All-Weather Portfolio
Equal-weight All-Weather EMA Flip across a basket of trailing-2y-selected majors. Long in uptrends, short in downtrends (no leverage), re-selected yearly. paper
Deployed
3/4
paper sessions live
Combined PnL
-427.77 USD
across basket
Avg PnL %
-1.43%
per deployed pair
| Pair | Status | PnL USD | PnL % | Actions |
|---|---|---|---|---|
| DASH_USDC | not deployed | +0.00 | +0.00% | 0 |
| BTC_USDC | Running | +0.00 | +0.00% | 0 |
| ETH_USDC | Running | -43.76 | -0.44% | 1 |
| ADA_USDC | Running | -384.01 | -3.84% | 1 |
Pair selection
basis: trailing-2y Calmar @ 2026-06-15Ranked by risk-adjusted return (Calmar = CAGR ÷ MaxDD) over the trailing 2 years. Top pairs form the held basket; re-selection runs at most yearly (frequent rotation hurts — it chases tops, see E21).
| # | Pair | Calmar | CAGR % | MaxDD % | In basket |
|---|---|---|---|---|---|
| 1 | DASH_USDC | 11.49 | 334.3 | 29.1 | held |
| 2 | BTC_USDC | 0.82 | 16.8 | 20.5 | held |
| 3 | ETH_USDC | 0.53 | 17.2 | 32.1 | held |
| 4 | ADA_USDC | 0.44 | 27.1 | 62.1 | held |
| 5 | RUNE_USDC | 0.26 | 14.6 | 56.0 | — |
| 6 | XRP_USDC | -0.26 | -16.2 | 62.0 | — |
| 7 | CAKE_USDC | -0.37 | -16.0 | 42.7 | — |
Backtested 2021–2026 (incl. the 2022 bear). Honest train→test (select top-5 by trailing-2y
Calmar on 2021–23, hold on unseen 2023–26): CAGR ≈ 24% / MaxDD ≈ 25% / Calmar ≈ 0.94.
Selection + HOLD beats rotation at every cadence (E19–E21). Short side is paper/backtest only
until a live margin path exists (V31).