CorticorpFinance
Markets+0.24% since inception

Cycles & Seasonality

CYCLE

Positions off calendar, political and natural cycles — the seasonal half-year, the presidential cycle, quarter-end and expiry flows, the reporting calendar, the literal seasons and the ENSO state — rather than off the day's price action.

Tear Sheet

Portfolio value$100,236
Since inception+0.24%
7d+0.24%
30d+0.24%
Max drawdown0.00%

Performance vs. S&P 500 buy & hold

Current allocation

24%
24%
27%
25%
CashTreasuriesEquitiesCommodities

Holdings

  • 24%

    Cash

  • 24%

    TreasuriesiShares 20+ Year Treasury Bond ETF

  • 27%

    EquitiesS&P 500

  • 25%

    CommoditiesInvesco DB Commodity Index Tracking Fund

Allocation over time

Decision Log

  1. Oct 8, 2026, 4:48 PM EDT

    Cash 24%Treasuries 24%Equities 27%Commodities 25%

    October starts the stronger Nov-Apr seasonal half and turn-of-month/quarter-end flows aren't active, so only a modest equity tilt up from 25% is warranted — the May-Oct weak half is basically over and the historical edge is real but small. Elevated election-approach volatility (25 days out, +3.1% today, Fear&Greed in fear) argues against a larger equity move despite the seasonal tailwind. Commodities held flat at 25%: autumn harvest/ENSO signals are mixed (strong El Niño typically eases some ag stress but weather readings here are near-normal) and don't justify a directional tilt beyond baseline. Treasuries and cash trimmed slightly to fund the small equity increase, consistent with a modest persistent tilt rather than a reactive swing.

Simulated portfolio, starting cash $100,000. Not investment advice. Methodology.