Confirmed portfolio allocation
The confirmed model weights and each sleeve's current share of maximum exposure.
Gross Exposure
Confirmed Allocation
30% Stocks (VT)
0% Gold (GLDM)
5% Bitcoin (FBTC)
65% Cash (SPAXX)
Tax-deferred portfolio
KISS portfolio
Market nowcast: InflationDesigned for retirement and other tax-deferred accounts where the portfolio can respond quickly to changing risk. The maximum allocation is 60% stocks, 30% gold, and 10% Bitcoin. Unused exposure moves to cash.
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Set your maximum allocation
Choose the most you would allocate to each asset. The current portfolio signals below will scale to your maximums, with any unused allocation held in cash.
Maximums can total up to 100%. Lower one asset before raising another when fully allocated. Your settings are saved only in this browser.
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Live top-down reading
Market nowcast
The nowcast is today's market reading. Portfolio changes become actionable only after the required consecutive closes.
Market nowcast
Inflation
Risk-off evidence leads 74% to 26%. Inflation is the confirmed regime.
- Winner margin
- 18.8
- Data coverage
- 100%
- Confidence
- High
Risk on
Goldilocks
9.4
Score Reflation
21.9
Score Risk off
Inflation
53.1
Current Deflation
34.4
Score Current and proposed allocations
Stocks
VT
Current allocation 30% Partial reduction · Inflation Confirmed Sep 16
Supporting calculations
Latest signal inputs.
z-score input
-0.73BearishTrend-vote input
4/5BullishPrice > 50dma
Bearish157.65 vs 159.61
Price > 200dma
Bullish157.65 vs 151.51
50dma > 200dma
Bullish159.61 vs 151.51
3m return > 0
Bullish1.2%
50dma rising
Bullish159.61 vs 159.19 10d ago
Signal rule and confirmation
Bullish: trend confirmationPrice is above the 200dma, 3m return is positive, and at least 4 of 5 trend votes are bullish.
The conditions below would change the raw signal. Confirmation still applies. Raw Neutral means neither the Bullish nor Bearish rule is met.
Gold
GLDM
Current allocation 0% Bearish VAMS · Reflation Confirmed Sep 17
Supporting calculations
Latest signal inputs.
z-score input
-1.96BearishTrend-vote input
2/5BearishPrice > 50dma
Bearish388.72 vs 405.55
Price > 200dma
Bearish388.72 vs 423.63
50dma > 200dma
Bearish405.55 vs 423.63
3m return > 0
Bullish1.5%
50dma rising
Bullish405.55 vs 405.12 10d ago
Signal rule and confirmation
Bearish: z-score + weak trend breadthz < -0.25 and 2 or fewer of 5 trend votes are bullish.
The conditions below would change the raw signal. Confirmation still applies. Raw Neutral means neither the Bullish nor Bearish rule is met.
Bitcoin
FBTC/BTC
Current allocation 5% Bullish VAMS · Inflation Confirmed Sep 16
Supporting calculations
Latest signal inputs.
z-score input
0.77BullishTrend-vote input
5/5BullishPrice > 50dma
Bullish82,067.87 vs 81,486.34
Price > 200dma
Bullish82,067.87 vs 72,571.28
50dma > 200dma
Bullish81,486.34 vs 72,571.28
3m return > 0
Bullish27.2%
50dma rising
Bullish81,486.34 vs 80,718.54 10d ago
Signal rule and confirmation
Bullish: z-score and trend confirmationz > +0.25 with at least 3 trend votes, and price > 200dma with positive 3m return and at least 4 trend votes.
The conditions below would change the raw signal. Confirmation still applies. Raw Neutral means neither the Bullish nor Bearish rule is met.
How VAMS is calculated
- Raw momentum score = weighted 1m / 3m / 6m / 12m log returns divided by 63-day annualized realized volatility. Weights are 20%, 35%, 30%, and 15%.
- z-score compares today’s raw momentum score to roughly the prior three years of raw scores. z > +0.25 is bullish pressure; z < -0.25 is bearish pressure; the middle zone is neutral.
- The five trend votes are price > 50dma, price > 200dma, 50dma > 200dma, 3m return > 0, and 50dma rising versus 10 trading days ago.
- Bullish triggers when z > +0.25 with at least 3 trend votes, or when price is above the 200dma, 3m return is positive, and at least 4 trend votes are bullish.
- Bearish triggers when z < -0.25 with 2 or fewer trend votes, or when price is below the 200dma, 3m return is negative, and 2 or fewer trend votes are bullish. If neither side triggers, the asset remains Neutral.
- VAMS reductions require two consecutive closes supporting that exposure or less; increases require two closes in the same new state. Neutral followed by Bearish can confirm Neutral while the full exit continues confirming. Allocation confirmation is separate: two supporting closes to reduce, five identical targets to increase. The same close can advance both stages; worsening signals preserve progress toward smaller reductions.
