Diversified Growth Tilt (Simple)
A growth-oriented multi-asset strategy with a targeted Small-Cap Value tilt. Provides broad market exposure across equities, bonds, and gold while capturing the historical premium of small-cap investing.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-08-17
Executive Summary
The Diversified Growth Tilt (Simple) model portfolio provides research-grade current exposure tracking and performance analysis. It achieved an inception-to-date Compound Annual Growth Rate (CAGR) of 7.10% with a Maximum Drawdown of -12.86%. Focusing on the most recent 5-year window, the portfolio maintained a CAGR of 7.50%. The model aggregates 47 completed trades with a Sharpe Ratio of 0.99.
🛡️ Diversified Growth Tilt (Simple) Retirement SWR & Downside Protection
Why Drawdown Dictates SWR → 98% SWR Capacity
4.06% (vs 3.96% B&H)
+$1,000/yr sustainable spend per $1M
Peak Drawdown Defense
-12.9% (vs -22.0% B&H)
+9.2% shallower drawdown
Capital Out of Market Risk
26.5% 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 | -6.28% | -6.90% | -12.86% | -22.04% | -12.86% | -22.04% | -12.86% | -22.04% |
| Sharpe Ratio | 1.73 | 1.62 | 0.93 | 0.62 | 1.04 | 0.81 | 0.99 | 0.85 |
| Sortino Ratio | 2.45 | 2.33 | 1.13 | 0.91 | 1.30 | 1.02 | 1.26 | 1.07 |
| CAGR | 17.86% | 17.51% | 7.50% | 6.87% | 7.70% | 8.43% | 7.10% | 8.13% |
| 98% SWR Capacity | 10.44% | 9.92% | 4.04% | 2.91% | 4.34% | 3.87% | 4.07% | 3.96% |
| % Time Invested | 84.2% | 100.0% | 59.2% | 100.0% | 71.1% | 100.0% | 73.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.8 | 0.0 | 2.3 | 0.0 | 2.2 | 0.0 |
Active Portfolio Composition
| Ticker | Description & Strategy | Style | Max Weight | Current Exposure | Last Action |
|---|---|---|---|---|---|
| VTI | Vanguard Total Stock Market Index Fund ETF Excess Return SMA | Investing | 25% | 🔒 25% | 🔒 Gated Action |
| IWM | iShares Russell 2000 ETF Excess Return SMA | Investing | 20% | 🔒 20% | 🔒 Gated Action |
| TLT | iShares 20+ Year Treasury Bond ETF Excess Return SMA | Investing | 20% | 🔒 20% | 🔒 Gated Action |
| ISTB | iShares Core 1-5 Year USD Bond ETF Excess Return SMA | Investing | 20% | 🔒 20% | 🔒 Gated Action |
| IAU | iShares Gold Trust Buy and Hold | Investing | 15% | 🔒 15% | 🔒 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 | ||||||||
| 2024-10-11 | 2026-06-01 | CASH (CASH) | Interest | 20% | $1.00 | $1.07 | 6.76% | Interest Income |
| 2025-04-08 | 2025-05-01 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-27 | 2025-04-08 | IWM | Completed | 20% | $202.66 | $183.27 | -9.61% | Stop |
| 2023-11-08 | 2025-04-07 | VTI | Completed | 25% | $208.74 | $236.52 | 13.25% | Stop |
| 2025-03-05 | 2025-03-27 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-04-19 | 2025-03-05 | IWM | Completed | 20% | $187.30 | $203.31 | 8.50% | Stop |
| 2024-08-05 | 2024-10-11 | TLT | Completed | 20% | $91.37 | $86.23 | -5.67% | Stop |
| 2022-04-07 | 2024-08-05 | CASH (CASH) | Interest | 20% | $1.00 | $1.11 | 10.74% | Interest Income |
| 2021-09-01 | 2024-08-05 | CASH (CASH) | Interest | 20% | $1.00 | $1.11 | 10.85% | Interest Income |
| 2022-11-10 | 2024-04-19 | CASH (CASH) | Interest | 20% | $1.00 | $1.08 | 7.55% | Interest Income |
| 2022-11-07 | 2023-11-08 | CASH (CASH) | Interest | 25% | $1.00 | $1.05 | 5.11% | Interest Income |
| 2022-11-01 | 2022-11-10 | IWM | Completed | 20% | $176.84 | $173.60 | -1.88% | Stop |
| 2022-10-18 | 2022-11-07 | VTI | Completed | 25% | $178.60 | $179.97 | 0.72% | Signal |
