Periodo 2003-05 → 2026-07. Capitale iniziale 49,948 €. Costi IBKR, tasse in dichiarativo.
| Strategia | CAGR netto | Volatilità | Sharpe | Max DD | Peggior anno | Recupero (mesi) | Liquidazione netta |
|---|---|---|---|---|---|---|---|
| Permanent | 7.1% | 8.9% | 0.81 | -14.6% | -9.0% | 27 | 207,100 € |
| Blend 40/60 | 8.8% | 9.7% | 0.91 | -28.5% | -19.4% | 35 | 279,621 € |
| VWCE | 9.4% | 13.4% | 0.74 | -49.8% | -37.6% | 69 | 304,805 € |
Costo di costi+tasse: 0.59% di CAGR l'anno (lordo 7.7% → netto 7.1%).
| Strategia | Rolling 3a min | mediana | max |
|---|---|---|---|
| Permanent | -1.1% | 6.6% | 18.3% |
| Blend 40/60 | -8.8% | 8.8% | 17.9% |
| VWCE | -17.7% | 10.3% | 21.2% |
| Anno | Permanent | Blend 40/60 | VWCE |
|---|---|---|---|
| 2003 | -0.8% | 8.5% | 14.7% |
| 2004 | -1.6% | 2.8% | 5.8% |
| 2005 | 24.9% | 25.9% | 26.6% |
| 2006 | -0.1% | 4.4% | 7.5% |
| 2007 | 0.9% | -1.2% | -2.7% |
| 2008 | 7.8% | -19.4% | -37.6% |
| 2009 | 3.3% | 18.2% | 28.1% |
| 2010 | 24.0% | 22.6% | 21.7% |
| 2011 | 13.7% | 2.5% | -5.0% |
| 2012 | 3.8% | 10.3% | 14.6% |
| 2013 | -8.1% | 7.2% | 17.4% |
| 2014 | 24.8% | 20.4% | 17.6% |
| 2015 | 8.6% | 8.9% | 9.1% |
| 2016 | 8.7% | 10.5% | 11.8% |
| 2017 | -2.3% | 4.5% | 9.1% |
| 2018 | 1.9% | -2.8% | -6.0% |
| 2019 | 18.4% | 25.0% | 29.3% |
| 2020 | 6.6% | 5.9% | 5.5% |
| 2021 | 13.3% | 22.0% | 27.7% |
| 2022 | -9.0% | -11.6% | -13.4% |
| 2023 | 8.9% | 14.0% | 17.4% |
| 2024 | 15.9% | 20.5% | 23.6% |
| 2025 | 6.3% | 7.3% | 7.9% |
| 2026 | 3.8% | 10.0% | 14.1% |
| Anno | Imposta 26% | IVAFE |
|---|---|---|
| 2003 | 0 € | 99 € |
| 2004 | 0 € | 98 € |
| 2005 | 0 € | 122 € |
| 2006 | 0 € | 122 € |
| 2007 | 853 € | 125 € |
| 2008 | 605 € | 134 € |
| 2009 | 0 € | 137 € |
| 2010 | 0 € | 170 € |
| 2011 | 1,826 € | 197 € |
| 2012 | 0 € | 200 € |
| 2013 | 1,399 € | 187 € |
| 2014 | 0 € | 230 € |
| 2015 | 0 € | 249 € |
| 2016 | 0 € | 271 € |
| 2017 | 0 € | 265 € |
| 2018 | 3,017 € | 276 € |
| 2019 | 0 € | 320 € |
| 2020 | 0 € | 341 € |
| 2021 | 0 € | 386 € |
| 2022 | 0 € | 351 € |
| 2023 | 0 € | 383 € |
| 2024 | 6,627 € | 457 € |
| 2025 | 6,146 € | 484 € |
| 2026 | 0 € | 490 € |
Run diagnostica in USD lordo: CAGR 8.0%, max drawdown -17.9%.
Log completo in trades_permanent-portfolio.csv.
| date | asset | side | qty | price | value | cost | tax |
|---|---|---|---|---|---|---|---|
| 2008-12-31 | GOLD | SELL | 5.578350 | 196.318007 | 1095.130514 | 3.876104 | 142.603950 |
| 2008-12-31 | TREASURY_LONG | SELL | 43.659327 | 137.041007 | 5983.118136 | 7.786495 | 448.390897 |
| 2008-12-31 | TBILL | SELL | 10.116380 | 88.761161 | 897.941615 | 3.718353 | 13.737136 |
| 2008-12-31 | US_EQ | BUY | 94.800323 | 73.534549 | 6971.099039 | 8.576879 | 0.000000 |
| 2011-07-31 | US_EQ | SELL | 30.645440 | 108.103759 | 3312.887285 | 5.650310 | 228.116909 |
| 2011-07-31 | GOLD | SELL | 24.436989 | 349.440144 | 8539.264968 | 9.831412 | 1597.582312 |
| 2011-07-31 | TREASURY_LONG | BUY | 53.288080 | 121.057278 | 6450.909910 | 8.160728 | 0.000000 |
| 2011-07-31 | TBILL | BUY | 48.258184 | 89.694471 | 4328.492337 | 6.462794 | 0.000000 |
| 2013-12-31 | US_EQ | SELL | 57.545275 | 168.100572 | 9673.393553 | 10.738715 | 1326.011073 |
| 2013-12-31 | TREASURY_LONG | SELL | 8.002552 | 139.632376 | 1117.415333 | 3.893932 | 72.716831 |
| 2013-12-31 | GOLD | BUY | 27.540652 | 264.296665 | 7278.902519 | 8.823122 | 0.000000 |
| 2013-12-31 | TBILL | BUY | 13.509848 | 93.367441 | 1261.379973 | 4.009104 | 0.000000 |
| 2018-09-30 | US_EQ | SELL | 40.029993 | 344.908581 | 13806.688085 | 14.045350 | 2762.589946 |
| 2018-09-30 | TREASURY_LONG | SELL | 8.834308 | 215.400938 | 1902.918295 | 4.522335 | 254.309094 |
| 2018-09-30 | GOLD | BUY | 23.934631 | 304.021004 | 7276.630691 | 8.821305 | 0.000000 |
| 2018-09-30 | TBILL | BUY | 51.192195 | 113.238231 | 5796.913549 | 7.637531 | 0.000000 |
| 2024-02-29 | US_EQ | SELL | 28.671695 | 700.816239 | 20093.589496 | 19.074872 | 4631.883436 |
| 2024-02-29 | GOLD | SELL | 21.346419 | 542.233802 | 11574.750062 | 12.259800 | 1995.503744 |
| 2024-02-29 | TREASURY_LONG | BUY | 77.837711 | 208.445720 | 16224.937721 | 15.979950 | 0.000000 |
| 2024-02-29 | TBILL | BUY | 79.751295 | 129.287605 | 10310.853968 | 11.248683 | 0.000000 |
| 2025-09-30 | US_EQ | SELL | 2.709582 | 864.713962 | 2343.013446 | 4.874411 | 553.194778 |
| 2025-09-30 | GOLD | SELL | 28.513919 | 937.036901 | 26718.594215 | 24.374875 | 5592.454928 |
| 2025-09-30 | TREASURY_LONG | BUY | 64.044836 | 194.624836 | 12464.715734 | 12.971773 | 0.000000 |
| 2025-09-30 | TBILL | BUY | 73.569578 | 128.583074 | 9459.802505 | 10.567842 | 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: en.wikipedia.org. Replica, codice e verifiche: Federico Caruso. Vedi anche le note legali.