LIVE — 21:26 ET
← All Strategies
WINNING

Ray Dalio

Risk parity: balance across growth/inflation regimes via ETFs

3Y
Total Return
+31.0%
3Y
Sharpe Ratio
0.69
3Y
Max Drawdown
-7.9%
3Y
Win Rate
54.6%
3Y
Alpha
-56.9%
3Y
Comp. Score *
0.06
Risk Parameters
Max Allocation9.9%
Stop Loss7.9%
Take Profit5.0%
Max DD Tolerance7.9%
Rebalancemonthly
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 19.7% TVYH
TLT BUY 12% 4.0% below entry 3.0% above entry 19.4% TVYH
VTI BUY 16% 5.5% below entry 3.5% above entry 14.2% TVYH
GLD BUY 23% 7.7% below entry 4.9% above entry 10.1% TVYH
XLE BUY 23% 7.6% below entry 4.8% above entry 10.2% TVYH