Strategic Portfolios

Risk-tiered allocations for the current economic climate
Stagflation-lite
narrow lead
energy-supply-shock driven · Stagflation 35% · confidence Medium
Built 14 July 2026 · from Macro report 14 July 2026
Changes since last report (9 Jul → 14 Jul)
Regime — same defensiveness, new composition. Scenario weights Stagflation 38→35, Reacceleration 26→21, Soft Landing 22→27, Deflationary Bust 14→17. Defensiveness unchanged at +4, so overall risk posture holds; the mix rotates from deep-reflation toward soft-landing disinflation → quality-cyclicals + defensives favoured over deep cyclicals.
New CRITICAL driver: Iran/Hormuz oil supply shock (Hormuz declared closed; Brent risk-premium elevated). Energy (XLE) re-rated Short SO — Energy overweight raised near-term across all three tiers.
EM trimmed near-term (Short U) while kept as a contrarian long-recovery sleeve (Long O).
Technology reclassified Trend (Short N, Med/Long O — a structural AI/productivity tilt, not a washed-out recovery); its key risk is the armed S&P-concentration tail (see §7).
Contrarian sleeve narrowed to EM · Copper · Silver (the genuine Long>>Short recovery plays), reflecting the less recovery-driven mix.
Otherwise stable: Gold 11/12/12; long bonds (TLT), HY/IG credit, broad SPY, Real Estate, Discretionary all remain 0% (macro-penalised).
DISCLAIMER: This is a quantitative framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.

Aggressive

Maximise growth-for-the-regime
Trend 84% · Contrarian 16% · Cash 8%

Balanced

Moderate growth with a real ballast
Trend 91% · Contrarian 9% · Cash 18%

Conservative

Capital preservation with inflation protection
Trend 95% · Contrarian 5% · Cash 38%
Table of Contents
1

Macro Read & Portfolio Strategy

The regime, scenario weights and top drivers from the 14 July 2026 Macro-Economic report, and the thesis they imply: growth-for-this-climate is real assets + energy & quality-cyclicals + defensives, sized for a stagflation-lite lead driven by a live energy-supply shock.
Regime: Stagflation-lite — a narrow lead (Stagflation 35%), driven by the live Iran/Hormuz energy-supply shock (Hormuz declared closed; the oil risk-premium is elevated, Brent ~$82–92). Soft Landing (27%) is closing on core disinflation, but the oil shock reverses June’s disinflation near-term. Two CRITICAL (5) drivers now anchor the read — Iran/Hormuz and Global Monetary Policy (a 29 Jul FOMC hold base case, higher-for-longer still priced, 2Y ~4.26 above funds). Confidence Medium.
Stagflation
35%
Energy-supply shock reverses disinflation near-term; real assets and defensives lead.
Soft Landing
27%
Core disinflation resumes once the oil premium bleeds out; quality-cyclicals broaden.
Reacceleration
21%
Labour resilient, growth re-firms; cyclicals and the metals recovery extend.
Deflationary Bust
17%
Labour breaks / credit event; cash and gold dominate.

Top drivers

5
Iran / Hormuz Crisis — CRITICAL (5)
Hormuz declared closed; the Brent risk-premium is elevated (~$82–92). A live oil-supply shock that reverses June’s disinflation near-term — the direct case for the raised Energy overweight and a firmer stagflation weight.
5
Global Monetary Policy — CRITICAL (5)
A 29 Jul FOMC hold is the base case; higher-for-longer is still priced with 2Y ~4.26 above the funds rate. USD firm, front-end anchored high, long Treasuries pressured — ballast via cash/TIPS/gold, not TLT.
4
US Economic Health — HIGH (4)
Retail sales (16 Jul) and the housing/Michigan prints test whether the consumer is rolling over; soft data tilts toward stag/soft-landing, not reaccel. Defensives over deep cyclicals at the margin.
4
US Fiscal Trajectory & Sovereign Debt — HIGH (4)
Heavy issuance + a 10Y >4.5% pressures long-duration; the structural bid behind gold, TIPS and hard assets — the reason long nominal bonds carry zero weight.
4
Tariff War — 1 Aug Escalation — HIGH (4)
A binary catalyst: if tariffs land, goods inflation firms and supply chains fragment — adds directly to the stagflation weight and to hard-asset / defense demand; a headwind for trade-levered EM and tech hardware.

