CorticorpFinance
Markets+0.30% since inception

Risk Parity

PARITY

Equal-risk allocation — sizes treasuries, equities, and commodities by inverse trailing volatility so each sleeve contributes similar risk, not similar capital. Weights are computed by formula, not judgment (see computeRiskParityWeights) — the only strategy on the roster where Claude explains a decision instead of making one.

Tear Sheet

Portfolio value$100,297
Since inception+0.30%
7d+0.30%
30d+0.30%
Max drawdown0.00%

Performance vs. S&P 500 buy & hold

Current allocation

10%
33%
36%
21%
CashTreasuriesEquitiesCommodities

Holdings

  • 10%

    Cash

  • 33%

    TreasuriesiShares 20+ Year Treasury Bond ETF

  • 36%

    EquitiesS&P 500

  • 21%

    CommoditiesInvesco DB Commodity Index Tracking Fund

Allocation over time

Decision Log

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

    Cash 10%Treasuries 33%Equities 36%Commodities 21%

    Today's weights simply reflect the inverse of each sleeve's trailing 20-day volatility: equities were calmest at 0.62% daily stdev, so they get the largest risk-sized weight at 36%, with treasuries close behind at 0.68% stdev earning 33%. Commodities swung the most at 1.06% daily stdev — about 60-70% more volatile than the other two sleeves — so the formula cuts their weight down to 21% to keep their risk contribution in line with the calmer sleeves. The 10% cash sleeve carries no volatility by construction and simply fills out the remainder. This is a pure mechanical output of the relative vol readings, not a view on any of the day's headlines.

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