Classical All-Weather Portfolio (India) - The Golden Triangle Wealth Compounder
The Golden Triangle allocation solves multi-decade equity sequence risk by distributing capital across 50% Large-Cap Equities (NIFTYBEES), 25% Sovereign Gold (GOLDBEES), and 25% Liquid Debt (LIQUIDBEES). Evaluated with quarterly rebalancing and a ±5% drift corridor, capital is automatically redeployed from outperforming assets into oversold assets during market corrections.
Duplicate this exact verified strategy into your personal Crucible Studio workspace.
Paper trade with ₹10 Lakh virtual funds or connect your live broker in 1 click.
Verified Simulation Metrics & Risk Attribution
Slippage Assumed: 2 bpsVisible White-Box AST & BNF Grammar Specification
100% Deterministic • Zero HallucinationUnlike opaque Python black boxes or fragile webhook bots, Crucible strategies compile directly into a formal Backus-Naur Form (BNF) token grammar and JSON Abstract Syntax Tree. Every condition is strictly typed and validated before market execution.
PORTFOLIO Classical_All_Weather_India
MARKET INDIA_CASH
EXCHANGE NSE
CONSTITUENTS NIFTYBEES:50% GOLDBEES:25% LIQUIDBEES:25%
CADENCE QUARTERLY
DRIFT_CORRIDOR 5%
TREND_SHIELD 200_DMA
PRODUCT CNC_DELIVERY
EXECUTION 1_CLICK_BASKET{
"schema_version": "3.1.0-IN",
"strategy_id": "classical-all-weather-portfolio-india-ast",
"blueprint_id": "IN_ETF_ALL_WEATHER_RISK_PARITY",
"strategy_name": "Classical All-Weather Portfolio (India)",
"market_regime": "IN_NSE_BSE",
"product_segment": "NSE_CASH_DELIVERY_CNC",
"engine_archetype": "PORTFOLIO_REBALANCE",
"config_type": "PORTFOLIO_REBALANCE",
"market_segment": "etfs",
"portfolio_assets": [
{
"sym": "NIFTYBEES",
"name": "Nippon India Nifty 50 ETF",
"category": "ETF",
"price": 265,
"weightPct": 50
},
{
"sym": "GOLDBEES",
"name": "Nippon India Gold BeES ETF",
"category": "GOLD",
"price": 74,
"weightPct": 25
},
{
"sym": "LIQUIDBEES",
"name": "Nippon India Liquid ETF",
"category": "DEBT",
"price": 1000,
"weightPct": 25
}
],
"rebalance_cadence": "QUARTERLY",
"drift_tolerance_pct": 5,
"trend_shield_enabled": true,
"timeframe": "1d"
}Realistic Statutory Taxes, Exchange Levies & Slippage
Post-Tax Real ReturnsMost retail backtest software shows inflated profits because it completely ignores government levies, exchange fees, and execution slippage. Crucible models exact statutory tax schedules and bid-ask slippage on every simulated fill:
| Statutory Fee / Levy | Schedule / Rate | Cost per Standard Trade | Regulatory Authority |
|---|---|---|---|
| STT (Delivery) Applicable on equity delivery transactions. | 0.1% on Buy & Sell | ₹100 per ₹1L | Dept of Revenue, MoF |
| Stamp Duty Levied on gross purchase turnover. | 0.015% on Buy only | ₹15 per ₹1L | Indian Stamp Act, 1899 |
| Exchange Turnover Charges Standard exchange trading infrastructure fee. | 0.00345% | ₹3.45 per ₹1L | NSE / BSE |
| SEBI Turnover Fee Regulatory oversight assessment. | ₹10 per Crore | ₹0.10 per ₹1L | SEBI |
| GST Goods and Services Tax on transaction fees. | 18% | 18% on exchange charges | CBIC |
Deterministic Execution Rules & Risk Guardrails
1. Entry Triggers
- Initial deployment: Allocate capital 50% NIFTYBEES, 25% GOLDBEES, 25% LIQUIDBEES via CNC delivery.
- At each quarterly review date (1st trading day of Jan, Apr, Jul, Oct), calculate portfolio drift.
- If any asset weight deviates by more than ±5.0% from target, trigger rebalancing Demat basket.
2. Exit & Stop Rules
- 200-DMA Trend Filter: If Nifty 50 closes below its 200-day moving average, temporarily shift equity allocation to LIQUIDBEES.
- Resume standard 50/25/25 weights once Nifty 50 reclaims its 200-day SMA.
3. Risk Collars & Circuit Breakers
- Zero leverage: 100% unleveraged Demat equity delivery (CNC).
- Non-custodial execution: Orders confirmed via Zerodha Kite or Dhan 1-click delivery baskets.
- Zero management fees: No AUM deduction, saving 1.5% to 2.5% compared to traditional mutual funds/PMS.
Ready to Build Your Own Institutional Quantitative Edge?
Say your strategy rules in plain English. Furnace-1 compiles it into a validated AST in seconds with sub-second GPU backtesting and zero code required.