{ "version": 1, "generatedAt": "2026-05-09T04:06:43.970Z", "title": "Portfolio Dashboard", "sourceNote": "Public market and macro data are transformed into a top-down regime, asset-level trend state, and allocation snapshot.", "assets": { "stocks": { "label": "Stocks", "symbol": "VT", "source": "Yahoo Finance public chart API" }, "gold": { "label": "Gold", "symbol": "GLDM", "fallback": "GLD", "source": "Yahoo Finance public chart API" }, "bitcoin": { "label": "Bitcoin", "symbol": "BTC-USD", "tradeSymbol": "FBTC/BTC", "source": "Yahoo Finance public chart API" }, "cash": { "label": "Cash", "symbol": "SPAXX", "source": "Residual allocation" } }, "strategicMax": { "stocks": 0.6, "gold": 0.3, "bitcoin": 0.1 }, "marketRegime": { "regime": "Reflation", "riskBias": "Risk-on", "scores": { "Goldilocks": 9, "Reflation": 10, "Inflation": 4, "Deflation": 0 }, "totalConfirmations": 23, "signalStrength": 0.43478260869565216, "winnerMargin": 1, "riskOnShare": 0.8260869565217391, "riskOffShare": 0.17391304347826086, "confirmations": [ { "name": "Global stocks (VT)", "state": "Bullish", "confirms": "Goldilocks / Reflation" }, { "name": "High beta / low vol (SPHB/SPLV)", "state": "Bullish", "confirms": "Goldilocks / Reflation" }, { "name": "Cyclicals / defensives", "state": "Bullish", "confirms": "Goldilocks / Reflation" }, { "name": "Small caps / stocks (IWM/SPY)", "state": "Bullish", "confirms": "Goldilocks / Reflation" }, { "name": "High yield / Treasurys (HYG/IEF)", "state": "Bullish", "confirms": "Goldilocks / Reflation" }, { "name": "Bitcoin", "state": "Neutral", "confirms": "No strong confirmation" }, { "name": "Commodities (DBC)", "state": "Bullish", "confirms": "Reflation / Inflation" }, { "name": "US Dollar (UUP)", "state": "Bearish", "confirms": "Goldilocks / Reflation" }, { "name": "Equity volatility (^VIX)", "state": "Bearish", "confirms": "Goldilocks / Reflation" }, { "name": "Gold", "state": "Bearish", "confirms": "Inflation" }, { "name": "10y Treasury yield trend", "state": "Bullish", "confirms": "Reflation / Inflation" }, { "name": "Credit spreads", "state": "Bullish", "confirms": "Goldilocks / Reflation" }, { "name": "Yield curve", "state": "Bearish", "confirms": "Goldilocks / Inflation" } ], "summary": "Reflation is the highest-confirmation market regime (10 of 23 weighted confirmations)." }, "macro": { "gridRegime": "Reflation", "growthDirection": "Rising / improving", "inflationDirection": "Rising", "growthDiffusion": 0.6, "inflationDiffusion": 0.8, "growthFeatures": [ { "name": "Real GDP YoY", "current": 0.026597223313364227, "prior": 0.01989299660798083, "rising": true }, { "name": "Industrial production YoY", "current": 0.007416835246099485, "prior": 0.012798111780143673, "rising": false }, { "name": "Payrolls YoY", "current": 0.0015837460958449956, "prior": 0.002047160512548274, "rising": false }, { "name": "Unemployment rate YoY (inverse)", "current": 0.023809523809523725, "prior": 0.07499999999999996, "rising": true }, { "name": "Initial claims YoY (inverse)", "current": -0.16317991631799167, "prior": 0.08490566037735858, "rising": true } ], "inflationFeatures": [ { "name": "Headline CPI YoY", "current": 0.032859577528651984, "prior": 0.02653304114557753, "rising": true }, { "name": "Core CPI YoY", "current": 0.026021677054868242, "prior": 0.026464847073089937, "rising": false }, { "name": "Core PCE YoY", "current": 0.03202758906974701, "prior": 0.02971110180682146, "rising": true }, { "name": "PPI YoY", "current": 0.060253360410018386, "prior": 0.031275772128023016, "rising": true }, { "name": "10y breakeven inflation YoY", "current": 0.06986899563318794, "prior": -0.03305785123966942, "rising": true } ], "summary": "Bottom-up macro data currently maps to Reflation: growth improving and inflation