Barbell Portfolio

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

Barbell Portfolio

Total Return

+163.7%

Sharpe Ratio

1.90

Max Drawdown

-12.1%

Win Rate

57.0%

Alpha

+15.2%

Comp. Score *

0.41

Risk Parameters

Max Allocation17.5%

Stop Loss10.0%

Take Profit5.0%

Max DD Tolerance12.1%

Rebalanceweekly

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	35.0%	TV YH
TLT	BUY	13%	5.3% below entry	3.0% above entry	33.2%	TV YH
NVDA	BUY	49%	20.4% below entry	10.2% above entry	8.6%	TV YH
GLD	BUY	23%	9.6% below entry	4.8% above entry	18.2%	TV YH
MSFT	BUY	24%	10.2% below entry	5.1% above entry	17.1%	TV YH
GOOGL	BUY	30%	12.6% below entry	6.3% above entry	13.9%	TV YH
AMZN	BUY	33%	13.8% below entry	6.9% above entry	12.7%	TV YH

▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - 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 -31% drawdown to return 683% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

161.0%

Avg 5Y Sharpe

1.1

10Y Return

682.6%

10Y Sharpe

1.22

HODL Composite

1.64

Consistency

96%

Suitable for passive

Yes