearson correlation (r) of the raw asset daily returns over the selected lookback window.
Asset Correlation Matrix
Pearson Correlation Coefficients (r) on Daily Returns -1.0 (Inverse) 0.0 (Neutral) +1.0 (Positive)
Top 5 Diversifier Suggestions
Lowest Pearson correlation (r) candidates evaluated dynamically across all system assets:
Multi-Horizon Correlation View Matrix in Compare Studio →
Alternatives Return vs. Correlation Space
Unified Portfolio Activity Log
Aggregated trade execution history across all portfolio members with portfolio-level weight allocation.
Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Ticker | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2025-04-07 | 2025-04-30 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-08 | 2025-04-07 | VTI | Completed | 10% | $208.74 | $236.52 | 13.25% | Stop |
| 2023-09-28 | 2024-08-05 | CASH (CASH) | Interest | 45% | $1.00 | $1.05 | 4.61% | Interest Income |
| 2022-02-28 | 2024-08-01 | CASH (CASH) | Interest | 45% | $1.00 | $1.11 | 10.75% | Interest Income |
| 2022-11-07 | 2023-11-08 | CASH (CASH) | Interest | 10% | $1.00 | $1.05 | 5.11% | Interest Income |
| 2023-04-06 | 2023-09-28 | SCHP | Completed | 45% | $23.96 | $22.70 | -5.31% | Stop |
| 2022-09-28 | 2023-04-06 | CASH (CASH) | Interest | 45% | $1.00 | $1.02 | 2.29% | Interest Income |
| 2022-10-18 | 2022-11-07 | VTI | Completed | 10% | $178.60 | $179.97 | 0.72% | Signal |
| 2022-09-26 | 2022-10-18 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2019-03-15 | 2022-09-28 | SCHP | Completed | 45% | $20.91 | $22.76 | 8.76% | Signal |
| 2022-05-25 | 2022-09-26 | VTI | Completed | 10% | $184.49 | $174.19 | -5.63% | Stop |
| 2022-05-03 | 2022-05-25 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-24 | 2022-05-03 | VTI | Completed | 10% | $107.06 | $196.29 | 83.26% | Stop |
| 2019-08-14 | 2022-02-28 | BSV | Completed | 45% | $67.95 | $69.70 | 2.53% | Signal |
| 2020-03-02 | 2020-03-24 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2019-01-15 | 2020-03-02 | VTI | Completed | 10% | $118.04 | $137.81 | 16.69% | Stop |
| 2017-10-16 | 2019-08-14 | CASH (CASH) | Interest | 45% | $1.00 | $1.04 | 3.70% | Interest Income |
| 2018-02-20 | 2019-03-15 | CASH (CASH) | Interest | 45% | $1.00 | $1.02 | 2.26% | Interest Income |
| 2018-12-20 | 2019-01-15 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-08-24 | 2018-12-20 | VTI | Completed | 10% | $95.66 | $113.19 | 18.27% | Stop |
| 2016-06-10 | 2018-02-20 | SCHP | Completed | 45% | $20.33 | $20.32 | -0.13% | Signal |
| 2009-04-02 | 2017-10-16 | BSV | Completed | 45% | $54.59 | $64.54 | 18.15% | Signal |
| 2016-07-27 | 2016-08-24 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-17 | 2016-07-27 | VTI | Completed | 10% | $86.45 | $94.79 | 9.60% | Signal |
| 2015-12-24 | 2016-06-10 | CASH (CASH) | Interest | 45% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2014-04-14 | 2015-12-24 | SCHP | Completed | 45% | $19.43 | $19.25 | -0.94% | Signal |
| 2015-08-25 | 2015-09-17 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-31 | 2015-08-25 | VTI | Completed | 10% | $48.55 | $84.59 | 74.13% | Stop |
| 2013-11-04 | 2014-04-14 | CASH (CASH) | Interest | 45% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2012-07-30 | 2013-11-04 | SCHP | Completed | 45% | $20.42 | $19.29 | -5.61% | Signal |
| 2012-07-26 | 2012-07-30 | CASH (CASH) | Interest | 45% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-09 | 2011-08-31 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-09 | VTI | Completed | 10% | $41.72 | $44.93 | 7.65% | Stop |
| 2010-05-07 | 2010-06-01 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-07-22 | 2010-05-07 | VTI | Completed | 10% | $35.40 | $43.40 | 22.55% | Stop |
| 2008-07-16 | 2009-07-22 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2009-03-31 | 2009-04-02 | CASH (CASH) | Interest | 45% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2008-02-12 | 2008-07-16 | VTI | Completed | 10% | $48.31 | $44.09 | -8.77% | Stop |
| 2008-01-18 | 2008-02-12 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2003-09-05 | 2008-01-18 | VTI | Completed | 10% | $32.69 | $47.33 | 44.70% | Stop |
| 2003-06-13 | 2003-09-05 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.21% | Interest Income |