All Weather Passive

30/40/15/7.5/7.5 stocks/long bonds/mid bonds/gold/commodities

Ray Dalio All Weather Passive

Total Return

+28.3%

Sharpe Ratio

0.55

Max Drawdown

-10.4%

Win Rate

54.1%

Alpha

-14.4%

Comp. Score *

0.04

Risk Parameters

Max Allocation8.3%

Stop Loss25.0%

Take Profit15.0%

Max DD Tolerance10.4%

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

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
TLT	BUY	13%	13.2% below entry	7.9% above entry	15.8%	TV YH
VTI	BUY	17%	18.0% below entry	10.8% above entry	11.5%	TV YH
IEF	BUY	6%	12.5% below entry	7.5% above entry	16.6%	TV YH
GLD	BUY	23%	24.1% below entry	14.4% above entry	8.6%	TV YH
DBC	BUY	17%	17.9% below entry	10.8% above entry	11.6%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy has moderate long-term potential but requires monitoring. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -23% drawdown to return 55% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

32.7%

Avg 5Y Sharpe

0.28

10Y Return

54.7%

10Y Sharpe

0.1

HODL Composite

0.16

Consistency

67%

Suitable for passive