Regime All-Weather Portfolio (Simple)
A balanced multi-asset strategy modeled after Ray Dalio's All Weather asset mix, designed to perform well in all economic regimes (inflation, deflation, growth, and recession). Combines equities, bonds, gold, and commodities under systematic trend-following overlays.
Disclaimer: The 'Regime All-Weather Portfolio' is an independent simulation modeled after the historical asset allocation concepts popularized by Ray Dalio. This website is purely an educational backtesting tool and is not affiliated with, endorsed by, or sponsored by Ray Dalio, Bridgewater Associates, or any investment institution.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-06-28
Executive Summary
The Regime All-Weather Portfolio (Simple) model portfolio provides research-grade current exposure tracking and performance analysis. It achieved an inception-to-date Compound Annual Growth Rate (CAGR) of 7.63% with a Maximum Drawdown of -8.76%. Focusing on the most recent 5-year window, the portfolio maintained a CAGR of 6.58%. The model aggregates 34 completed trades with a Sharpe Ratio of 1.18.
Portfolio Performance Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 13.08% | 12.07% | 6.58% | 3.56% | 7.69% | 6.02% | 7.63% | 5.98% |
| Sharpe Ratio | 2.28 | 1.62 | 1.18 | 0.35 | 1.20 | 0.67 | 1.18 | 0.68 |
| Max Drawdown | -2.77% | -4.77% | -8.03% | -23.37% | -8.76% | -23.37% | -8.76% | -23.37% |
| % Time Invested | 100.0% | 100.0% | 100.0% | 100.0% | 100.0% | 100.0% | 100.0% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 1.4 | 0.0 | 1.4 | 0.0 |
Active Portfolio Composition
| Ticker | Description & Strategy | Style | Max Weight | Current Exposure | Last Action |
|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF Trust Excess Return SMA | Investing | 30% | 🔒 30% | 🔒 Gated Action |
| TLT | iShares 20+ Year Treasury Bond ETF Excess Return SMA | Investing | 40% | 🔒 40% | 🔒 Gated Action |
| IEF | iShares 7-10 Year Treasury Bond ETF Excess Return SMA | Investing | 15% | 🔒 15% | 🔒 Gated Action |
| IAU | iShares Gold Trust Buy and Hold | Investing | 7.5% | 🔒 7.5% | 🔒 Gated Action |
| PDBC | Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF Buy and Hold | Investing | 7.5% | 🔒 7.5% | 🔒 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 correlation structure of the raw ETFs over the entire simulation period.
Asset Correlation Matrix
-1.0 (Inverse) 0.0 (Neutral) +1.0 (Positive)
Top 5 Diversifier Suggestions
Suggested assets with the lowest correlation to your active portfolio over the selected window:
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 To protect active quantitative strategies, real-time allocations, pending next-day rebalances, and recent transactions (last 7 days) are not shown for free accounts. Upgrade to Premium to Unlock | ||||||||
| 2024-10-11 | 2026-06-01 | CASH (CASH) | Interest | 40% | $1.00 | $1.07 | 6.76% | Interest Income |
| 2025-09-23 | 2025-12-29 | CASH (CASH) | Interest | 15% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2025-05-01 | 2025-09-23 | IEF | Completed | 15% | $91.98 | $93.89 | 2.03% | Signal |
| 2025-01-08 | 2025-05-01 | CASH (CASH) | Interest | 15% | $1.00 | $1.01 | 1.30% | Interest Income |
| 2025-04-07 | 2025-04-30 | CASH (CASH) | Interest | 30% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-08 | 2025-04-07 | SPY | Completed | 30% | $423.02 | $482.40 | 13.98% | Stop |
| 2024-08-05 | 2025-01-08 | IEF | Completed | 15% | $91.79 | $86.89 | -5.39% | Stop |
| 2024-08-05 | 2024-10-11 | TLT | Completed | 40% | $92.07 | $86.90 | -5.67% | Stop |
| 2021-10-19 | 2024-08-05 | CASH (CASH) | Interest | 15% | $1.00 | $1.11 | 10.84% | Interest Income |
| 2021-09-01 | 2024-08-05 | CASH (CASH) | Interest | 40% | $1.00 | $1.11 | 10.85% | Interest Income |
| 2022-11-30 | 2023-11-08 | CASH (CASH) | Interest | 30% | $1.00 | $1.05 | 4.83% | Interest Income |
| 2022-10-18 | 2022-11-30 | SPY | Completed | 30% | $357.05 | $376.43 | 5.37% | Signal |
| 2022-09-26 | 2022-10-18 | CASH (CASH) | Interest | 30% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-06-02 | 2022-09-26 | SPY | Completed | 30% | $386.43 | $348.75 | -9.79% | Stop |
| 2022-05-10 | 2022-06-02 | CASH (CASH) | Interest | 30% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-24 | 2022-05-10 | SPY | Completed | 30% | $214.93 | $381.77 | 77.53% | Stop |
| 2018-11-20 | 2021-10-19 | IEF | Completed | 15% | $84.49 | $99.36 | 17.55% | Signal |
| 2021-03-11 | 2021-09-01 | TLT | Completed | 40% | $117.07 | $126.59 | 8.07% | Signal |
| 2021-02-17 | 2021-03-11 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-04-13 | 2021-02-17 | TLT | Completed | 40% | $136.87 | $122.63 | -10.45% | Stop |
