{
  "slug": "ha-senso-oro-portafoglio",
  "period": {
    "start": "1976-01-01",
    "end": "2025-12-01",
    "n_months": 600
  },
  "params": {
    "rebalancing": "none (buy & hold)",
    "rolling_step_months": 3,
    "windows_months": {
      "5y": 60,
      "10y": 120,
      "20y": 240
    }
  },
  "portfolios": {
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      "gold": 0.0
    },
    "90/10": {
      "equity": 0.9,
      "gold": 0.1
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    "75/25": {
      "equity": 0.75,
      "gold": 0.25
    },
    "50/50": {
      "equity": 0.5,
      "gold": 0.5
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  },
  "full_sample": {
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      "mdd": -0.4903578293187463,
      "vol": 0.12277268026217115
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    "90/10": {
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      "vol": 0.12094336124388363
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    "75/25": {
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      "mdd": -0.41452462563460857,
      "vol": 0.12507382823857593
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  "rolling_percentiles": {
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  "correlation_sp500_gold_monthly": 0.008514721997517445
}