All Weather risk parity: equal risk contribution across asset classes
Risk Parity (Bridgewater-style)
| Symbol | Action | Vol | Stop Loss | Take Profit | Size | Links |
|---|---|---|---|---|---|---|
| TIP | BUY | 4% | 3.5% below entry | 3.0% above entry | 21.0% | TVYH |
| IEF | BUY | 6% | 3.5% below entry | 3.0% above entry | 21.0% | TVYH |
| GLD | BUY | 23% | 6.7% below entry | 4.8% above entry | 10.9% | TVYH |
| EFA | BUY | 16% | 4.8% below entry | 3.4% above entry | 15.3% | TVYH |
| SPY | BUY | 17% | 5.0% below entry | 3.6% above entry | 14.6% | TVYH |
| DBC | BUY | 17% | 5.0% below entry | 3.6% above entry | 14.6% | TVYH |
| TLT | BUY | 13% | 3.7% below entry | 3.0% above entry | 19.9% | TVYH |
| VNQ | BUY | 15% | 4.4% below entry | 3.2% above entry | 16.5% | TVYH |
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 37% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.