Canary / Crash-Protection AA

monthly rebalance Latest month-end signal: 2026-07-31
1Y Return
17.3%
vs 60/40
+2.7%
1Y Max DD
-6.1%
CAGR
6.0%
Sharpe
0.72

Current Allocation

IEMG 17%
IDEV 17%
VNQ 17%
SPY 17%
HYG 17%
LQD 17%
Category Security Ticker Weight vs prev month-end
Bond iShares iBoxx HY Corp Bond HYG 16.7% 0.0%p
Bond iShares iBoxx IG Corp Bond LQD 16.7% +16.7%p
Cash Cash (SHY/T-bills) Cash 0.0% 0.0%p
Equity iShares Core MSCI Intl Developed IDEV 16.7% 0.0%p
Equity iShares Core MSCI Emerging Mkts IEMG 16.7% 0.0%p
Equity SPDR S&P 500 SPY 16.7% 0.0%p
Real Asset Vanguard Real Estate VNQ 16.7% 0.0%p
Real Asset Invesco Optimum Yield Commodity PDBC 0.0% -16.7%p

Weight change vs previous month-end rebalance (2026-05-31).

Performance vs 60/40

Crash-Protection performance chart

Drawdown

Crash-Protection drawdown chart

Allocation History

Crash-Protection allocation history

Latest month-end signals

Signals are evaluated once a month at month-end; they do not update intraday.

Type Security AssetMomentumSignalSignal Date
Canary VWO1.31%POSITIVE2026-07-31
Canary BND0.24%POSITIVE2026-07-31
Offensive SPY2.66%SELECTED2026-07-31
Offensive IEMG2.27%SELECTED2026-07-31
Offensive VNQ2.14%SELECTED2026-07-31
Offensive IDEV1.72%SELECTED2026-07-31
Offensive HYG0.47%SELECTED2026-07-31
Offensive LQD0.27%SELECTED2026-07-31
Defensive SHY0.18%SELECTED2026-07-31
Defensive IEF-0.01%SELECTED2026-07-31
Defensive GLD-2.84%SELECTED2026-07-31

Strategy Details

Wouter Keller & Jan Willem Keuning's Defensive Asset Allocation (DAA) from their 2018 paper. DAA uses "canary" assets — emerging market equities (VWO) and US aggregate bonds (BND) — as early-warning indicators. These assets tend to break down before US equities in a crisis. When canary momentum is positive, the portfolio goes fully offensive into the top-ranked risky assets. When canary signals turn negative, the portfolio proportionally shifts into defensive safe-haven assets. The key innovation is the 13612W momentum formula that heavily weights recent performance for faster signal detection.

Asset Universe

Canary Assets (risk gauge)
VWO (Emerging market equity), BND (US aggregate bonds)
Offensive Assets
SPY, IDEV, IEMG, AGG, LQD, HYG, VNQ, GLD, PDBC
Defensive Assets
IEF (7-10Y Treasuries), SHY (short-term Treasuries), GLD (Gold)

Scoring Formula

Momentum Score (13612W) = (12 × 1M return + 4 × 3M return + 2 × 6M return + 1 × 12M return) / 19 — heavily front-weighted for fast regime detection

Decision Rules

  1. Calculate 13612W momentum for canary assets (VWO, BND)
  2. If ALL canary momentum ≥ 0 → full offensive: equal-weight top 6 of 9 offensive assets by momentum
  3. If ANY canary momentum < 0 → proportional shift: B/2 fraction to defensive (B = number of bad canary signals)
  4. Defensive allocation: equal-weight top 3 defensive assets by momentum
  5. Offensive remainder: top 6 offensive assets by momentum
Rebalancing: Monthly, end of month

Source

Wouter Keller & Jan Willem Keuning, 'Defensive Asset Allocation (DAA)', 2018 — Paper

Caveats

  • IEMG data starts 2012-10-24, limiting backtest history.
  • PDBC data starts 2014-11-07, limiting backtest history.
  • IDEV data starts 2017-03-23, limiting backtest history.
  • HYG data starts 2007-04-11, limiting backtest history.
  • BND data starts 2007-04-10, limiting backtest history.
  • VWO data starts 2005-03-10, limiting backtest history.

Data: Alpha Vantage (prices), FRED (unemployment). Transaction cost: 5bps/trade. Backtest: 2017-03-31 to 2026-07-01. Generated: 2026-07-02 09:30:55.