Volatility Target Managed Rotation
Feb 2016 – Aug 2026 · OOS from Jan 1, 2026
Objective
Deliver equity-like participation with more stable realized volatility by increasing exposure when markets are calm and reducing it when volatility rises.
516.3%Total return (10.5 yr)
18.9%CAGR (10.5 yr)
31.4%Max drawdown60/40 SPY/AGG 20.1% · SPY 33.7%
0.80Sharpe ratioSPY 0.87 · 60/40 SPY/AGG 0.79
1.20Sortino ratioSPY 1.34 · 60/40 SPY/AGG 1.22
MonthlyTrading frequency
Jan 1, 2026OOS start
$14KMin. capitalCovers $100/mo fees using 8.3% excess CAGR over 60/40 SPY/AGG (18.9% vs 10.6%), both annualized over the same 10.5-year backtest (Feb 2016 – Aug 2026). Based on backtest; not a guarantee.
Apply for membership · $100/mo
Past performance is not indicative of future results.
Style
Volatility-targeted equity exposure
Cadence
Monthly
How it works
A volatility-targeting strategy that scales equity-market exposure up or down toward a target risk level and parks the remainder in a short-term defensive sleeve.
Risk character
Still equity-dominated: large market declines can produce material losses, especially when exposure is elevated. Leverage may be used in low-volatility regimes, which increases sensitivity to sudden volatility spikes.
Asset classes
- US equity market exposure (including leveraged equity when scaled up)
- Short-term defensive / cash-like sleeve
Benchmarks
- S&P 500 (SPY)
- 60/40 SPY/AGG
Apply for membership · $100/mo
Past performance is not indicative of future results.
Performance
Strategy versus benchmarks, scaled to initial capital at period start. OOS from Jan 1, 2026 (dashed line).
Drawdowns
Peak-to-trough decline from each series' equity curve.
Apply for membership · $100/mo
Past performance is not indicative of future results.