Strategy

Each week, I will enter into a hedged position that is long six stocks,
short six stocks, long one and short one bond ETF. Total stock positions
are 72 per cent of the portfolio, with the bonds at 28 per cent. The
stock positions are weighted, with two at 25 per cent, two at 15 per
cent, and two at 10 per cent, for each of the long and short sides. The
bond positions are split even.

Total starting capital is 100,000 for illustrative purposes, with the
first week starting on January 5, 2026. Positions are entered into
Monday morning and closed mid-day Friday, pending market closures.
Generally I will either pick a risk-on or risk-off trade, based on
relative volatilities, correlations and returns, and informed by the
Bankers Dozen risk equilibrium with treasuries.

The table below shows an example of the allocation weights and amounts
using the 100,000 starting capital.