Ray Dalio All-Weather Portfolio (US) - 4-Season Economic Allocation
Ray Dalio legendary All-Weather risk parity asset allocation engineered to perform across all 4 economic seasons: rising growth, falling growth, rising inflation, and falling inflation. By holding 30% Equities (SPY), 40% Long-Term Treasuries (TLT), 15% Intermediate Treasuries (IEF), 7.5% Gold (GLD), and 7.5% Commodities (DBC), the portfolio dampens volatility while harvesting long-term equity risk premia.
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: 1 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 Ray_Dalio_All_Weather_US
MARKET US_CASH
EXCHANGE NYSE
CONSTITUENTS SPY:30% TLT:40% IEF:15% GLD:7.5% DBC:7.5%
CADENCE QUARTERLY
DRIFT_CORRIDOR 5%
PRODUCT CASH_DELIVERY
EXECUTION DIRECT_BROKER{
"schema_version": "3.1.0-US",
"strategy_id": "ray-dalio-all-weather-us-ast",
"blueprint_id": "US_FACTOR_16_ALL_WEATHER_RISK_PARITY",
"strategy_name": "Ray Dalio All-Weather Portfolio (US)",
"market_regime": "US_NYSE_NASDAQ_OPRA",
"engine_archetype": "PORTFOLIO_REBALANCE",
"config_type": "PORTFOLIO_REBALANCE",
"portfolio_assets": [
{
"sym": "SPY",
"name": "SPDR S&P 500 ETF Trust",
"category": "ETF",
"price": 585,
"weightPct": 30
},
{
"sym": "TLT",
"name": "iShares 20+ Year Treasury Bond ETF",
"category": "DEBT",
"price": 92,
"weightPct": 40
},
{
"sym": "IEF",
"name": "iShares 7-10 Year Treasury Bond ETF",
"category": "DEBT",
"price": 95,
"weightPct": 15
},
{
"sym": "GLD",
"name": "SPDR Gold Shares",
"category": "GOLD",
"price": 245,
"weightPct": 7.5
},
{
"sym": "DBC",
"name": "Invesco DB Commodity Index Fund",
"category": "ETF",
"price": 23,
"weightPct": 7.5
}
],
"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 |
|---|---|---|---|
| SEC Section 31 Fee Mandatory transaction assessment fee. | $0.0000278 per dollar of sales | $0.28 per $10k | SEC |
| FINRA TAF Trading Activity Fee on equity sales. | $0.000166 per share | $0.17 per 1,000 shares | FINRA |
| Broker Commission Zero commission execution on US ETF baskets. | $0.00 | $0.00 | Alpaca / IBKR Lite |
Deterministic Execution Rules & Risk Guardrails
1. Entry Triggers
- Deploy capital across target weights: 30% SPY, 40% TLT, 15% IEF, 7.5% GLD, 7.5% DBC.
- Monitor constituent weights daily at 16:00 EST market close.
- Execute rebalance on the first trading session of each calendar quarter if any asset drifts > ±5%.
2. Exit & Stop Rules
- Trim outperforming asset categories back to target percentages.
- Redeploy trimmed profits into underperforming components to enforce structural buy-low / sell-high discipline.
3. Risk Collars & Circuit Breakers
- Zero margin borrowing: Cash-only unleveraged ETF holding (RBI LRS compliant for international accounts).
- Automatic drift alerts via Telegram and email.
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.