| 2022-09-15 | 2022-11-01 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2022-09-26 | 2022-10-18 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-05-25 | 2022-09-26 | VTI | Completed | 25% | $184.49 | $174.19 | -5.63% | Stop |
| 2022-06-02 | 2022-09-15 | IWM | Completed | 20% | $174.85 | $172.77 | -1.24% | Signal |
| 2022-05-10 | 2022-06-02 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2022-05-03 | 2022-05-25 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-02-11 | 2022-05-10 | IWM | Completed | 20% | $192.52 | $168.20 | -12.68% | Stop |
| 2020-03-24 | 2022-05-03 | VTI | Completed | 25% | $107.06 | $196.29 | 83.26% | Stop |
| 2019-06-03 | 2022-04-07 | ISTB | Completed | 20% | $40.75 | $41.56 | 1.93% | Signal |
| 2022-01-20 | 2022-02-11 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-01-28 | 2022-01-20 | IWM | Completed | 20% | $197.45 | $194.16 | -1.72% | Stop |
| 2021-03-11 | 2021-09-01 | TLT | Completed | 20% | $116.17 | $125.61 | 8.07% | Signal |
| 2021-02-17 | 2021-03-11 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-04-13 | 2021-02-17 | TLT | Completed | 20% | $135.82 | $121.69 | -10.45% | Stop |
| 2020-02-26 | 2021-01-28 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-03-19 | 2020-04-13 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-02 | 2020-03-24 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2018-12-11 | 2020-03-19 | TLT | Completed | 20% | $95.16 | $120.97 | 27.06% | Stop |
| 2019-01-15 | 2020-03-02 | VTI | Completed | 25% | $118.04 | $137.81 | 16.69% | Stop |
| 2019-12-26 | 2020-02-26 | IWM | Completed | 20% | $154.04 | $145.01 | -5.91% | Stop |
| 2019-08-02 | 2019-12-26 | CASH (CASH) | Interest | 20% | $1.00 | $1.01 | 0.70% | Interest Income |
| 2019-01-16 | 2019-08-02 | IWM | Completed | 20% | $130.90 | $140.58 | 7.34% | Signal |
| 2018-04-24 | 2019-06-03 | CASH (CASH) | Interest | 20% | $1.00 | $1.02 | 2.48% | Interest Income |
| 2018-12-21 | 2019-01-16 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-20 | 2019-01-15 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-11-16 | 2018-12-21 | IWM | Completed | 20% | $136.76 | $120.61 | -11.85% | Stop |
| 2016-08-24 | 2018-12-20 | VTI | Completed | 25% | $95.66 | $113.19 | 18.27% | Stop |
| 2018-02-08 | 2018-12-11 | CASH (CASH) | Interest | 20% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2018-10-25 | 2018-11-16 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-11-15 | 2018-10-25 | IWM | Completed | 20% | $113.99 | $133.24 | 16.83% | Stop |
| 2014-10-22 | 2018-04-24 | ISTB | Completed | 20% | $37.44 | $38.69 | 3.28% | Signal |
| 2017-11-07 | 2018-02-08 | TLT | Completed | 20% | $98.12 | $92.30 | -5.97% | Stop |
| 2017-08-08 | 2017-11-07 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2016-12-08 | 2017-08-08 | TLT | Completed | 20% | $90.47 | $96.46 | 6.57% | Signal |
| 2016-11-15 | 2016-12-08 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-04-25 | 2016-11-15 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2015-07-02 | 2016-11-15 | TLT | Completed | 20% | $85.37 | $92.61 | 8.43% | Stop |
| 2016-07-27 | 2016-08-24 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-17 | 2016-07-27 | VTI | Completed | 25% | $86.45 | $94.79 | 9.60% | Signal |
| 2016-02-08 | 2016-04-25 | IWM | Completed | 20% | $84.86 | $99.85 | 17.60% | Signal |
| 2016-01-14 | 2016-02-08 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-17 | 2016-01-14 | IWM | Completed | 20% | $101.55 | $88.23 | -13.16% | Stop |