rising." }, "liquidity": { "signal": "Neutral", "latestValue": 5831742.367, "date": "2026-05-06", "change4w": -0.019132546471986145, "change13w": 0.02362745738151273, "summary": "US net-liquidity proxy is neutral (-1.9% 4w, 2.4% 13w)." }, "vams": { "stocks": { "state": "Bullish", "multiplier": 1, "score": 0.6090782603673783, "zScore": 0.24146517332538978, "zScoreState": "Neutral", "trendVotes": 5, "trendVoteDetails": [ { "key": "priceAbove50dma", "label": "Price > 50dma", "bullish": true, "current": 155.17999267578125, "threshold": 144.81879974365233, "detail": "155.18 vs 144.82", "state": "Bullish" }, { "key": "priceAbove200dma", "label": "Price > 200dma", "bullish": true, "current": 155.17999267578125, "threshold": 140.76939949035645, "detail": "155.18 vs 140.77", "state": "Bullish" }, { "key": "ma50AboveMa200", "label": "50dma > 200dma", "bullish": true, "current": 144.81879974365233, "threshold": 140.76939949035645, "detail": "144.82 vs 140.77", "state": "Bullish" }, { "key": "return3mPositive", "label": "3m return > 0", "bullish": true, "current": 0.059538341951260065, "threshold": 0, "detail": "6.0%", "state": "Bullish" }, { "key": "ma50Rising", "label": "50dma rising", "bullish": true, "current": 144.81879974365233, "threshold": 143.89659912109374, "detail": "144.82 vs 143.90 10d ago", "state": "Bullish" } ], "triggeredRule": { "key": "bullish-trend", "label": "Bullish: trend confirmation", "detail": "Price is above the 200dma, 3m return is positive, and at least 4 of 5 trend votes are bullish." }, "nextTriggers": { "nextBullish": null, "nextBearish": { "label": "Bearish trend breakdown", "detail": "Price falls below the 200dma (155.18 vs 140.77; cushion about 9.3%); 3m return turns negative (6.0%); 50dma stops rising versus 10 trading days ago (144.82 vs 143.90 10d ago; cushion about 0.6%). Would trigger Bearish trend breakdown.", "items": [ "Price falls below the 200dma (155.18 vs 140.77; cushion about 9.3%)", "3m return turns negative (6.0%)", "50dma stops rising versus 10 trading days ago (144.82 vs 143.90 10d ago; cushion about 0.6%)" ] } }, "latestPrice": 155.17999267578125, "sma50": 144.81879974365233, "sma200": 140.76939949035645, "sma50Previous10d": 143.89659912109374, "rsi14": 63.599517158617985, "return3m": 0.059538341951260065, "realizedVol63d": 0.1742282535446184, "drawdown1y": 0, "reason": "Bullish: z=0.24, 5/5 trend votes, price above 200dma, 3m return 6.0%.", "rawState": "Bullish", "stateMemory": { "persistence": 2, "rawState": "Bullish", "confirmedState": "Bullish", "pendingState": null, "pendingCount": 0, "confirmedChange": false } }, "gold": { "state": "Bearish", "multiplier": 0, "score": 0.2705483240241998, "zScore": -0.9840105033934747, "zScoreState": "Bearish", "trendVotes": 2, "trendVoteDetails": [ { "key": "priceAbove50dma", "label": "Price > 50dma", "bullish": false, "current": 93.48999786376953, "threshold": 94.61179946899414, "detail": "93.49 vs 94.61", "state": "Bearish" }, { "key": "priceAbove200dma", "label": "Price > 200dma", "bullish": true, "current": 93.48999786376953, "threshold": 84.90349994659424, "detail": "93.49 vs 84.90", "state": "Bullish" }, { "key": "ma50AboveMa200", "label": "50dma > 200dma", "bullish": true, "current": 94.61179946899414, "threshold": 84.90349994659424, "detail": "94.61 vs 84.90", "state": "Bullish" }, { "key": "return3mPositive", "label": "3m return > 0", "bullish": false, "current": -0.04660411797474817, "threshold": 0, "detail": "-4.7%", "state": "Bearish" }, { "key": "ma50Rising", "label": "50dma rising", "bullish": false, "current": 94.61179946899414, "threshold": 96.3629997253418, "detail": "94.61 vs 96.36 10d ago", "state": "Bearish" } ], "triggeredRule": { "key": "bearish-z", "label": "Bearish: z-score + weak trend