| 2020-03-19 | 2020-04-13 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-02 | 2020-03-24 | CASH (CASH) | Interest | 30% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2018-12-11 | 2020-03-19 | TLT | Completed | 40% | $95.90 | $121.90 | 27.06% | Stop |
| 2019-01-16 | 2020-03-02 | SPY | Completed | 30% | $233.33 | $271.82 | 16.44% | Stop |
| 2018-12-21 | 2019-01-16 | CASH (CASH) | Interest | 30% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2011-08-31 | 2018-12-21 | SPY | Completed | 30% | $94.06 | $220.73 | 134.56% | Stop |
| 2018-02-08 | 2018-12-11 | CASH (CASH) | Interest | 40% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2017-07-27 | 2018-11-20 | CASH (CASH) | Interest | 15% | $1.00 | $1.02 | 2.21% | Interest Income |
| 2017-11-07 | 2018-02-08 | TLT | Completed | 40% | $98.88 | $93.02 | -5.97% | Stop |
| 2017-08-08 | 2017-11-07 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2016-12-08 | 2017-08-08 | TLT | Completed | 40% | $91.17 | $97.21 | 6.57% | Signal |
| 2014-11-13 | 2017-07-27 | IEF | Completed | 15% | $81.02 | $86.44 | 6.64% | Signal |
| 2016-11-15 | 2016-12-08 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-12-05 | 2016-12-07 | CASH (CASH) | Interest | 7.5% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-07-02 | 2016-11-15 | TLT | Completed | 40% | $86.03 | $93.33 | 8.43% | Stop |
| 2015-06-10 | 2015-07-02 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-28 | 2015-06-10 | TLT | Completed | 40% | $86.68 | $85.55 | -1.36% | Stop |
| 2013-11-19 | 2014-11-13 | CASH (CASH) | Interest | 15% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2013-09-13 | 2014-10-28 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2006-07-17 | 2013-11-19 | IEF | Completed | 15% | $48.12 | $77.21 | 60.38% | Signal |
| 2013-07-16 | 2013-09-13 | TLT | Completed | 40% | $75.64 | $72.58 | -4.09% | Signal |
| 2013-06-21 | 2013-07-16 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-10-12 | 2013-06-21 | TLT | Completed | 40% | $66.76 | $76.67 | 14.79% | Stop |
| 2011-08-09 | 2011-08-31 | CASH (CASH) | Interest | 30% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-07-26 | 2011-08-09 | SPY | Completed | 30% | $83.28 | $87.61 | 5.15% | Stop |
| 2010-03-26 | 2010-10-12 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2010-07-01 | 2010-07-26 | CASH (CASH) | Interest | 30% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-11-11 | 2010-07-01 | SPY | Completed | 30% | $81.88 | $77.67 | -5.20% | Stop |
| 2009-06-30 | 2010-03-26 | TLT | Completed | 40% | $57.11 | $55.29 | -3.23% | Signal |
| 2008-07-15 | 2009-11-11 | CASH (CASH) | Interest | 30% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2009-06-08 | 2009-06-30 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-02-25 | 2009-06-08 | TLT | Completed | 40% | $63.05 | $54.82 | -13.11% | Stop |
| 2009-02-02 | 2009-02-25 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-08-29 | 2009-02-02 | TLT | Completed | 40% | $46.73 | $62.32 | 33.31% | Stop |
| 2008-02-13 | 2008-07-15 | SPY | Completed | 30% | $96.88 | $87.62 | -9.60% | Signal |
| 2008-01-22 | 2008-02-13 | CASH (CASH) | Interest | 30% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2003-03-21 | 2008-01-22 | SPY | Completed | 30% | $58.08 | $90.61 | 55.92% | Stop |
| 2007-02-27 | 2007-03-01 | CASH (CASH) | Interest | 7.5% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-07-13 | 2006-08-29 | CASH (CASH) | Interest | 40% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2006-02-08 | 2006-07-17 | CASH (CASH) | Interest | 15% | $1.00 | $1.02 | 2.04% | Interest Income |
| 2004-07-26 | 2006-07-13 | TLT | Completed | 40% | $41.28 | $45.18 | 9.40% | Signal |
| 2004-07-26 | 2006-02-08 | IEF | Completed | 15% | $46.25 | $48.69 | 5.22% | Signal |
| 2004-07-22 | 2004-07-26 | CASH (CASH) | Interest | 40% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2004-07-22 | 2004-07-26 | CASH (CASH) | Interest | 15% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2001-08-22 | 2003-03-21 | CASH (CASH) | Interest | 30% | $1.00 | $1.03 | 2.66% | Interest Income |
| 2001-08-03 | 2001-08-22 | SPY | Completed | 30% | $77.91 | $74.34 | -4.63% | Stop |
| 2001-02-27 | 2001-08-03 | CASH (CASH) | Interest | 30% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2000-12-26 | 2001-02-27 | SPY | Completed | 30% | $82.85 | $80.29 | -3.14% | Signal |
| 2000-12-01 | 2000-12-26 | CASH (CASH) | Interest | 30% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1998-09-24 | 2000-12-01 | SPY | Completed | 30% | $65.69 | $84.08 | 27.93% | Stop |
| 1998-09-01 | 1998-09-24 | CASH (CASH) | Interest | 30% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1995-05-11 | 1998-09-01 | SPY | Completed | 30% | $30.58 | $59.15 | 93.32% | Stop |
| 1995-01-19 | 1995-05-11 | CASH (CASH) | Interest | 30% | $1.00 | $1.02 | 1.77% | Interest Income |