Vig — Portfolio Builder

Portfolio builder / capital in, allocation out — risk parity core, vol-targeted, Vig alpha capped

Capital (USD)

Risk appetite

The allocation

Sleeve	Vehicle	Weight	Dollars

What history says about this mix / today's weights replayed through 2004-present — pain included, promises excluded

Cash sleeve is modeled at 0% return (T-bills would add ~the short rate — conservative profiles are understated here). History assumes daily rebalancing to fixed weights; a real quarterly-rebalanced book drifts and would show modestly deeper drawdowns. Sleeves enter history at their inception (BTC 2014+), weights renormalized before that. Historical CAGR is what this mix DID, not what it will do. Rebalance quarterly; more often just pays your broker.

Worst episodes for this mix / peak → trough → recovery, 2004-present — know the pain before you size

Depth	Peak	Trough	Recovered	On your capital

Alpha sleeve / Vig long book as of 2026-07-30 — long-only top decile, equal weight; treat as equity risk with a thin tilt

Ticker	P(out)	Last	Dollars	Shares

My book / track your actual positions — stored only in this browser; recommendations rebalance you toward the selected profile above

Ticker

Cost basis / share (optional)

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