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WINNING

Ray Dalio

Risk parity: balance across growth/inflation regimes via ETFs

Ray Dalio (All-Weather)

3Y
Total Return
+30.8%
3Y
Sharpe Ratio
0.68
3Y
Max Drawdown
-7.9%
3Y
Win Rate
54.6%
3Y
Alpha
-13.7%
3Y
Comp. Score *
0.06
Risk Parameters
Max Allocation9.8%
Stop Loss7.9%
Take Profit5.0%
Max DD Tolerance7.9%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy 0.5% below market in uptrend.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
IEF BUY 6% 4.0% below entry 3.0% above entry 19.6% TVYH
TLT BUY 13% 4.2% below entry 3.0% above entry 18.6% TVYH
VTI BUY 17% 5.7% below entry 3.6% above entry 13.6% TVYH
GLD BUY 23% 7.6% below entry 4.8% above entry 10.2% TVYH
XLE BUY 23% 7.6% below entry 4.8% above entry 10.3% 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 -17% drawdown to return 51% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
28.9%
Avg 5Y Sharpe
0.21
10Y Return
51.1%
10Y Sharpe
0.07
HODL Composite
0.17
Consistency
71%
Suitable for passive
No