Dashboard consolidating backtest and analysis on a vol-weighted portfolio of S&P 500 and Gold. No dividends included.
This dashboard backtests a volatility-adjusted portfolio combining the S&P 500 and Gold, with weights scaled using a 30-day volatility estimate. The strategy targets a more stable risk profile by reducing exposure to the asset with higher recent volatility and allocating relatively more to the lower-vol asset. Returns are shown as a normalized index in USD, alongside the standalone S&P 500 and Gold series for comparison (no dividends included for the equity leg). Use the time-window controls to evaluate performance across cycles, drawdowns, and how the allocation shifts in different volatility regimes.
