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Bond Fixed Income

Diversified bonds: duration ladder + credit spectrum + EM, 3-5% yield target

Bond & Fixed Income Portfolio

3Y
Total Return
+16.5%
3Y
Sharpe Ratio
0.21
3Y
Max Drawdown
-8.5%
3Y
Win Rate
52.3%
3Y
Alpha
-17.9%
3Y
Comp. Score *
0.01
Risk Parameters
Max Allocation6.4%
Stop Loss20.0%
Take Profit8.0%
Max DD Tolerance8.5%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy on ex-dividend date dips or when yield exceeds 5-year average.
TimingSAFE TO BUY. *
ScalingBuild position over 4-6 weeks. Reinvest all dividends.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
AGG BUY 5% 10.0% below entry 4.0% above entry 12.8% TVYH
BND BUY 5% 10.0% below entry 4.0% above entry 12.8% TVYH
LQD BUY 7% 10.0% below entry 4.0% above entry 12.8% TVYH
FBND BUY 5% 10.0% below entry 4.0% above entry 12.8% TVYH
SCHI BUY 5% 10.0% below entry 4.0% above entry 12.8% TVYH
VTEB BUY 4% 10.0% below entry 4.0% above entry 12.8% TVYH
TLT BUY 13% 10.5% below entry 4.2% above entry 12.2% TVYH
VWOB BUY 6% 10.0% below entry 4.0% above entry 12.8% TVYH
HYG BUY 5% 10.0% below entry 4.0% above entry 12.8% TVYH
SPBO BUY 5% 10.0% below entry 4.0% above entry 12.8% TVYH
▶ 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 -21% drawdown to return 19% long-term. - Exit rule: Exit if yield drops below historical average for 2 quarters. Reinvest all dividends.

Avg 5Y Return
11.8%
Avg 5Y Sharpe
-0.2
10Y Return
19.2%
10Y Sharpe
-0.31
HODL Composite
0.04
Consistency
42%
Suitable for passive
No