Thesis

Growth-for-this-climate is real assets (gold / TIPS) + energy & quality-cyclicals + defensives + a narrow contrarian recovery sleeve — not broad equities and not long bonds, which are both macro-penalised. The oil-supply shock re-rates Energy to Short SO (O/O across medium/long), lifting it to a top-line overweight; Industrials (O/O/SO), Aerospace & Defense (O/O/O) and Comm. Services (O/O/O) lead the quality-cyclical core, with re-rated Health Care and Utilities and Financials (O/O/N) on the steeper curve. Gold, TIPS and Agriculture are the real-asset ballast (gold N/O/O — a structural bid firming into the medium horizon). Technology is now Trend (N/O/O — a structural AI/productivity tilt), sized modestly against the armed S&P-concentration tail. The contrarian sleeve is narrowed to EM (U→N→O), Copper (N→O→SO) and Silver (U→N→O) — the genuine washed-out-now, recover-later plays. Long Treasuries (TLT U/U/N, 10Y elevated), HY and IG credit, broad SPY, Real Estate and Consumer Discretionary are penalised and carry zero weight; the ballast is gold + TIPS + cash instead of long nominal duration.

2

How These Portfolios Are Built

The construction engine: macro signals → tilts → weights within each tier’s category budget, every position tagged Trend or Contrarian.

Each building block is scored from its Macro-Economic Short/Medium/Long signal (SO=+2, O=+1, N=0, U=−1, SU=−2) blended 0.25·Short + 0.50·Medium + 0.25·Long. Blocks fill five sleeves — real assets & inflation hedges, cyclical-growth equity, defensive equity, contrarian recovery, and cash & FX ballast — sized by relative tilt and scaled by the scenario weights. Here the combined Stagflation + Deflationary-Bust weight (52%) edges above Soft-Landing + Reacceleration (48%), a +4 defensiveness read that tilts all three tiers modestly toward ballast and real assets — unchanged from the 9-Jul run, but with the mix rotating from deep-reflation toward soft-landing disinflation, so the cyclical lean shifts to quality-cyclicals and defensives over deep cyclicals.

Trend vs Contrarian: a block is Trend when it rides a prevailing Outperform signal or is defensive ballast the regime favours now, and Contrarian when its Long signal is materially stronger than its Short (washed-out now, recovering later) or real money sits opposite fast money. This run’s contrarian lines are EM Equities, Copper and Silver — Technology is now Trend (a structural AI/productivity med-long tilt), no longer in the contrarian sleeve. Risk mitigation: uncorrelated sleeves; a safe-haven ballast (gold/TIPS/short-duration/cash) sized larger in the lower-risk tiers; position caps so no single non-ballast line dominates; and a cash buffer into the mid-July catalyst cluster.

3

Aggressive Portfolio

Maximise growth-for-the-regime. Percentage allocation first (sums to 100%), then the allocation bar and the worked $100,000 example. Trend 84% / Contrarian 16%.

Heaviest cyclical + real-asset exposure with a washed-out-recovery sleeve and light cash. Energy leads the book on the Hormuz supply shock; Industrials, Defense, Materials and Financials carry the rest of the cyclical growth; EM/Copper/Silver are the contrarian recovery bets; gold + TIPS + Agriculture are the real-asset ballast. Technology is now Trend but sized modestly against the armed S&P-concentration tail.

