Risk Harvest

Generational wealth,
harvest steadily.

A multi-strategy, systematic ETF portfolio you can research, backtest, and track — designed to compound for decades.

See the 25-year record
IWhy

Most portfolio returns aren't alpha. They're compensation for bearing risk.

Institutions spend heavily chasing alpha — the rare edge of being right when others are wrong. The more dependable driver of long-run returns is risk premia: the systematic excess earned for bearing risks other investors won't, in corners too small, too illiquid, or too operationally intensive for large funds to bother with.

At Risk Harvest, we believe the 80/20 rule applies to investing — most of the return comes from a few durable, well-understood premia captured consistently, stacked on market beta. The method is plain: understand why each premium exists, size positions to volatility, and diversify across genuinely low-correlation strategies. Risk is respected at every step, so time and diversification do most of the work.

IIWhat

Our trading philosophy.

Three foundational principles at the heart of our approach — applied in every market environment.

Research-driven foundations

Every strategy rests on a clear, documented reason the market pays the premium. If it only works in hindsight, it never ships.

Diversified risk premia

We harvest premia with genuinely different drivers rather than stacking similar bets — for better diversification and smoother performance across market regimes.

Portfolio-level volatility targeting

Positions scale with the weather — up when volatility is low, down when it spikes — so total portfolio risk stays steady and it's easier to stay the course.

IIIPerformance

All-weather by design. No leverage. Sector Neutral.

Default portfolio · 2001 → today
Growth of $100,000 · portfolio vs. US marketVol-targeted · daily rebalance
200320052007200920112013201520172019202120242026$0k$450k$900k$1350k$1800k
Risk Harvest portfolio US market, buy & hold
$100,000 grew to $1,623,932 today, net of fees.
11.8%
Annualised return
14.2%
Max drawdown vs. ~55% for the market
66.9%
Positive months

The standard portfolio is all-weather by design. It holds diversified exposure across US equities, long-duration treasuries, gold, and other asset classes rather than concentrated sector or single-stock bets. The core of the approach is consolidating research signals into a disciplined, unified rebalancing process that positions each asset at the right time.

It may not always lead in the strongest bull markets, but this structure helps it hold up well through crashes and stress periods. Over the full cycle, this risk-conscious approach has delivered strong long-term outperformance with smoother drawdowns.

Hypothetical backtest of the standard portfolio, computed by the live engine net of assumed commissions. Past performance is not indicative of future results. Not investment advice.

IVHow

Research, backtest, and track your simulated signal.

1 Backtest & fine-tune
Risk appetite
Strategies
ABC

Define your preferred risk level and select the strategies you want to explore, then backtest the combined portfolio through the same research engine that powers the signals. For informational and educational purposes only — all results are hypothetical and not investment advice.

2 Daily signals
Today · simulated · after close2 suggested
US equityHold
GoldBuy 14 shares
TreasuriesHold
VolatilitySell 6 shares

Each trading day, shortly before the open, the platform delivers suggested rebalance ideas for your simulated portfolio — research-based signals designed for potential implementation at the market-on-close. Most days require no action.

3 Simulated portfolio

Track your custom simulated portfolio in one place — holdings, weights, and performance against the live research engine, in real time.

Risk Harvest is a research and education platform for tracking simulated portfolios. Signals are hypothetical, general, and not personalised to you. We are not an investment adviser, broker-dealer, or fiduciary, we do not place trades, and nothing here is a recommendation to buy or sell any security.

VPricing

We do the heavy lifting. The last mile is yours.

We've built the platform, the data, and the research engine — all integrated and tested through the same simulation system. You bring the discipline and patience required for long-term compounding.

This approach is designed as a steady foundation for decades of wealth building. It systematically captures risk premia on top of broad market beta, creating a resilient core that performs reliably through market cycles. Even for those with higher risk appetites, it serves as a dependable base — allowing you to explore more aggressively while the majority of your portfolio compounds steadily over time.

All for less than the price of a coffee a week.

Monthly
$29/mo
7-day free trial
Free for 7 days, then bills monthly.
  • Access to our proprietary strategy portfolios
  • Full research platform and backtest engine
  • Daily simulated rebalance signals, straight to your inbox
  • Log and track your holdings, metrics and positions
Save ~17%
Annual
$290/yr
7-day free trial
Free for 7 days, then bills yearly.
  • Everything in Monthly
  • Best price — two months free

Cancel anytime. Every plan starts with a 7-day free trial — full access from day one.

VIThe trading desk

Notes from the desk.

All notes →

New research notes are on the way. Visit the desk →

Liquid, broad-market ETFs across US equities, long-duration treasuries, gold, and other asset classes — diversified by design rather than concentrated in sectors or single names. The point is genuinely low-correlation exposures, so diversification does most of the work.
Five strategies to explore today, with every new strategy we add over time included for members at no extra cost. We keep the count honest rather than padding it: we won’t ship two strategies that capture the same risk premium in slightly different clothing — a momentum signal built on RSI and one built on moving averages largely behave the same, so bundling both adds complexity without real diversification. Each strategy has to bring a genuinely different, low-correlation return driver to earn its place.
Each market day, shortly before the open, the platform updates the model’s simulated target portfolio and shows any rebalance the rules would suggest for that day’s close — in the dashboard and, if you leave it on, by email. Most days the model holds steady; it only signals a change once an allocation drifts past a set threshold, so it isn’t churning positions. What you choose to do with it is entirely your own decision.
Around $10,000 is enough to track the portfolio cleanly. It’s a handful of liquid ETFs sized by volatility, so at that level you can hold the target weights in whole shares without rounding error distorting the strategy — and it scales up from there.
Yes, and it’s the question we get most from European investors. Most can’t buy US-listed ETFs directly and instead trade UCITS funds on a non-US exchange. The most straightforward route is trading USD-denominated UCITS equivalents at the next European market close — over the long run that has tracked the platform’s results closely, because these strategies capture broad, slow-moving trends and are robust to reasonable execution delays. Non-USD-denominated funds add currency risk you can accept, hedge, or try to time. The platform has a setting for this, and we’ve written a deep dive worth reading before you start.
All performance is backtested through the same engine that generates the live daily signals, net of assumed commissions — not a flattering separate model. We guard against curve-fitting at the design stage: every strategy has to rest on a documented economic reason the premium exists. If it only works in hindsight, it never ships. What no backtest can do is predict the future — past results are never a guarantee of what comes next.
No — return is a function of how much risk you’re willing to bear. The headline figures reflect our standard setting, which targets a moderate risk level with no leverage. You can dial the risk target higher — up to and including leverage — for greater return potential, but it cuts both ways: expect deeper, longer drawdowns. Before turning it up, be honest about whether you could sit through those larger drawdowns over a full cycle — that, more than the target itself, is usually what decides whether someone actually stays the course.
You absolutely can — and we’d encourage anyone to study and learn how this works, since that’s how you hold a portfolio with conviction. Assembling the data, the research, and a backtest engine, then keeping it current and following it with discipline for years, takes real time. We do that heavy lifting and test it all in one place — for less than a coffee a week. What you choose to do with the research is entirely your own.
No. Risk Harvest is a research and education platform for tracking simulated portfolios. We are not a registered investment adviser, broker-dealer, or fiduciary, and nothing here is a recommendation to buy or sell any security. Any decision to act on a signal is entirely your own.
Yes. Every plan starts with a 7-day free trial — cancel before it ends and you won’t be charged. After that you can cancel anytime from your account; billing is handled securely by Stripe.
Email the desk →

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