Cross-Asset Scoreboard: Why Equal Weight Beats Complex Models | The Allocation Equation EP4

Описание: Cross-asset scoring framework tested across 9 assets over 108 months. The hedge-arbitrage framework beats 60/40, risk parity, and all-weather — but loses to equal weight. What does that mean for systematic investing?

This episode builds the complete scoring engine from the hedge floor (M2×V calibration + forward-looking fear factor), arbitrage premium (cross-asset percentile ranking), and structural bid (net-flow/free-float analysis). We reveal the uncomfortable truth: a naive 1/N portfolio still wins on raw returns thanks to Bitcoin asymmetry and diversification premium.

Chapters:
00:00 Opening
00:20 Building the Hedge Score: From Noise to Signal
04:50 The Forward-Looking Fear Factor
08:16 Structural Bid: Central Banks and Eurodollar Flows
13:11 Cross-Asset Backtest: 15.0% CAGR, 0.94 Sharpe
20:05 The Equal Weight Challenge: 19.5% CAGR
27:11 April 2026 Signal Matrix: USD, TLT, SPY Strong Buy
32:13 The 5/5 Verification Protocol
37:36 What the Framework Is Actually Good For
43:22 Closing Infographic

Key topics: cross-asset allocation, hedge arbitrage framework, equal weight portfolio, risk parity, all-weather portfolio, 60/40 portfolio, signal matrix, structural bid, M2 velocity, mean reversion, portfolio scoring, systematic investing, asset ranking, verification protocol, April 2026 signals

Disclaimer: This content is for educational and informational purposes only and does not constitute financial advice. All investments carry risk including loss of principal. Always consult a qualified financial advisor before making investment decisions.