Periodo 2003-05 → 2026-07. Capitale iniziale 49,945 €. Costi IBKR, tasse in dichiarativo.
| Strategia | CAGR netto | Volatilità | Sharpe | Max DD | Peggior anno | Recupero (mesi) | Liquidazione netta |
|---|---|---|---|---|---|---|---|
| All Weather | 6.0% | 9.6% | 0.66 | -16.6% | -14.9% | 35 | 170,161 € |
| Blend 40/60 | 8.3% | 10.1% | 0.85 | -31.4% | -20.5% | 42 | 259,796 € |
| VWCE | 9.4% | 13.4% | 0.74 | -49.8% | -37.6% | 69 | 304,805 € |
Costo di costi+tasse: 0.79% di CAGR l'anno (lordo 6.8% → netto 6.0%).
| Strategia | Rolling 3a min | mediana | max |
|---|---|---|---|
| All Weather | -1.9% | 6.2% | 19.0% |
| Blend 40/60 | -10.4% | 8.7% | 18.2% |
| VWCE | -17.7% | 10.3% | 21.2% |
| Anno | All Weather | Blend 40/60 | VWCE |
|---|---|---|---|
| 2003 | -2.5% | 7.9% | 14.7% |
| 2004 | 0.9% | 3.8% | 5.8% |
| 2005 | 24.8% | 25.9% | 26.6% |
| 2006 | -4.5% | 2.7% | 7.5% |
| 2007 | -0.3% | -1.7% | -2.7% |
| 2008 | 5.1% | -20.5% | -37.6% |
| 2009 | -4.3% | 15.1% | 28.1% |
| 2010 | 21.2% | 21.5% | 21.7% |
| 2011 | 19.8% | 4.9% | -5.0% |
| 2012 | 4.5% | 10.6% | 14.6% |
| 2013 | -5.5% | 8.3% | 17.4% |
| 2014 | 27.7% | 21.6% | 17.6% |
| 2015 | 8.2% | 8.7% | 9.1% |
| 2016 | 9.1% | 10.7% | 11.8% |
| 2017 | -2.6% | 4.4% | 9.1% |
| 2018 | 1.4% | -3.0% | -6.0% |
| 2019 | 20.7% | 25.9% | 29.3% |
| 2020 | 4.9% | 5.3% | 5.5% |
| 2021 | 16.5% | 23.2% | 27.7% |
| 2022 | -14.9% | -14.0% | -13.4% |
| 2023 | 4.7% | 12.3% | 17.4% |
| 2024 | 11.1% | 18.6% | 23.6% |
| 2025 | 0.3% | 4.9% | 7.9% |
| 2026 | 5.9% | 10.8% | 14.1% |
| Anno | Imposta 26% | IVAFE |
|---|---|---|
| 2003 | 0 € | 98 € |
| 2004 | 0 € | 98 € |
| 2005 | 0 € | 123 € |
| 2006 | 419 € | 118 € |
| 2007 | 0 € | 117 € |
| 2008 | 647 € | 124 € |
| 2009 | 226 € | 118 € |
| 2010 | 0 € | 143 € |
| 2011 | 0 € | 171 € |
| 2012 | 0 € | 178 € |
| 2013 | 596 € | 170 € |
| 2014 | 925 € | 217 € |
| 2015 | 0 € | 233 € |
| 2016 | 0 € | 254 € |
| 2017 | 1,128 € | 250 € |
| 2018 | 0 € | 251 € |
| 2019 | 0 € | 303 € |
| 2020 | 4,057 € | 326 € |
| 2021 | 2,045 € | 375 € |
| 2022 | 2,010 € | 320 € |
| 2023 | 1,988 € | 334 € |
| 2024 | 3,235 € | 374 € |
| 2025 | 0 € | 368 € |
| 2026 | 2,729 € | 396 € |
Run diagnostica in USD lordo: CAGR 7.1%, max drawdown -20.6%.
