U.S.Asset allocationDifficulty: IntermediatePaid forecast
U.S. Four-Asset Balanced Allocation
- Author
- MoreMoneyQuant Research
- Updated
- Sep 4, 2026
- Version
- 24
Annualized return
13.1%
Maximum drawdown
-16.8%
Sharpe ratio
1.27
Calmar ratio
0.78
Paid accessUpdated after completed market data is available
Next trading-day portfolio forecast
The model uses the latest complete market data to estimate the assets and weights the strategy should hold next.
Comparable results
Historical results
Close signal · same-close fillThe backtest calculates the target at the official close and simulates an ideal fill at that same close, after 1bp adverse slippage and 1bp commission per traded side. Filling at the next trading day's open can materially change returns and drawdowns. Historical simulations are not actual performance and do not predict future results.
Loading the interactive historical series…