Expected Fall Return
+7.14%
vs Benchmark +4.20%
Portfolio Beta
1.18
Target: 1.10 - 1.25
Sharpe Estimate (Q4)
1.82
Risk-free r = 3.85%
Small-Cap Tilt Ratio
0.79x
IWM / Tech Weight
Max Simulated Drawdown
-3.80%
Mid-Sep Historic Dip
FALL TRAJECTORY SIMULATOR (SEPTEMBER 1 - NOVEMBER 30)
Your Tactical Portfolio
Election Cycle Mean
S&P 500 Baseline
Sector Factor Scorecard & Attribution
| Sector | Weight | Beta | P/E | Exp Q4 | Contr. |
|---|
Macro Stress-Test & Historical Precedents
| Historical Cycle Window | Fed Stance | Small-Cap Spread | Q4 SPX Win% |
|---|---|---|---|
| 1995 Soft Landing Cut | -75 bps Easing | +6.8% Outperform | 100% |
| 2020 Post-Pandemic Easing | ZIRP + Stimulus | +14.2% Outperform | 100% |
| 2024 Broadening Setup | -50 bps Initial Cut | +8.4% Outperform | 88% |
| 1970s Sticky Yield Spike | Tightening Shock | -5.2% Underperform | 40% |