Log completo in trades_all-weather.csv.
| date | asset | side | qty | price | value | cost | tax |
|---|---|---|---|---|---|---|---|
| 2021-03-31 | COMMOD | SELL | 27.863715 | 123.993675 | 3454.924455 | 5.763940 | 53.712766 |
| 2021-03-31 | TREASURY_LONG | BUY | 28.652961 | 257.692173 | 7383.643749 | 8.906915 | 0.000000 |
| 2021-03-31 | TREASURY | BUY | 2.330535 | 196.680904 | 458.371735 | 3.366697 | 0.000000 |
| 2021-03-31 | GOLD | BUY | 2.552215 | 424.523312 | 1083.474585 | 3.866780 | 0.000000 |
| 2022-05-31 | US_EQ | SELL | 4.989124 | 560.334802 | 2795.579791 | 5.236464 | 585.178367 |
| 2022-05-31 | GOLD | SELL | 1.759495 | 496.405682 | 873.423539 | 3.698739 | 138.009239 |
| 2022-05-31 | COMMOD | SELL | 40.702174 | 234.780895 | 9556.092798 | 10.644874 | 1286.903465 |
| 2022-05-31 | TREASURY_LONG | BUY | 35.433414 | 247.129690 | 8756.648574 | 10.005319 | 0.000000 |
| 2022-05-31 | TREASURY | BUY | 10.120087 | 199.006433 | 2013.962400 | 4.611170 | 0.000000 |
| 2023-07-31 | US_EQ | SELL | 13.579808 | 615.738814 | 8361.614748 | 9.689292 | 1788.404308 |
| 2023-07-31 | GOLD | SELL | 2.414295 | 513.322323 | 1239.311313 | 3.991449 | 199.988463 |
| 2023-07-31 | TREASURY_LONG | BUY | 25.824537 | 212.849756 | 5496.746354 | 7.397397 | 0.000000 |
| 2023-07-31 | TREASURY | BUY | 2.113781 | 184.096063 | 389.138758 | 3.311311 | 0.000000 |
| 2023-07-31 | COMMOD | BUY | 6.912998 | 196.279158 | 1356.877422 | 4.085502 | 0.000000 |
| 2024-11-30 | US_EQ | SELL | 13.642452 | 859.480502 | 11725.421129 | 12.380337 | 2661.215119 |
| 2024-11-30 | GOLD | SELL | 4.197666 | 720.369877 | 3023.872182 | 5.419098 | 573.684598 |
| 2024-11-30 | TREASURY_LONG | BUY | 38.115531 | 219.490464 | 8365.995484 | 9.692796 | 0.000000 |
| 2024-11-30 | TREASURY | BUY | 9.107031 | 199.657617 | 1818.288044 | 4.454630 | 0.000000 |
| 2024-11-30 | COMMOD | BUY | 11.453039 | 192.307097 | 2202.500664 | 4.762001 | 0.000000 |
| 2026-02-28 | US_EQ | SELL | 1.278660 | 887.955556 | 1135.393406 | 3.908315 | 258.893140 |
| 2026-02-28 | GOLD | SELL | 8.418737 | 1267.638423 | 10671.914086 | 11.537531 | 2348.468382 |
| 2026-02-28 | COMMOD | SELL | 5.937613 | 211.887278 | 1258.104716 | 4.006484 | 121.626493 |
| 2026-02-28 | TREASURY_LONG | BUY | 38.335009 | 200.293695 | 7678.260620 | 9.142608 | 0.000000 |
| 2026-02-28 | TREASURY | BUY | 7.165750 | 192.672863 | 1380.645529 | 4.104516 | 0.000000 |
Questo contenuto ha finalità esclusivamente informative e didattiche e non costituisce consulenza finanziaria, raccomandazione personalizzata né sollecitazione all'investimento. I rendimenti passati e i risultati di backtest non sono indicativi di risultati futuri. Le assunzioni fiscali riflettono un caso specifico (regime dichiarativo) e possono non applicarsi alla tua situazione. Strategia originale: www.bridgewater.com, www.lazyportfolioetf.com. Replica, codice e verifiche: Federico Caruso. Vedi anche le note legali.