An ever green, risk-taking strategy inspired by Ray Dalio's 'All Weather Portfolio' and Mutiny's Fund 'Cockroach Portfolio', engineered to thrive across diverse market conditions.
Rebalancing: Monthly | Transaction Fees: 0.1% per trade
| Strategy | Final Value | Total Return | CAGR | Sharpe | Max Drawdown | Volatility |
|---|---|---|---|---|---|---|
| Cascabel Portfolio | $46,742.10 | +368% | 29.2% | 1.10 | -38.6% | 24.2% |
| VOO Benchmark | $23,368.21 | +134% | 15.1% | 0.69 | -34.0% | 20.8% |
| AGG Benchmark | $10,530.40 | +5% | 0.9% | -0.14 | -18.4% | 6.5% |
Outperformed S&P 500 by 14.0% annually
Sharpe ratio of 1.10 indicates strong risk-adjusted returns
73 monthly rebalances, $148 total fees
Maximum drawdown -38.6%, volatility 24.2%
The Cascabel Portfolio represents a modern interpretation of asset allocation theory, blending the resilience of Ray Dalio's All Weather approach with the anti-fragility principles of the Cockroach Portfolio. Unlike its conservative predecessors, this strategy deliberately embraces calculated risk to capture asymmetric upside opportunities while maintaining robust downside protection. Like a Cascabel rattlesnake, it adapts and strikes at the right moment.
By allocating to diversified asset classes: equities, international markets, gold, and digital assets. The portfolio is designed to perform across inflation, deflation, growth, and recession scenarios. The 20% allocation to Bitcoin serves as a volatility engine and hedge against monetary debasement, while traditional equity and commodity exposure provides stability and long-term compounding.
Six uncorrelated asset classes reduce single-point failure and enhance all-weather performance.
Monthly rebalancing mechanically captures profits and maintains target risk exposure.
Strategic Bitcoin allocation targets exponential growth while limiting downside to allocation size.
