Barbell Portfolio

Short bonds + long bonds + growth equities — skip the middle

Total Return

+144.8%

Sharpe Ratio

1.63

Max Drawdown

-12.1%

Win Rate

56.5%

Alpha

-30.6%

Comp. Score *

0.41

Risk Parameters

Max Allocation18.0%

Stop Loss10.0%

Take Profit5.0%

Max DD Tolerance12.1%

Rebalancemonthly

Execution Guidance

Order TypeLimit

Entry RuleEnter when Z-score exceeds 2.0. Exit when Z returns to 0.

TimingWAIT FOR SIGNAL: Only enter when price spread between paired stocks reaches extreme levels. *

ScalingFull position at entry. No scaling — it's a convergence trade.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
SHY	BUY	2%	5.0% below entry	3.0% above entry	35.9%	TV YH
TLT	BUY	12%	5.1% below entry	3.0% above entry	35.4%	TV YH
GLD	BUY	23%	9.8% below entry	4.9% above entry	18.4%	TV YH
NVDA	BUY	47%	19.9% below entry	10.0% above entry	9.0%	TV YH
MSFT	BUY	28%	11.8% below entry	5.9% above entry	15.3%	TV YH
GOOGL	BUY	31%	13.1% below entry	6.6% above entry	13.7%	TV YH
AMZN	BUY	34%	14.2% below entry	7.1% above entry	12.6%	TV YH