Building BlockAsset ClassSectorETF (ref)SMLTagWeightRationale — driver link
EnergyEquityEnergyXLESOOOTrend11%The live Iran/Hormuz supply shock re-rates Energy to Short SO (Brent risk-premium elevated); Outperform medium/long underpins the position — the top overweight this run.
IndustrialsEquityIndustrialsXLIOOSOTrend10%Reshoring + NATO rearmament + grid build — a top blended tilt (O/O/SO), strengthening out to the long horizon.
MaterialsEquityMaterialsXLBNOSOTrend6%Copper / de-dollar / China-stimulus drive an N→O→SO path; miners live here (not the metal itself).
Aerospace & DefenseEquityIndustrialsXAROOOTrend6%NATO rearmament is structural, multi-budget-cycle spend; steady Outperform (O/O/O) with order-book visibility.
FinancialsEquityFinancialsXLFOONTrend4%Steeper curve + higher-for-longer NIM; O short/medium, fades to Neutral long as the cycle matures.
Comm. ServicesEquityCommunication ServicesXLCOOOTrend4%AI-advertising + platform cash flows (O/O/O); sized modestly given the armed mega-cap S&P-concentration tail.
Health CareEquityHealth CareXLVOOOTrend4%Defensive earnings stability, Outperform across all three horizons (O/O/O) as growth cools toward the soft-landing mix.
UtilitiesEquityUtilitiesXLUNOOTrend2%Electrification / data-centre power demand outweighs the rate headwind (N→O→O).
GoldCommodityGLDNOOTrend11%Structural central-bank / de-dollarisation bid + fiscal-debasement hedge; short-term Neutral as fast-money hawkish selling caps it, the structural bid firming medium/long — the flagship stagflation ballast.
Inflation-linked (TIPS)Fixed IncomeTIPNOOTrend6%Real-yield carry + break-evens firming as the oil shock lifts headline inflation; a duration-lite inflation hedge, not long nominal bonds.
Agriculture / Broad CommoditiesCommodityDBANOOTrend5%Food/ags inflation + tariff-driven goods pass-through; Outperform medium/long — a diversifying real-asset uncorrelated with the metals.
TechnologyEquityInformation TechnologyXLKNOOTrend7%A structural AI/productivity tilt (N→O→O), scored on operating earnings — now Trend, but sized below index weight because the S&P-concentration / earnings-quality tail is armed.
EM EquitiesEquityEM EquitiesEEMUNOContrarian5%Trimmed near-term on the tariff Aug-1 tail + a strong USD (U short); real money rebalances into China policy support / copper while fast money shorts the tail — accumulate the washed-out long-recovery (Long O).
Copper / Ind MetalsCommodityCPERNOSOContrarian8%Persistent physical deficit + China policy support + the electrification supercycle drive an N→O→SO recovery; bought because near-term hawkish real rates cap it while the structural deficit builds. Direct metal (CPER), not miners.
SilverCommoditySLVUNOContrarian3%Hawkish real rates cap it now (U short); the electrification/solar deficit drives the recovery (Long O) — a contrarian accumulation, not a trend chase.
Cash / Short TreasuriesCashBIL / SHVTrend8%Higher-for-longer pays you to wait; dry powder into the 15–17 Jul catalyst cluster (PPI / China GDP / BoC, retail sales, housing / Michigan) and the live Hormuz situation.
Total100%
Allocation by sleeve
Real assets & inflation hedges 22%Cyclical-growth equity 48%Defensive equity 6%Contrarian recovery 16%Cash & FX ballast 8%

Worked $100,000 example

Building BlockWeightDollars
Energy11%$11,000
Industrials10%$10,000
Materials6%$6,000
Aerospace & Defense6%$6,000
Financials4%$4,000
Comm. Services4%$4,000
Health Care4%$4,000
Utilities2%$2,000
Gold11%$11,000
Inflation-linked (TIPS)6%$6,000
Agriculture / Broad Commodities5%$5,000
Technology7%$7,000
EM Equities5%$5,000
Copper / Ind Metals8%$8,000
Silver3%$3,000
Cash / Short Treasuries8%$8,000
Total100%$100,000
Expected behaviour: Leads in the Reacceleration / energy-shock paths (real-asset + cyclical heavy); its thin 8% cash and 16% contrarian sleeve make it the most volatile; the gold/TIPS/defensive core cushions a stagflation drift.
4

Balanced Portfolio

Moderate growth with a real ballast. Percentage allocation first (sums to 100%), then the allocation bar and the worked $100,000 example. Trend 91% / Contrarian 9%.

A quality-cyclical core (Energy/Industrials/Defense/Tech/Financials) balanced by a larger gold + TIPS + cash ballast and a full defensive-equity sleeve (Health/Utilities/Staples). The contrarian recovery sleeve (EM/Copper/Silver) is smaller than Aggressive.

