Wealth Preservation (Simple)
An ultra-defensive asset allocation strategy emphasizing short-term Treasury bonds and gold. Designed to protect capital and maintain nominal value during periods of high market volatility and economic uncertainty.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-08-17
Executive Summary
The Wealth Preservation (Simple) model portfolio provides research-grade current exposure tracking and performance analysis. It achieved an inception-to-date Compound Annual Growth Rate (CAGR) of 4.94% with a Maximum Drawdown of -6.91%. Focusing on the most recent 5-year window, the portfolio maintained a CAGR of 7.05%. The model aggregates 14 completed trades with a Sharpe Ratio of 1.11.
🛡️ Wealth Preservation (Simple) Retirement SWR & Downside Protection
Why Drawdown Dictates SWR → 98% SWR Capacity
3.59% (vs 3.58% B&H)
+$100/yr sustainable spend per $1M
Peak Drawdown Defense
-6.9% (vs -10.8% B&H)
+3.9% shallower drawdown
Capital Out of Market Risk
23.9% 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 | -5.18% | -5.18% | -5.18% | -10.02% | -5.80% | -10.02% | -6.91% | -10.80% |
| Sharpe Ratio | 1.46 | 1.46 | 1.53 | 1.18 | 1.40 | 1.15 | 1.11 | 1.04 |
| Sortino Ratio | 1.78 | 1.78 | 2.00 | 1.69 | 1.83 | 1.52 | 1.49 | 1.34 |
| CAGR | 10.23% | 10.23% | 7.05% | 6.42% | 5.90% | 5.52% | 4.94% | 5.20% |
| 98% SWR Capacity | 6.07% | 6.07% | 4.77% | 4.14% | 4.19% | 3.82% | 3.59% | 3.58% |
| % Time Invested | 100.0% | 100.0% | 63.6% | 100.0% | 68.9% | 100.0% | 76.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.7 | 0.0 | 0.7 | 0.0 |
Active Portfolio Composition
| Ticker | Description & Strategy | Style | Max Weight | Current Exposure | Last Action |
|---|---|---|---|---|---|
| IAU | iShares Gold Trust Buy and Hold | Investing | 20% | 🔒 20% | 🔒 Gated Action |
| BSV | Vanguard Short-term Bond Index Fund ETF Excess Return SMA | Investing | 70% | 🔒 70% | 🔒 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 |
| 2022-02-28 | 2024-08-01 | CASH (CASH) | Interest | 70% | $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 |
| 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 |
| 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 | 70% | $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 | 70% | $1.00 | $1.04 | 3.70% | 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 |
| 2009-04-02 | 2017-10-16 | BSV | Completed | 70% | $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 |
| 2015-08-25 | 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 |
| 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 | 70% | $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 |
| 2007-02-27 | 2007-03-01 | CASH (CASH) | Interest | 20% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2003-06-13 | 2003-09-05 | CASH (CASH) | Interest | 10% | $1.00 | $1.00 | 0.21% | Interest Income |