For the disciplined investor who understands factor diversification, rebalancing, and long-term regime uncertainty, the Liliana model is one of the most robust, battle-tested portfolios available.
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| Asset Class | ETF Example | Allocation | |-------------|-------------|-------------| | US Total Market | VTI | 20% | | Developed International | VEA | 15% | | Emerging Markets | VWO | 10% | | Long-Term Treasuries | TLT | 20% | | Gold | GLD | 10% | | Managed Futures | DBMF | 15% | | Small-Cap Value | AVUV | 10% | Unlike the classic 60/40 portfolio (60% stocks, 40%
If you've spent any time in factor investing communities, quantitative finance forums, or DIY portfolio design spaces, you've likely seen the name "Liliana." But what is it? Who is it for? And—most importantly—does it work in today’s volatile, high-rate environment? the Liliana Model is a multi-factor
In the ever-evolving world of investment strategies, few frameworks balance with practical elegance as effectively as the Liliana Model Portfolio.
Let's break down the Liliana portfolio down to its core components, risk exposures, and real-world applications. Unlike the classic 60/40 portfolio (60% stocks, 40% bonds) or the simplistic three-fund Boglehead approach, the Liliana Model is a multi-factor, risk-parity inspired asset allocation.
What it will do is provide — not just across stocks and bonds, but across the underlying economic regimes that drive returns.