| 2015-08-25 | 2015-09-17 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-08-25 | 2015-09-17 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-26 | 2015-08-25 | IWM | Completed | 20% | $59.43 | $99.05 | 66.60% | Stop |
| 2011-08-31 | 2015-08-25 | VTI | Completed | 25% | $48.55 | $84.59 | 74.13% | Stop |
| 2015-06-10 | 2015-07-02 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-28 | 2015-06-10 | TLT | Completed | 20% | $86.02 | $84.89 | -1.36% | Stop |
| 2013-09-13 | 2014-10-28 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2014-10-20 | 2014-10-22 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-07-16 | 2013-09-13 | TLT | Completed | 20% | $75.06 | $72.02 | -4.09% | Signal |
| 2013-06-21 | 2013-07-16 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-10-12 | 2013-06-21 | TLT | Completed | 20% | $66.24 | $76.08 | 14.79% | Stop |
| 2011-10-04 | 2011-10-26 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-29 | 2011-10-04 | IWM | Completed | 20% | $57.14 | $49.38 | -13.62% | Stop |
| 2011-08-09 | 2011-08-31 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-05 | 2011-08-29 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2011-08-09 | VTI | Completed | 25% | $41.72 | $44.93 | 7.65% | Stop |
| 2010-06-16 | 2011-08-05 | IWM | Completed | 20% | $53.32 | $59.95 | 12.38% | Stop |
| 2010-03-26 | 2010-10-12 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2010-05-24 | 2010-06-16 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-05-07 | 2010-06-01 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-02-19 | 2010-05-24 | IWM | Completed | 20% | $50.25 | $52.03 | 3.49% | Stop |
| 2009-07-22 | 2010-05-07 | VTI | Completed | 25% | $35.40 | $43.40 | 22.55% | Stop |
| 2009-06-30 | 2010-03-26 | TLT | Completed | 20% | $56.67 | $54.87 | -3.23% | Signal |
| 2009-10-29 | 2010-02-19 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-09-15 | 2009-10-29 | IWM | Completed | 20% | $47.76 | $45.73 | -4.29% | Stop |
| 2008-05-08 | 2009-09-15 | CASH (CASH) | Interest | 20% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2008-07-16 | 2009-07-22 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2009-06-08 | 2009-06-30 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-02-25 | 2009-06-08 | TLT | Completed | 20% | $62.57 | $54.39 | -13.11% | Stop |
| 2009-02-02 | 2009-02-25 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-08-29 | 2009-02-02 | TLT | Completed | 20% | $46.37 | $61.84 | 33.31% | Stop |
| 2008-02-12 | 2008-07-16 | VTI | Completed | 25% | $48.31 | $44.09 | -8.77% | Stop |
| 2008-01-30 | 2008-05-08 | IWM | Completed | 20% | $54.29 | $55.94 | 2.99% | Signal |
| 2008-01-18 | 2008-02-12 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2008-01-07 | 2008-01-30 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2003-09-05 | 2008-01-18 | VTI | Completed | 25% | $32.69 | $47.33 | 44.70% | Stop |
| 2003-06-02 | 2008-01-07 | IWM | Completed | 20% | $32.73 | $56.28 | 71.86% | Stop |
| 2007-02-27 | 2007-03-01 | CASH (CASH) | Interest | 15% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-07-13 | 2006-08-29 | CASH (CASH) | Interest | 20% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2004-07-26 | 2006-07-13 | TLT | Completed | 20% | $40.96 | $44.83 | 9.40% | Signal |
| 2004-07-22 | 2004-07-26 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2003-06-13 | 2003-09-05 | CASH (CASH) | Interest | 25% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2002-05-24 | 2003-06-02 | CASH (CASH) | Interest | 20% | $1.00 | $1.01 | 1.41% | Interest Income |