Fixed-Weight 4-Asset Blend

baseline, no timing — SPY, AGG, GLD, DBC, monthly rebalance.

Verified — real backtest on real ETF price data, implemented exactly as published, no tuning. This is a tactical-asset-allocation grade: judged on years-long risk-adjusted return, not per-trade expectancy — different rubric from Tessen's crypto grades, same honesty standard.

Passed all gates

OOS CAGR

+10.0%

OOS Max Drawdown

-12.8%

OOS Sharpe

1.16

Benchmark (static 60/40 SPY/AGG, same OOS window): CAGR +10.0%, Sharpe 0.99

✓Out-of-sample Sharpe > 0

✓No hidden tail risk (OOS drawdown within bounds of in-sample)

✓Beats a static 60/40 SPY/AGG benchmark, risk-adjusted

✓Implemented as the exact published rule — no parameter tuning

Full history (2006-04-30 to 2026-07-31, 244 months): CAGR +7.1%, max drawdown -27.0%, Sharpe 0.76. In-sample/out-of-sample split is a chronological 50/50 — the rule was implemented once, verbatim, and never adjusted after seeing results.

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A Tessen Grade is a historical, out-of-sample statistical measurement — not investment advice, a prediction, or a guarantee of future results. Trading involves substantial risk of loss. Full risk disclosure