breadth", "detail": "z < -0.25 and 2 or fewer of 5 trend votes are bullish." }, "nextTriggers": { "nextBullish": { "label": "Bullish trend confirmation", "detail": "3m return turns positive (-4.7%); Price moves above the 50dma (93.49 vs 94.61; needs about 1.2%). Would trigger Bullish trend confirmation.", "items": [ "3m return turns positive (-4.7%)", "Price moves above the 50dma (93.49 vs 94.61; needs about 1.2%)" ] }, "nextBearish": null }, "latestPrice": 93.48999786376953, "sma50": 94.61179946899414, "sma200": 84.90349994659424, "sma50Previous10d": 96.3629997253418, "rsi14": 44.520108540578946, "return3m": -0.04660411797474817, "realizedVol63d": 0.30619312887753736, "drawdown1y": -0.12437949982982666, "reason": "Bearish: z=-0.98, 2/5 trend votes, price above 200dma, 3m return -4.7%.", "rawState": "Bearish", "stateMemory": { "persistence": 2, "rawState": "Bearish", "confirmedState": "Bearish", "pendingState": null, "pendingCount": 0, "confirmedChange": false } }, "bitcoin": { "state": "Neutral", "multiplier": 0.5, "score": -0.08405537936778286, "zScore": -0.5956474569947031, "zScoreState": "Bearish", "trendVotes": 3, "trendVoteDetails": [ { "key": "priceAbove50dma", "label": "Price > 50dma", "bullish": true, "current": 80009.9921875, "threshold": 73236.66, "detail": "80,009.99 vs 73,236.66", "state": "Bullish" }, { "key": "priceAbove200dma", "label": "Price > 200dma", "bullish": false, "current": 80009.9921875, "threshold": 83144.29904296875, "detail": "80,009.99 vs 83,144.30", "state": "Bearish" }, { "key": "ma50AboveMa200", "label": "50dma > 200dma", "bullish": false, "current": 73236.66, "threshold": 83144.29904296875, "detail": "73,236.66 vs 83,144.30", "state": "Bearish" }, { "key": "return3mPositive", "label": "3m return > 0", "bullish": true, "current": 0.12942859373704185, "threshold": 0, "detail": "12.9%", "state": "Bullish" }, { "key": "ma50Rising", "label": "50dma rising", "bullish": true, "current": 73236.66, "threshold": 71797.29015625, "detail": "73,236.66 vs 71,797.29 10d ago", "state": "Bullish" } ], "triggeredRule": { "key": "neutral-no-trigger", "label": "Neutral: no bullish or bearish rule triggered", "detail": "Neither bullish rule nor bearish rule has enough confirmation, so VAMS remains neutral." }, "nextTriggers": { "nextBullish": { "label": "Bullish trend confirmation", "detail": "Price moves above the 200dma (80,009.99 vs 83,144.30; needs about 3.9%). Would trigger Bullish trend confirmation.", "items": [ "Price moves above the 200dma (80,009.99 vs 83,144.30; needs about 3.9%)" ] }, "nextBearish": { "label": "Bearish z-score + weak trend breadth", "detail": "50dma stops rising versus 10 trading days ago (73,236.66 vs 71,797.29 10d ago; cushion about 2.0%). Would trigger Bearish z-score + weak trend breadth.", "items": [ "50dma stops rising versus 10 trading days ago (73,236.66 vs 71,797.29 10d ago; cushion about 2.0%)" ] } }, "latestPrice": 80009.9921875, "sma50": 73236.66, "sma200": 83144.29904296875, "sma50Previous10d": 71797.29015625, "rsi14": 57.132916598651214, "return3m": 0.12942859373704185, "realizedVol63d": 0.3223362792937216, "drawdown1y": -0.35865035053146466, "reason": "Neutral: z=-0.60, 3/5 trend votes, price below 200dma, 3m return 12.9%.", "rawState": "Neutral", "stateMemory": { "persistence": 2, "rawState": "Neutral", "confirmedState": "Neutral", "pendingState": null, "pendingCount": 0, "confirmedChange": false } } }, "allocation": [ { "key": "stocks", "label": "Stocks", "symbol": "VT", "strategicMax": 0.6, "topDownTarget": 0.6, "vams": "Bullish", "multiplier": 1, "actualWeight": 0.6, "percentOfMaxExposure": 1, "reason": "Bullish: z=0.24, 5/5 trend votes, price above 200dma, 3m return 6.0%." }, { "key": "gold", "label": "Gold", "symbol": "GLDM", "strategicMax": 