Building BlockAsset ClassSectorETF (ref)SMLTagWeightRationale — driver link
GoldCommodityGLDNOOTrend12%Structural central-bank / de-dollarisation bid + fiscal-debasement hedge; short-term Neutral as fast-money hawkish selling caps it, the structural bid firming medium/long — the flagship stagflation ballast.
Inflation-linked (TIPS)Fixed IncomeTIPNOOTrend9%Real-yield carry + break-evens firming as the oil shock lifts headline inflation; a duration-lite inflation hedge, not long nominal bonds.
Agriculture / Broad CommoditiesCommodityDBANOOTrend4%Food/ags inflation + tariff-driven goods pass-through; Outperform medium/long — a diversifying real-asset uncorrelated with the metals.
EnergyEquityEnergyXLESOOOTrend6%The live Iran/Hormuz supply shock re-rates Energy to Short SO (Brent risk-premium elevated); Outperform medium/long underpins the position.
IndustrialsEquityIndustrialsXLIOOSOTrend6%Reshoring + NATO rearmament + grid build — a top blended tilt (O/O/SO), strengthening out to the long horizon.
MaterialsEquityMaterialsXLBNOSOTrend3%Copper / de-dollar / China-stimulus drive an N→O→SO path; miners live here (not the metal itself).
Aerospace & DefenseEquityIndustrialsXAROOOTrend4%NATO rearmament is structural, multi-budget-cycle spend; steady Outperform (O/O/O) with order-book visibility.
FinancialsEquityFinancialsXLFOONTrend2%Steeper curve + higher-for-longer NIM; O short/medium, fades to Neutral long as the cycle matures.
Comm. ServicesEquityCommunication ServicesXLCOOOTrend3%AI-advertising + platform cash flows (O/O/O); sized modestly given the armed mega-cap S&P-concentration tail.
Health CareEquityHealth CareXLVOOOTrend8%Defensive earnings stability, Outperform across all three horizons (O/O/O) as growth cools toward the soft-landing mix.
Cons. StaplesEquityConsumer StaplesXLPOONTrend5%Low-beta defensive ballast, re-rated Outperform short/medium (O/O/N) as the consumer softens (retail sales 16 Jul the tell).
UtilitiesEquityUtilitiesXLUNOOTrend6%Electrification / data-centre power demand outweighs the rate headwind (N→O→O).
TechnologyEquityInformation TechnologyXLKNOOTrend5%A structural AI/productivity tilt (N→O→O), scored on operating earnings — now Trend, but sized below index weight because the S&P-concentration / earnings-quality tail is armed.
EM EquitiesEquityEM EquitiesEEMUNOContrarian3%Trimmed near-term on the tariff Aug-1 tail + a strong USD (U short); real money rebalances into China policy support / copper while fast money shorts the tail — accumulate the washed-out long-recovery (Long O).
Copper / Ind MetalsCommodityCPERNOSOContrarian4%Persistent physical deficit + China policy support + the electrification supercycle drive an N→O→SO recovery; bought because near-term hawkish real rates cap it while the structural deficit builds. Direct metal (CPER), not miners.
SilverCommoditySLVUNOContrarian2%Hawkish real rates cap it now (U short); the electrification/solar deficit drives the recovery (Long O) — a contrarian accumulation, not a trend chase.
Cash / Short TreasuriesCashBIL / SHVTrend18%Higher-for-longer pays you to wait; dry powder into the 15–17 Jul catalyst cluster (PPI / China GDP / BoC, retail sales, housing / Michigan) and the live Hormuz situation.
Total100%
Allocation by sleeve
Real assets & inflation hedges 25%Cyclical-growth equity 29%Defensive equity 19%Contrarian recovery 9%Cash & FX ballast 18%

Worked $100,000 example

Building BlockWeightDollars
Gold12%$12,000
Inflation-linked (TIPS)9%$9,000
Agriculture / Broad Commodities4%$4,000
Energy6%$6,000
Industrials6%$6,000
Materials3%$3,000
Aerospace & Defense4%$4,000
Financials2%$2,000
Comm. Services3%$3,000
Health Care8%$8,000
Cons. Staples5%$5,000
Utilities6%$6,000
Technology5%$5,000
EM Equities3%$3,000
Copper / Ind Metals4%$4,000
Silver2%$2,000
Cash / Short Treasuries18%$18,000
Total100%$100,000
Expected behaviour: Meaningful gold/TIPS/cash ballast (39%) + a defensive-equity core (19%) with a moderate cyclical tilt; designed to hold up across all four scenarios with muted drawdown.
5

Conservative Portfolio

Capital preservation with inflation protection. Percentage allocation first (sums to 100%), then the allocation bar and the worked $100,000 example. Trend 95% / Contrarian 5%.

Cash + TIPS + gold-heavy (64% combined) with defensive equity only (Health/Utilities/Staples), a small energy/defense/industrials inflation-hedge toe-hold, a token Technology sliver, and a token Copper/Silver contrarian sleeve. Long nominal bonds, HY credit and broad SPY are deliberately zero (the macro rates them Underperform / penalised).

