The Granite Floor

Own the market’s gains. Decide in advance the most you can lose.

You choose the floor. Below it, your losses stop — no cap on the upside unless you ask for one, no policy to apply for, settled from your own account — whether that is cash you are investing or shares you already hold.

Investing cash, or protecting shares you already own?

I have cash to invest

We buy shares in the index you choose — the S&P 500 or the Nasdaq 100 — and they sit in your own account, in your own name. You own them and you collect the dividends. Then we place the protection around those shares, so it is in place from the first day.

I already own shares

We don’t touch the shares you have. You keep them and you keep the dividends, and because nothing is sold, the gains you’ve been carrying keep deferring. We simply place the protection around what you already hold.

Design your outcome →
Choose your protection

The Granite Floor

◆ A hard stop

A hard floor underneath you, and no ceiling above it unless you ask for a cap. We buy the protection at the start of the term with cash already in your account — nothing for you to send, buy or sign. Your payoff begins once the market is up a little, because some of your money bought the protection, so the first part of any rise replaces that capital. After that, the gains are yours. That starting point is fixed for your term once we buy the protection. What changes day by day is the quote for a new purchase, so please use our calculator to see today’s price for the product and term you choose. Your worst case, measured at the end of the term, is designed to stop at the floor you choose. Here it is at its −10% level, the tightest floor in the lineup.

Floor
−10%
Cap
None by default
Outcome delivered
a little over a year
Backtested 2016–2026 CAGR: 9.79%, net of fees The floor level is −10%. The worst term in the record was −9.6%, which is that floor, plus our fee, less the dividends the shares paid.
Your return at every level of the market

This is a true worst case, with the protection already built in. There is nothing further to subtract. The dashed line is the market on its own.

Payoff diagram: flat at the −10% floor, then rising with the market, uncapped by default

What your protection covers, in plain English

What the protection actually is, what it covers, and what it asks of you — without the jargon.

100% your money
the protection — a few percent still invested, working for you

It’s a sliver of what you already have.

A small piece of the money already in your account — usually a few percent — buys an option, and that one option covers the whole account for the term you choose. In return, the first part of any rise replaces the money that bought it — after that, the gains are yours.

  • Your own funds. Nothing new to send, nothing to sign, no policy to apply for.
  • One small slice covers the whole account.
  • Built to be held to the end of the term. That is when the outcome you chose is delivered. You are never locked in, but selling early means selling at market — which can be worth more or less than the shape you designed.
Where your payoff begins The protection trades for a small percentage of your account, and that is what sets how far the market has to be up before you start making money. The protection itself covers the whole account. Above that starting point, the rise is yours. See your exact number, priced live →
A floor that holds

Like insuring a house against a fire that may never come. Your losses stop where you chose — however far the market falls.

Your whole account, covered

The protection covers your whole balance. It is bought outright in the open market and held in your name.

Known before you commit

You see the whole shape of the outcome before anything is placed: your floor, where your gains start, and how long it runs. Once we are in, none of it moves.

No ceiling on your gains

No cap unless you choose one. In a strong year there is no ceiling on what a rise is worth to you. In a bad year, that protection is what saves you.

How it has actually performedEvery year of the published record, plus 2008, 2020 and 2022 on their own.See the evidence
Backtested performance, the Granite Floor at −10%

Priced against real market prices and real option prices from 2007 to 2025. These are hypothetical figures, not an actual account. The market plunges, your floor stops the loss, and when the market climbs back you climb with it.

2020: the market plunges while the floored line holds, then rides the recovery back up

March 2020, COVID

The market fell ~31% in five weeks, then finished the year +18.4% including dividends (real daily data). Your −10% floor stopped the loss; with no cap on it, you kept the full recovery, ending the year at +15.1%.

2008: the market falls hard while the floored line holds at its floor
2002: a slow grinding decline while the floored line holds at its floor

The 2008 and 2002 panels use real daily S&P 500 data and real option prices. Benchmarks are shown at their calendar-year close, which is the basis used throughout this site. Inside 2008, the market’s worst point was about −47%.

Grow with the market. Relax through the crash.

Return by market outcome, −10%

The same five market outcomes, priced from the point where this floor’s payoff really begins.

Return in five market outcomes at the −10% floor
Growth of $100, −10% on the S&P 500 and the Nasdaq‑100, vs. Vanguard Balanced
Growth of $100 in the −10% Floor on the S&P 500 and on the Nasdaq-100, versus the Vanguard Balanced Index fund
Granite Floor −10%
9.79%
Worst term −9.6%, which is the −10% floor you chose, plus our fee, less the dividends the shares paid
S&P 500
15.02%
Total return, dividends reinvested
Vanguard Balanced (60/40)
9.54%
Total return, distributions reinvested

CAGR means compound annual growth rate. It is measured over our published ten-year window: ten annual terms, rolled each January, 2016–2026. All three figures are net of our 1.25% advisory fee, charged over each term’s actual days. Each figure is an average of the twelve start-month ladders’ own growth rates, and all three are worked out the same way, so they can be compared directly. The S&P 500 and Vanguard figures are total returns, with dividends and distributions reinvested. They are taken from the real tracking funds, never from an assumed yield. This window opens in 2016 and therefore does not contain the 2008 crash — the kind of period a floor is built for. It does contain the 2020 COVID crash and the 2022 bear market. We show the 2008 and 2002 panels above precisely because the growth figures here miss them. These are hypothetical, backtested figures, priced on real S&P 500 option prices throughout. They are not actual accounts.