0.3, "topDownTarget": 0.3, "vams": "Bearish", "multiplier": 0, "actualWeight": 0, "percentOfMaxExposure": 0, "reason": "Bearish: z=-0.98, 2/5 trend votes, price above 200dma, 3m return -4.7%." }, { "key": "bitcoin", "label": "Bitcoin", "symbol": "FBTC/BTC", "strategicMax": 0.1, "topDownTarget": 0.1, "vams": "Neutral", "multiplier": 0.5, "actualWeight": 0.05, "percentOfMaxExposure": 0.5, "reason": "Neutral: z=-0.60, 3/5 trend votes, price below 200dma, 3m return 12.9%." }, { "key": "cash", "label": "Cash", "symbol": "SPAXX", "strategicMax": 1, "topDownTarget": null, "vams": "n/a", "multiplier": null, "actualWeight": 0.35, "percentOfMaxExposure": 0.35, "reason": "Residual from top-down and VAMS risk controls goes to cash; cash can reach 100% when all risk assets are bearish." } ], "backtest": { "startDate": "2026-02-05", "endDate": "2026-05-07", "tradingDays": 63, "initialValue": 100000, "rebalances": 7, "rebalanceEvents": [ { "date": "2026-02-09", "value": 1.0467475456902786, "weights": { "stocks": 0.6, "gold": 0.3, "bitcoin": 0, "cash": 0.10000000000000003 }, "confirmationDays": 2 }, { "date": "2026-03-02", "value": 1.0593933322142002, "weights": { "stocks": 0.3, "gold": 0.15, "bitcoin": 0, "cash": 0.5499999999999999 }, "confirmationDays": 2 }, { "date": "2026-03-16", "value": 1.0388680107586201, "weights": { "stocks": 0.15, "gold": 0.15, "bitcoin": 0, "cash": 0.7 }, "confirmationDays": 2 }, { "date": "2026-03-20", "value": 1.0175580332688643, "weights": { "stocks": 0, "gold": 0.15, "bitcoin": 0, "cash": 0.85 }, "confirmationDays": 2 }, { "date": "2026-04-06", "value": 1.0243019199082695, "weights": { "stocks": 0, "gold": 0.075, "bitcoin": 0, "cash": 0.925 }, "confirmationDays": 2 }, { "date": "2026-04-13", "value": 1.0263995206117111, "weights": { "stocks": 0.6, "gold": 0.15, "bitcoin": 0.05, "cash": 0.2 }, "confirmationDays": 2 }, { "date": "2026-04-23", "value": 1.0392246098894404, "weights": { "stocks": 0.6, "gold": 0, "bitcoin": 0.05, "cash": 0.35000000000000003 }, "confirmationDays": 2 } ], "sortinoImprovement": 1.8260108846441523, "rules": { "kiss": "Actual-signal KISS starts on 2026-02-05 at 60% stocks / 30% gold / 10% bitcoin. A changed target must persist for two consecutive closes before the full portfolio is rebalanced after that day’s close; unused exposure earns the 3-month T-bill cash proxy.", "benchmark": "Benchmark starts with the same 60% stocks / 30% gold / 10% bitcoin portfolio and is fully rebalanced on the first trading day of each calendar year." }, "kiss": { "endingValue": 1.0600002903318384, "totalReturn": 0.0600002903318384, "cagr": 0.2634892364074002, "annualizedVolatility": 0.11878135943557308, "downsideDeviation": 0.06684723887577905, "sortinoRatio": 3.9416622262744045, "maxDrawdown": -0.043420171163260246 }, "benchmark": { "endingValue": 1.064111906637677, "totalReturn": 0.06411190663767696, "cagr": 0.28327553676820183, "annualizedVolatility": 0.1991978028202613, "downsideDeviation": 0.13122996943882254, "sortinoRatio": 2.1586192390318333, "maxDrawdown": -0.1019966102095522 }, "excess": { "endingValue": -0.004111616305838561, "cagr": -0.019786300360801645, "maxDrawdown": 0.05857643904629195 }, "series": [ { "date": "2026-02-05", "kiss": 1, "benchmark": 1, "kissValue": 100000, "benchmarkValue": 100000 }, { "date": "2026-02-06", "kiss": 1.0344365381643281, "benchmark": 1.0344365381643281, "kissValue": 103444, "benchmarkValue": 103444 }, { "date": "2026-02-09", "kiss": 1.0467475456902786, "benchmark": 1.0467475456902786, "kissValue": 104675, "benchmarkValue": 104675 }, { "date": "2026-02-10", "kiss": 1.0432532343603156, "benchmark": 1.0411039135592854, "kissValue": 104325, "benchmarkValue": 104110 }, { "date": "2026-02-11", "kiss": 1.048368128243344, "benchmark": 1.0433384855409016, "kissValue": 