Building BlockAsset ClassSectorETF (ref)SMLTagWeightRationale — driver link
Cash / Short TreasuriesCashBIL / SHVTrend38%Higher-for-longer pays you to wait; dry powder into the 15–17 Jul catalyst cluster (PPI / China GDP / BoC, retail sales, housing / Michigan) and the live Hormuz situation.
GoldCommodityGLDNOOTrend12%Structural central-bank / de-dollarisation bid + fiscal-debasement hedge; short-term Neutral as fast-money hawkish selling caps it, the structural bid firming medium/long — the flagship stagflation ballast.
Inflation-linked (TIPS)Fixed IncomeTIPNOOTrend14%Real-yield carry + break-evens firming as the oil shock lifts headline inflation; a duration-lite inflation hedge, not long nominal bonds.
Agriculture / Broad CommoditiesCommodityDBANOOTrend3%Food/ags inflation + tariff-driven goods pass-through; Outperform medium/long — a diversifying real-asset uncorrelated with the metals.
Health CareEquityHealth CareXLVOOOTrend7%Defensive earnings stability, Outperform across all three horizons (O/O/O) as growth cools toward the soft-landing mix.
Cons. StaplesEquityConsumer StaplesXLPOONTrend5%Low-beta defensive ballast, re-rated Outperform short/medium (O/O/N) as the consumer softens (retail sales 16 Jul the tell).
UtilitiesEquityUtilitiesXLUNOOTrend6%Electrification / data-centre power demand outweighs the rate headwind (N→O→O).
EnergyEquityEnergyXLESOOOTrend3%The live Iran/Hormuz supply shock re-rates Energy to Short SO (Brent risk-premium elevated); a small inflation hedge, Outperform medium/long.
Aerospace & DefenseEquityIndustrialsXAROOOTrend3%NATO rearmament is structural, multi-budget-cycle spend; steady Outperform (O/O/O) with order-book visibility.
IndustrialsEquityIndustrialsXLIOOSOTrend2%Reshoring + NATO rearmament + grid build — a top blended tilt (O/O/SO); a small quality-cyclical toe-hold.
TechnologyEquityInformation TechnologyXLKNOOTrend2%A token structural AI/productivity tilt (N→O→O), scored on operating earnings — Trend, deliberately minimal given the armed S&P-concentration tail.
Copper / Ind MetalsCommodityCPERNOSOContrarian3%Persistent physical deficit + China policy support + the electrification supercycle drive an N→O→SO recovery; bought while soft. Direct metal (CPER), not miners.
SilverCommoditySLVUNOContrarian2%Hawkish real rates cap it now (U short); the electrification/solar deficit drives the recovery (Long O) — a token contrarian accumulation.
Total100%
Allocation by sleeve
Real assets & inflation hedges 29%Cyclical-growth equity 10%Defensive equity 18%Contrarian recovery 5%Cash & FX ballast 38%

Worked $100,000 example

Building BlockWeightDollars
Cash / Short Treasuries38%$38,000
Gold12%$12,000
Inflation-linked (TIPS)14%$14,000
Agriculture / Broad Commodities3%$3,000
Health Care7%$7,000
Cons. Staples5%$5,000
Utilities6%$6,000
Energy3%$3,000
Aerospace & Defense3%$3,000
Industrials2%$2,000
Technology2%$2,000
Copper / Ind Metals3%$3,000
Silver2%$2,000
Total100%$100,000
Expected behaviour: Capital-preservation + inflation protection — 38% cash + 26% gold/TIPS ballast, defensive equity only, a token 5% contrarian sleeve and a small energy/defense inflation hedge. Minimal cyclicals; lowest volatility.
6

Trend vs Contrarian Breakdown

Per-tier Trend/Contrarian split and the thesis for each contrarian position.
TierTrendContrarianContrarian position(s)
Aggressive84%16%Copper / Ind Metals 8%, EM Equities 5%, Silver 3%
Balanced91%9%Copper / Ind Metals 4%, EM Equities 3%, Silver 2%
Conservative95%5%Copper / Ind Metals 3%, Silver 2%
The contrarian sleeve — EM, Copper, Silver. Each is bought because it is out of favour with a projected recovery: EM Equities U→N→O — sold near-term on the tariff Aug-1 tail + a strong USD (Short U), while real money rebalances into China policy support / copper and the Long signal is Outperform: accumulate the washed-out long-recovery. Copper N→O→SO — a persistent physical deficit + China policy support + the electrification supercycle; bought because near-term hawkish real rates cap it while the structural deficit builds. Silver U→N→O — hawkish real rates cap it now, the electrification/solar deficit drives the recovery. Sized down by risk tier. Technology is now Trend (a structural AI/productivity med-long tilt), no longer in the contrarian sleeve. Everything else is Trend: riding an Outperform signal or held as defensive ballast (gold and TIPS are Trend ballast this regime, not contrarian, since stagflation-lite favours them outright).
7

Risk Management & Rebalancing

Diversification, the safe-haven ballast, the catalyst-cluster cash buffer, the path-dependent energy overweight, the armed systemic tail, and the triggers that would flip the allocation.

