Risk-Parity Trend-Following AA

monthly rebalance Latest month-end signal: 2026-07-31
1Y Return
15.7%
vs 60/40
+1.1%
1Y Max DD
-4.4%
CAGR
4.9%
Sharpe
0.46

Current Allocation

AGG 45%
SPY 14%
VNQ 13%
IDEV 11%
PDBC 9%
IEMG 8%
Category Security Ticker Weight vs prev month-end
Bond iShares Core US Agg Bond AGG 45.1% +4.2%p
Cash Cash (SHY/T-bills) Cash 0.0% 0.0%p
Equity SPDR S&P 500 SPY 13.7% +0.3%p
Equity iShares Core MSCI Intl Developed IDEV 11.5% +0.6%p
Equity iShares Core MSCI Emerging Mkts IEMG 7.8% -0.4%p
Real Asset Vanguard Real Estate VNQ 12.5% +0.4%p
Real Asset Invesco Optimum Yield Commodity PDBC 9.3% +0.8%p
Real Asset SPDR Gold Shares GLD 0.0% -5.9%p

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

Performance vs 60/40

Risk-Parity performance chart

Drawdown

Risk-Parity drawdown chart

Allocation History

Risk-Parity allocation history

Latest month-end signals

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

Asset Security PriceSMA10MVol252TrendSignal Date
SPY SPDR S&P 500 745.76701.5812.5%ON2026-07-31
IDEV iShares Core MSCI Intl Developed 88.6184.8815.0%ON2026-07-31
IEMG iShares Core MSCI Emerging Mkts 80.6374.0322.2%ON2026-07-31
AGG iShares Core US Agg Bond 98.598.323.8%ON2026-07-31
VNQ Vanguard Real Estate 96.8291.6613.7%ON2026-07-31
GLD SPDR Gold Shares 370.6409.1127.7%OFF2026-07-31
PDBC Invesco Optimum Yield Commodity 15.7815.4118.6%ON2026-07-31

Strategy Details

Based on Clare, Seaton, Smith & Thomas's 2012 paper "The Trend is Our Friend." Classic risk parity weights assets by inverse volatility so each contributes roughly equal risk to the portfolio. This version adds a trend filter: assets that fall below their 10-month SMA are excluded and their allocation moves to cash. The combination of risk-parity weighting and trend filtering aims to reduce drawdowns during bear markets while maintaining diversified exposure during normal times. Lower-volatility assets (bonds, gold) naturally receive larger allocations.

Asset Universe

Risk Assets
SPY (US equity), IDEV (Int'l developed), IEMG (Emerging markets), AGG (US bonds), VNQ (REITs), GLD (Gold), PDBC (Commodities)
Cash
SHY (US short-term Treasuries)

Scoring Formula

Weight = (1 / 252-day trailing volatility) — normalized across trend-positive assets only

Decision Rules

  1. Calculate 252-day (1-year) annualized trailing volatility for each asset
  2. Trend filter: only include assets with price > 10-month SMA
  3. Weight trend-positive assets by inverse volatility (equal risk contribution)
  4. Assets failing the trend filter → allocation goes to cash (SHY)
  5. If all assets fail trend → 100% cash
Rebalancing: Monthly, end of month

Source

Clare, Seaton, Smith & Thomas, 'The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation', 2012 — 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.

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.