Bogle Three Fund

VTI+VXUS+BND passive baseline — beats 90% of pros

Bogleheads Three-Fund Portfolio

Total Return

+55.5%

Sharpe Ratio

1.09

Max Drawdown

-11.9%

Win Rate

56.2%

Alpha

-7.2%

Comp. Score *

0.15

Risk Parameters

Max Allocation12.9%

Stop Loss25.0%

Take Profit15.9%

Max DD Tolerance12.0%

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
VTI	BUY	17%	18.0% below entry	11.5% above entry	17.8%	TV YH
BND	BUY	5%	12.5% below entry	8.0% above entry	25.7%	TV YH
VXUS	BUY	16%	16.7% below entry	10.6% above entry	19.3%	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 -25% drawdown to return 114% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return

53.4%

Avg 5Y Sharpe

0.42

10Y Return

113.5%

10Y Sharpe

0.36

HODL Composite

0.37

Consistency

89%

Suitable for passive