Diversification & ballast

The spread across real assets / defensive equity / cyclical equity / contrarian recovery / cash — deliberately positioned across all four macro scenarios — is the primary risk control. The safe-haven ballast (gold + TIPS + short-duration cash) is sized progressively larger by tier: ~25% Aggressive → ~39% Balanced → ~64% Conservative. No single non-ballast line dominates any tier. Long-duration Treasuries are deliberately excluded (TLT Underperform short/medium) — duration risk is carried through TIPS and the front end instead.

Catalyst-cluster cash buffer

Hold dry powder into the mid-July cluster — 15 Jul (PPI, China Q2 GDP, BoC hold), 16 Jul (US retail sales), 17 Jul (housing starts / Michigan) — which clusters with the live rolling Hormuz situation. Hold the stated cash weights (8% / 18% / 38% across the tiers) as dry powder into the week; trim the most event-sensitive lines into it.

Energy is a path-dependent overweight

The XLE tilt rides the Hormuz risk-premium: Energy is Short SO but Medium/Long only O (the medium/long Outperform underpins the position while the near-term SO is the supply-shock spike). Hormuz de-escalation / a ceasefire that bleeds the premium out is the explicit trigger to cut Energy back toward neutral — the overweight is a supply-shock trade, not a structural view on oil.

Armed systemic tail — S&P 500 concentration / AI earnings-quality unwind status: armed

Be loud about this. The top 10 names are ~41% of the S&P 500 at ~50× P/E, with SPY re-widening versus the equal-weight RSP — a narrow, concentrated index. The portfolio’s exposure is Technology (XLK 7/5/2%) + Comm. Services (XLC 4/3/0%); broad SPY is held at 0% deliberately to cushion the index-level drawdown. Trigger = an AI private-valuation markdown / a hyperscaler capex cut / a Q2 mega-cap guide-down. Falsifier = breadth broadening (RSP catching SPY). If it fires, cut Tech + Comm. Services and raise gold/cash.

Gold divergence

Gold is held as Trend ballast, but note the divergence: real money (central-bank / de-dollarisation accumulation) is buying while fast money (hawkish selling) has driven spot to an 8-month low. The structural bid reasserts Medium/Long (O/O) — the near-term Neutral is fast-money-driven, not a break in the thesis.

Rebalance triggers

The portfolio is only as current as the 14 July 2026 macro report it was built from; if the regime shifts, re-run the tiers.