104837, "benchmarkValue": 104334 }, { "date": "2026-02-12", "kiss": 1.0291099249494828, "benchmark": 1.0228804780855592, "kissValue": 102911, "benchmarkValue": 102288 }, { "date": "2026-02-13", "kiss": 1.0381048941793143, "benchmark": 1.0361109273277276, "kissValue": 103810, "benchmarkValue": 103611 }, { "date": "2026-02-17", "kiss": 1.0283807365828477, "benchmark": 1.0240850612556018, "kissValue": 102838, "benchmarkValue": 102409 }, { "date": "2026-02-18", "kiss": 1.0380412367167917, "benchmark": 1.0320419872595892, "kissValue": 103804, "benchmarkValue": 103204 }, { "date": "2026-02-19", "kiss": 1.0376161954926797, "benchmark": 1.0324864983753024, "kissValue": 103762, "benchmarkValue": 103249 }, { "date": "2026-02-20", "kiss": 1.0489914495080155, "benchmark": 1.0454909322862984, "kissValue": 104899, "benchmarkValue": 104549 }, { "date": "2026-02-23", "kiss": 1.0521113448190638, "benchmark": 1.0433426046878367, "kissValue": 105211, "benchmarkValue": 104334 }, { "date": "2026-02-24", "kiss": 1.0521230091710578, "benchmark": 1.0423750673685421, "kissValue": 105212, "benchmarkValue": 104238 }, { "date": "2026-02-25", "kiss": 1.0564992981754244, "benchmark": 1.0528393057049183, "kissValue": 105650, "benchmarkValue": 105284 }, { "date": "2026-02-26", "kiss": 1.057057063569689, "benchmark": 1.0526386931698546, "kissValue": 105706, "benchmarkValue": 105264 }, { "date": "2026-02-27", "kiss": 1.0587759233591403, "benchmark": 1.0519157710281453, "kissValue": 105878, "benchmarkValue": 105192 }, { "date": "2026-03-02", "kiss": 1.0593933322142002, "benchmark": 1.0572180138457121, "kissValue": 105939, "benchmarkValue": 105722 }, { "date": "2026-03-03", "kiss": 1.046142614750936, "benchmark": 1.0295873366004629, "kissValue": 104614, "benchmarkValue": 102959 }, { "date": "2026-03-04", "kiss": 1.0499546267745794, "benchmark": 1.0440690269899207, "kissValue": 104995, "benchmarkValue": 104407 }, { "date": "2026-03-05", "kiss": 1.044491775750086, "benchmark": 1.0301078169162798, "kissValue": 104449, "benchmarkValue": 103011 }, { "date": "2026-03-06", "kiss": 1.0433979258807577, "benchmark": 1.0239409206933117, "kissValue": 104340, "benchmarkValue": 102394 }, { "date": "2026-03-09", "kiss": 1.0460917698693295, "benchmark": 1.0291856544709985, "kissValue": 104609, "benchmarkValue": 102919 }, { "date": "2026-03-10", "kiss": 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0.10000000000000009 }, { "date": "2026-02-10", "regime": "Reflation", "riskBias": "Risk-on", "scores": { "Goldilocks": 6, "Reflation": 7, "Inflation": 2, "Deflation": 3 }, "stocksPctMax": 1, "goldPctMax": 1, "bitcoinPctMax": 0, "cashWeight": 0.10000000000000009 }, { "date": "2026-02-09", "regime": "Reflation", "riskBias": "Risk-on", "scores": { "Goldilocks": 9, "Reflation": 10, "Inflation": 2, "Deflation": 3 }, "stocksPctMax": 1, "goldPctMax": 1, "bitcoinPctMax": 0, "cashWeight": 0.10000000000000009 }, { "date": "2026-02-06", "regime": "Reflation", "riskBias": "Risk-on", "scores": { "Goldilocks": 6, "Reflation": 8, "Inflation": 4, "Deflation": 4 }, "stocksPctMax": 1, "goldPctMax": 1, "bitcoinPctMax": 0, "cashWeight": 0.10000000000000009 }, { "date": "2026-02-05", "regime": "Reflation", "riskBias": "Risk-on", "scores": { "Goldilocks": 5, "Reflation": 7, "Inflation": 5, "Deflation": 5 }, "stocksPctMax": 1, "goldPctMax": 1, "bitcoinPctMax": 0, "cashWeight": 0.10000000000000009 } ], "methodology": { "topDown": "Global Macro Risk Matrix approximation: cross-asset confirmations map market behavior to Goldilocks, Reflation, Inflation, or Deflation.", "bottomUp": "VAMS approximation: volatility-adjusted momentum, trend, RSI, and moving-average confirmation map each asset to Bullish/Neutral/Bearish.", "cash": "Unused exposure is allocated to cash." } }