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All Weather Modern

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

All-Weather Modern (2026)

3Y
Total Return
+13.8%
3Y
Sharpe Ratio
0.15
3Y
Max Drawdown
-2.7%
3Y
Win Rate
55.4%
3Y
Alpha
-18.7%
3Y
Comp. Score *
0.03
Risk Parameters
Max Allocation11.5%
Stop Loss25.0%
Take Profit15.0%
Max DD Tolerance2.7%
Rebalanceweekly
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
SymbolActionVol Stop LossTake ProfitSizeLinks
SHY BUY 2% 12.5% below entry 7.5% above entry 23.0% TVYH
TIP BUY 4% 12.5% below entry 7.5% above entry 23.0% TVYH
GLD BUY 23% 24.1% below entry 14.4% above entry 11.9% TVYH
VTI BUY 17% 18.0% below entry 10.8% above entry 15.9% TVYH
IEF BUY 6% 12.5% below entry 7.5% above entry 23.0% TVYH
XLE BUY 23% 23.9% below entry 14.3% above entry 12.0% TVYH
VEA BUY 35% 37.0% below entry 22.2% above entry 7.8% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Take profit at +50%. This strategy is inconsistent — capture gains when available. - Stop loss: Reduce position by 50% at -25% drawdown. Consistency is only 14%. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
7.5%
Avg 5Y Sharpe
-0.94
10Y Return
13.9%
10Y Sharpe
-0.96
HODL Composite
0.01
Consistency
14%
Suitable for passive
No