8

Calibration / State Snapshot

Machine-readable snapshot — regime, scenario weights, the three tier allocations (each block carrying its asset class), and the Trend/Contrarian split — for next-run deltas and the Stock-Finder’s equity-only screen.
{
 "run_date": "2026-07-14",
 "run_time": "20:15",
 "macro_report_date": "2026-07-14",
 "supersedes": "PortfolioAnalyst-state-20260709.json",
 "dominant_regime": "Stagflation-lite - narrow lead (energy-supply-shock driven); Soft Landing closing on core disinflation",
 "confidence": "Medium",
 "scenario_weights": {
  "Stagflation": 35,
  "Soft Landing": 27,
  "Reacceleration": 21,
  "Deflationary Bust": 17
 },
 "defensiveness": 4,
 "top_drivers": [
  {
   "name": "Iran/Hormuz Crisis",
   "dominance": 5
  },
  {
   "name": "Global Monetary Policy",
   "dominance": 5
  },
  {
   "name": "US Economic Health",
   "dominance": 4
  },
  {
   "name": "US Fiscal Trajectory & Sovereign Debt",
   "dominance": 4
  },
  {
   "name": "Tariff War (Aug 1)",
   "dominance": 4
  }
 ],
 "key_changes": [
  "Same defensiveness (+4) but composition rotates: Reacceleration 26->21, Soft Landing 22->27, Stagflation 38->35, Deflationary Bust 14->17 -> quality-cyclicals + defensives over deep cyclicals",
  "New CRITICAL driver: Iran/Hormuz oil supply shock (Hormuz declared closed); Energy re-rated Short SO, Energy overweight raised near-term across all tiers",
  "EM trimmed near-term (Short U) but kept as a contrarian long-recovery sleeve (Long O)",
  "Technology reclassified Trend (Short N, Med/Long O) - a structural AI/productivity tilt, not a washed-out recovery; key risk is the armed S&P-concentration tail",
  "Contrarian sleeve narrowed to EM / Copper / Silver (the genuine Long>>Short recovery plays)",
  "Stable: Gold 11/12/12; long bonds (TLT), HY/IG credit, broad SPY, Real Estate, Discretionary all remain 0% (macro-penalised)"
 ],
 "trend_contrarian_split": {
  "Aggressive": "84/16",
  "Balanced": "91/9",
  "Conservative": "95/5"
 },
 "tiers": {
  "Aggressive": {
   "expected_behaviour": "Leads in Reacceleration/energy-shock paths (real-asset + cyclical heavy); its thin 8% cash and 16% contrarian sleeve make it the most volatile; the gold/TIPS/defensive core cushions a stagflation drift.",
   "weights": {
    "Energy": {
     "pct": 11,
     "asset_class": "equity",
     "vehicle": "XLE",
     "gics_sector": "Energy"
    },
    "Industrials": {
     "pct": 10,
     "asset_class": "equity",
     "vehicle": "XLI",
     "gics_sector": "Industrials"
    },
    "Materials": {
     "pct": 6,
     "asset_class": "equity",
     "vehicle": "XLB",
     "gics_sector": "Materials"
    },
    "Aerospace & Defense": {
     "pct": 6,
     "asset_class": "equity",
     "vehicle": "XAR",
     "gics_sector": "Industrials"
    },
    "Financials": {
     "pct": 4,
     "asset_class": "equity",
     "vehicle": "XLF",
     "gics_sector": "Financials"
    },
    "Comm. Services": {
     "pct": 4,
     "asset_class": "equity",
     "vehicle": "XLC",
     "gics_sector": "Communication Services"
    },
    "Health Care": {
     "pct": 4,
     "asset_class": "equity",
     "vehicle": "XLV",
     "gics_sector": "Health Care"
    },
    "Utilities": {
     "pct": 2,
     "asset_class": "equity",
     "vehicle": "XLU",
     "gics_sector": "Utilities"
    },
    "Gold": {
     "pct": 11,
     "asset_class": "commodity",
     "vehicle": "GLD"
    },
    "Inflation-linked (TIPS)": {
     "pct": 6,
     "asset_class": "fixed_income",
     "vehicle": "TIP"
    },
    "Agriculture / Broad Commodities": {
     "pct": 5,
     "asset_class": "commodity",
     "vehicle": "DBA"
    },
    "Technology": {
     "pct": 7,
     "asset_class": "equity",
     "vehicle": "XLK",
     "gics_sector": "Information Technology"
    },
    "EM Equities": {
     "pct": 5,
     "asset_class": "equity",
     "vehicle": "EEM",
     "gics_sector": "EM Equities"
    },
    "Copper / Ind Metals": {
     "pct": 8,
     "asset_class": "commodity",
     "vehicle": "CPER"
    },
    "Silver": {
     "pct": 3,
     "asset_class": "commodity",
     "vehicle": "SLV"
    },
    "Cash / Short Treasuries": {
     "pct": 8,
     "asset_class": "cash",
     "vehicle": "BIL"
    }
   }
  },
  "Balanced": {
   "expected_behaviour": "Meaningful gold/TIPS/cash ballast (39%) + a defensive-equity core (19%) with a moderate cyclical tilt; designed to hold up across all four scenarios with muted drawdown.",
   "weights": {
    "Gold": {
     "pct": 12,
     "asset_class": "commodity",
     "vehicle": "GLD"
    },
    "Inflation-linked (TIPS)": {
     "pct": 9,
     "asset_class": "fixed_income",
     "vehicle": "TIP"
    },
    "Agriculture / Broad Commodities": {
     "pct": 4,
     "asset_class": "commodity",
