All Weather Modern

Updated Dalio All-Weather: reduced bonds, added TIPS + crypto exposure

Total Return

+16.2%

Sharpe Ratio

0.36

Max Drawdown

-2.7%

Win Rate

55.3%

Alpha

-61.2%

Comp. Score *

0.03

Risk Parameters

Max Allocation12.8%

Stop Loss25.0%

Take Profit15.0%

Max DD Tolerance2.7%

Rebalancemonthly

Execution Guidance

Order TypeLimit

Entry RuleDCA monthly regardless of price. Add more on 10%+ dips.

TimingSAFE TO BUY. *

ScalingEqual monthly contributions. Never try to time entry.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SHY	BUY	2%	12.5% below entry	7.5% above entry	25.6%	TV YH
TIP	BUY	4%	12.5% below entry	7.5% above entry	25.6%	TV YH
GLD	BUY	23%	24.0% below entry	14.4% above entry	13.3%	TV YH
VTI	BUY	17%	18.0% below entry	10.8% above entry	17.7%	TV YH
IEF	BUY	6%	12.5% below entry	7.5% above entry	25.6%	TV YH
XLE	BUY	23%	23.8% below entry	14.3% above entry	13.4%	TV YH
VEA	BUY	35%	36.9% below entry	22.1% above entry	8.7%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is NOT recommended for passive investing. If you still want exposure: Limit to 5% of your portfolio maximum.

Avg 5Y Return

9.0%

Avg 5Y Sharpe

-0.82

Avg 5Y Max DD

-6.3%

10Y Return (2015-2024)

16.6%

10Y Sharpe

-0.85

10Y Max DD

-8.3%

HODL Composite

0.01

Windows Tested

Consistency

14%