- RSI 14 is display-only. It does not affect the VAMS state, multiplier, or allocation.
Historical context
Portfolio performance and signal history
These simulations and daily records are useful for evaluating the process, but they come after today's allocation and decision inputs.
Portfolio Performance
Current-methodology model simulation using adjusted total returns, next-session execution, the declared cash proxy, and implementation costs. The period before 2025-01-02 is a retrospective reconstruction, not a record of signals published live. All results are simulated—not audited live—performance, and taxes are excluded.
Trading Days
1,707
2020-01-02 → 2026-10-19
152 KISS target changes
KISS ending value
$247,390
CAGR 14.3%; max drawdown -8.2%.
60/30/10 annual rebalance ending value
$341,444
CAGR 19.8%; max drawdown -29.2%.
Sample Sortino comparison
1.4x
Model-simulation Sortino divided by 60/30/10 annual rebalance Sortino. Treat cautiously until the common sample spans more regimes.
Current-methodology KISS simulation60/30/10 annual rebalance60% Stocks (VT) / 40% Bonds (AGG) annual rebalance
| Portfolio | Ending value | Total return | CAGR | Sortino ratio | Max drawdown | Volatility |
|---|---|---|---|---|---|---|
| Current-methodology KISS simulation | $247,390 | 147.4% | 14.3% | 2.21 | -8.2% | 9.2% |
| 60/30/10 annual rebalance | $341,444 | 241.4% | 19.8% | 1.61 | -29.2% | 17.3% |
| 60% Stocks (VT) / 40% Bonds (AGG) annual rebalance | $164,768 | 64.8% | 7.6% | 0.88 | -22.3% | 12.0% |
KISS rule: Current-methodology model simulation starts on the first available trading day on or after 2020-01-01 at 60% stocks / 30% gold / 10% bitcoin. Signals before 2025-01-02 are retrospective reconstructions; later rows align with the archived-record period but are recalculated under the current methodology. Confirmation is tracked independently by sleeve: a lower sleeve target requires 2 confirming closes supporting that weight or less and a higher sleeve target requires 5 consecutive closes with identical targets. Worsening targets preserve progress toward smaller reductions. Confirmed sleeve changes execute next session with declared costs and the 3-month T-bill cash proxy.
Matching-allocation 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.
60/40 comparison: 60/40 comparison starts on the same date with 60% VT and 40% AGG, uses adjusted total returns, and is fully rebalanced on the first trading day of each calendar year.
Sortino Ratio: return per unit of downside volatility. On this page, it is calculated as CAGR divided by annualized downside deviation of daily returns below 0%; higher is better.
Macro Regime Scores
Raw weighted scores for the four macro regimes
2026-07-222026-10-19
Reflation: Current 21.9Goldilocks: Current 9.4Inflation: Current 53.1Deflation: Current 34.4 Regime-change rebalance
Risk On vs Risk Off
Share of the total regime score
2026-07-222026-10-19
Risk On: Current 26.3%Risk Off: Current 73.7% Regime-change rebalance
Daily signal history
Newest first. Percentage columns show each sleeve's raw signal target as a share of its maximum exposure. The confirmed allocation above applies the separate two-close reduction and five-close increase rules.
| Date | Bias | Regime | Stocks % max | Gold % max | Bitcoin % max |
|---|---|---|---|---|---|
| 2026-10-19 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-16 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-15 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-14 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-13 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-12 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-09 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-08 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-07 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-06 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-05 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-02 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-10-01 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-09-30 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-09-29 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-09-28 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-09-25 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-09-24 | Risk-off | Inflation | 50% | 0% | 50% |
| 2026-09-23 | Risk-off | Inflation | 50% | 25% | 50% |
| 2026-09-22 | Risk-on | Reflation | 100% | 50% | 100% |
| 2026-09-21 | Risk-off | Inflation | 50% | 25% | 50% |
| 2026-09-18 | Mixed | Mixed | 100% | 50% | 100% |
| 2026-09-17 | Risk-on | Reflation | 50% | 0% | 100% |
| 2026-09-16 | Risk-off | Inflation | 25% | 0% | 50% |
| 2026-09-15 | Risk-off | Inflation | 50% | 25% | 50% |
| 2026-09-14 | Mixed | Mixed | 100% | 50% | 100% |
| 2026-09-11 | Risk-on | Reflation | 100% | 50% | 100% |
| 2026-09-10 | Risk-on | Reflation | 100% | 50% | 100% |
| 2026-09-09 | Risk-on | Reflation | 100% | 50% | 100% |
| 2026-09-08 | Risk-on | Reflation | 100% | 50% | 100% |