     "vehicle": "DBA"
    },
    "Energy": {
     "pct": 6,
     "asset_class": "equity",
     "vehicle": "XLE",
     "gics_sector": "Energy"
    },
    "Industrials": {
     "pct": 6,
     "asset_class": "equity",
     "vehicle": "XLI",
     "gics_sector": "Industrials"
    },
    "Materials": {
     "pct": 3,
     "asset_class": "equity",
     "vehicle": "XLB",
     "gics_sector": "Materials"
    },
    "Aerospace & Defense": {
     "pct": 4,
     "asset_class": "equity",
     "vehicle": "XAR",
     "gics_sector": "Industrials"
    },
    "Financials": {
     "pct": 2,
     "asset_class": "equity",
     "vehicle": "XLF",
     "gics_sector": "Financials"
    },
    "Comm. Services": {
     "pct": 3,
     "asset_class": "equity",
     "vehicle": "XLC",
     "gics_sector": "Communication Services"
    },
    "Health Care": {
     "pct": 8,
     "asset_class": "equity",
     "vehicle": "XLV",
     "gics_sector": "Health Care"
    },
    "Cons. Staples": {
     "pct": 5,
     "asset_class": "equity",
     "vehicle": "XLP",
     "gics_sector": "Consumer Staples"
    },
    "Utilities": {
     "pct": 6,
     "asset_class": "equity",
     "vehicle": "XLU",
     "gics_sector": "Utilities"
    },
    "Technology": {
     "pct": 5,
     "asset_class": "equity",
     "vehicle": "XLK",
     "gics_sector": "Information Technology"
    },
    "EM Equities": {
     "pct": 3,
     "asset_class": "equity",
     "vehicle": "EEM",
     "gics_sector": "EM Equities"
    },
    "Copper / Ind Metals": {
     "pct": 4,
     "asset_class": "commodity",
     "vehicle": "CPER"
    },
    "Silver": {
     "pct": 2,
     "asset_class": "commodity",
     "vehicle": "SLV"
    },
    "Cash / Short Treasuries": {
     "pct": 18,
     "asset_class": "cash",
     "vehicle": "BIL"
    }
   }
  },
  "Conservative": {
   "expected_behaviour": "Capital-preservation + inflation protection - 38% cash + 26% gold/TIPS ballast, defensive equity only, a token 5% contrarian sleeve and a small energy/defense inflation hedge. Minimal cyclicals; lowest volatility.",
   "weights": {
    "Cash / Short Treasuries": {
     "pct": 38,
     "asset_class": "cash",
     "vehicle": "BIL"
    },
    "Gold": {
     "pct": 12,
     "asset_class": "commodity",
     "vehicle": "GLD"
    },
    "Inflation-linked (TIPS)": {
     "pct": 14,
     "asset_class": "fixed_income",
     "vehicle": "TIP"
    },
    "Agriculture / Broad Commodities": {
     "pct": 3,
     "asset_class": "commodity",
     "vehicle": "DBA"
    },
    "Health Care": {
     "pct": 7,
     "asset_class": "equity",
     "vehicle": "XLV",
     "gics_sector": "Health Care"
    },
    "Cons. Staples": {
     "pct": 5,
     "asset_class": "equity",
     "vehicle": "XLP",
     "gics_sector": "Consumer Staples"
    },
    "Utilities": {
     "pct": 6,
     "asset_class": "equity",
     "vehicle": "XLU",
     "gics_sector": "Utilities"
    },
    "Energy": {
     "pct": 3,
     "asset_class": "equity",
     "vehicle": "XLE",
     "gics_sector": "Energy"
    },
    "Aerospace & Defense": {
     "pct": 3,
     "asset_class": "equity",
     "vehicle": "XAR",
     "gics_sector": "Industrials"
    },
    "Industrials": {
     "pct": 2,
     "asset_class": "equity",
     "vehicle": "XLI",
     "gics_sector": "Industrials"
    },
    "Technology": {
     "pct": 2,
     "asset_class": "equity",
     "vehicle": "XLK",
     "gics_sector": "Information Technology"
    },
    "Copper / Ind Metals": {
     "pct": 3,
     "asset_class": "commodity",
     "vehicle": "CPER"
    },
    "Silver": {
     "pct": 2,
     "asset_class": "commodity",
     "vehicle": "SLV"
    }
   }
  }
 }
}
9

Data Sources & Methodology

The macro report consumed, the construction frameworks, and a confidence note.
Inputs
Macro-Economic report — 14 July 2026 — MacroDriver_Weekly_20260714.html / MacroDriver-state-20260714.json: regime, scenario weights, asset-class & 11-GICS-sector signals, divergences, calendar. The sole data source.
Construction methodology — regime-tilted SAA (core–satellite) with an all-weather ballast + a barbell away from the penalised middle; a signal→tilt→weight engine (SO=+2 … SU=−2; blend 0.25S / 0.50M / 0.25L), five-bucket tier templates.
Confidence: Medium — macro confidence Medium; the report is fresh (same-day). No live market data was used — the allocation is derived solely from the macro report’s signals. Allocations are class/sector-level guidance, not security selection.
Note: ETFs are shown for reference only, not as position recommendations; individual-name selection is the Stock-Finder’s and Stock-Analyst’s job. This portfolio is only as current as the macro report it was built from.
DISCLAIMER: This is a quantitative framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.