Mid-life couple, 55 portfolio 27

user Couple at 55 · defined 2026-10-02 09:30 · an example: a common US account mix in mid-life, still saving (made-up figures); optimized for growth · every portfolio

Optimized for growth

made 2026-10-02 18:49 by 4_book.py · objective: largest CAGR with max drawdown at most max_dd (max drawdown 25%) · 2003-01-02 .. 2026-09-25

Try your own version of this portfolio →add, remove and re-weight its strategies; worked out in your browser, nothing stored

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Which runs passed

23 candidates · 2 held

primary: every usable DONE run → grade_min B: 29 → exclude 870: 28

23 candidates after the rest of the screens (crypto, the same curve twice, shorting, the window, the quick build's); 2 held · probability of backtest overfitting over the candidates 40.85%

Figures

2003-01-02 .. 2026-09-25

invested 760,000 on 760,000 of capital (no margin)primary: 2 strategies, 100.00% of the portfolio

CAGR

13.17%

2003-01-02 → 2026-09-25 (23.7 years)

Sortino

1.581

daily, target 0

Max drawdown

25.00%

2008-05-20 → 2008-11-20, recovered 2009-09-10

Total return

1783.88%

760,000 → 14,317,476 undefined

Sharpe

1.077

risk-free 0

Volatility

12.18%

annualized, daily returns

Calmar

0.527

CAGR / max drawdown

Longest under water

570 days

2021-11-08 → 2023-06-01

Best year

42.72%

2020

Worst year

-12.95%

2008

Positive months

63.51%

of 285

2003-01-02 760,000 → 2026-09-25 14,317,476 · log scale · 6085 days · hover or use the arrow keys for values

Drawdown: the fall below the highest value reached so far. Worst 25.00% below its peak, from 2008-05-20 to 2008-11-20, back to that peak 2009-09-10 (478 days from the peak) · 8.67% below its peak on the last day

30-year Monte Carlo

the spread of wealth

5th percentile, year 30

10,213,836

13.4 times the 760,000 it starts with; 95 in 100 paths end above it

Median wealth, year 30

30,994,306

40.8 times the 760,000 it starts with

History sampled

284 months

2003-02 → 2026-09

By year, log scale (under 10,000, ruin included, sits on the floor) · line median, dashed 5th percentile, bands 25th–75th and 5th–95th · hover or use the arrow keys for values

The chart is wealth with nothing withdrawn and nothing added, not adjusted for inflation. 2,000 paths of 30 years, each built from 12-month blocks of the portfolio's own monthly returns (2003-02 → 2026-09), drawn at random. 30 years are drawn from 23.7 years of history, so the same years recur within a path. The portfolio's weights were fitted to this same history, and growth compounds that fit over every year, so every figure here leans optimistic, and more than a withdrawal does: read the 5th percentile first.

Walk-forward

the years the weights never saw

The whole selection (ratings, admission and the fit) rerun on each training window's data alone, then frozen and scored on the years after it, beside equal weights over that window's candidates. Reconstruction: only variations registered before the split. Retrospective: every variation, a test of the choosing procedure, not evidence those variations existed then. The held-out figure is the one to compare portfolios by.

Mode	Fitted On	CAGR	Max DD	Held Out	CAGR	Max DD	Equal Weights: CAGR	Max DD
reconstruction	2003-01-02 .. 2012-12-31	skipped: no variation was registered before 2013-01-01 (the first was registered 2026-09-27)
retrospective	2003-01-02 .. 2012-12-31	13.75%	25.00%	2013-01-02 .. 2019-12-31	5.59%	10.63%	5.87%	16.48%
reconstruction	2003-01-02 .. 2019-12-31	skipped: no variation was registered before 2020-01-01 (the first was registered 2026-09-27)
retrospective	2003-01-02 .. 2019-12-31	15.17%	45.66%	2020-01-02 .. 2026-09-25	10.01%	35.73%	18.83%	34.07%

Strategies

5 rows

Weight and amount are the portfolio's; tier is primary (drives the portfolio) or secondary (added around them); every other column is the held run as this portfolio copied it, measured in that run's currency over its whole curve. Each strategy is shown at the version the run used. No two holdings are variations of each other.

Strategy	Market	Tier	Weight ▼	Amount	Run	Status	Grade	CAGR	Sortino	Max DD	Total Return	Sharpe	Volatility	Calmar	Under Water Days	Best Year	Worst Year	Positive Months	Fills	Fees
clear	all CADUSD	all primarysecondary				all DONE	all ABCD–
Thesis: An even split of shares put back to even once a year v1	USD	primary	0.1909	145,053	9496	DONE	B	19.88%	1.225	55.34%	7282.31%	0.847	25.12%	0.359	887	76.55% (2023)	-41.82% (2008)	61.75%	1,233	70,577
Thesis: An even split of shares put back to even once a year v1	USD	primary	0.0895	67,993	9496	DONE	B	19.88%	1.225	55.34%	7282.31%	0.847	25.12%	0.359	887	76.55% (2023)	-41.82% (2008)	61.75%	1,233	70,577
Thesis: An even split of shares put back to even once a year v1	USD	primary	0.0835	63,461	9496	DONE	B	19.88%	1.225	55.34%	7282.31%	0.847	25.12%	0.359	887	76.55% (2023)	-41.82% (2008)	61.75%	1,233	70,577
Thesis: An even split of shares put back to even once a year v1	USD	primary	0.0537	40,796	9496	DONE	B	19.88%	1.225	55.34%	7282.31%	0.847	25.12%	0.359	887	76.55% (2023)	-41.82% (2008)	61.75%	1,233	70,577
Thesis: An even split of shares put back to even once a year v1	USD	primary	0.0358	27,197	9496	DONE	B	19.88%	1.225	55.34%	7282.31%	0.847	25.12%	0.359	887	76.55% (2023)	-41.82% (2008)	61.75%	1,233	70,577

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