Market returns only count if you don't sell. We make sure you don't.

The other floor levels−10%, −15% and −20%, compared side by side.Compare levels
The other levels available

The same idea, at three different floors

Everything you just saw at −10% works exactly the same way at −15% or −20%. Only two things change: the floor level, and where your payoff begins. A deeper floor lets your payoff begin sooner and tracks the market more closely. A tighter floor starts your payoff a little later and keeps your worst case smaller.

Floor −10%
◆ Walked through above
The tightest floor, the least you can lose.
Backtested CAGR, 2016–2026, net9.79%
Floor level−10.0%
Floor −15%
The middle choice, balancing how soon your payoff begins against how much certainty you want.
Backtested CAGR, 2016–2026, net10.30%
Floor level−15.0%
Floor −20%
The deepest floor: your payoff begins soonest, and you keep the most upside.
Backtested CAGR, 2016–2026, net10.83%
Floor level−20.0%

Where your payoff begins is priced to the market on the day, and it is different every term, so we quote no figure here. Please use our calculator to see today’s price for the product and term you choose. Once your protection is bought, that starting point is fixed for the term. The floor itself never moves either.

Your return at every level of the market, all three floors

Each floor is a true worst case. The point where your payoff begins is already built in.

Payoff diagrams for all three floor levels
Return by market outcome at all three floor levels
Growth of $100, all three floors on the S&P 500, vs. Vanguard Balanced
Growth of $100 at all three floor levels on the S&P 500, versus the Vanguard Balanced Index fund
Growth of $100, all three floors on the Nasdaq‑100, vs. Vanguard Balanced
Growth of $100 at all three floor levels on the Nasdaq-100, versus the Vanguard Balanced Index fund
Why your starting point changes year to yearWhat moves where your payoff begins, and what that means for you.Read more
Why your starting point isn’t the same every year
Your floor locks in. So does where your payoff begins.

The level you choose — −10%, −15% or −20% — never moves once your options are in place, and neither does where your payoff begins. Both are set the day we buy, and both hold for the whole term. What changes is the next purchase. A new term is priced the way insurance is priced, to the conditions at the time. When markets are jittery your payoff begins a little further up. When markets are calm it begins sooner. Either way, you settle it by giving up the first part of any rise, never out of your own pocket, and there is nothing for you to do.

the precise version
It is settled by selling a band of the recovery, never out of pocket.

The figures on this page are averages from a backtest across a full market cycle, taken from real option prices rather than from a formula. Any single term’s exact starting point is set the day we buy, and it can run a little above or below that average. One thing never changes: your worst case for the term is locked the moment we place the trade, before the market has a chance to move against you.

How it is built, piece by pieceEvery option we buy or sell, what each one does on its own, and what it is for.See the pieces
For the curious
How it is built, piece by piece.

Each small graph shows what one piece is worth at the end of the term. The horizontal axis is the gain or loss on the index; the vertical axis is the gain or loss in your account from that piece. The letter “B” stands for the top of the band — it is not a fixed number; the market sets it on the day we buy. The example uses a −10% dial.

1Start: your shares
Index shares: up and down exactly with the market, with no limit either way.

What it is for: this is your actual investment. Everything below is shaped around it, never instead of it.

Step 1 — the protection: 2we buy a put at −10%
−10
Bought put: pays every point the market ends below −10%; worth nothing otherwise.
+
Your shares.
=
=Shares with a floor: cannot end below −10%; the full rise above it.

What it is for: the put is an insurance contract on your shares. Below −10% its gains cancel the shares’ losses point for point, so the account stops falling. The catch: the put has a price. Paid in cash, the protection would cost you money up front. Step 2 pays for it another way.

Step 2 — paying for it: 3we sell a call at −10% and 4buy a call at B
−10
Sold call at −10%: we are paid cash now; in return it costs every point the market ends above −10%.
+
B
Bought call at B: pays every point the market ends above B. It cancels the sold call from B upward.
=
−10B
=The band sold: gives up only the slice from −10% to B, and no more. Flat everywhere else.

What it is for: the sold call brings in cash — enough to pay for the put in Step 1. On its own it would hand over all the upside, so the bought call at B is added to switch it off: above B the two cancel exactly. What is left is a fixed-size giveaway — the band from −10% up to B — and nothing else. Why B moves: B is placed wherever the band’s cash exactly covers the put’s price that day. When protection is expensive, B sits higher and the band is wider; when it is cheap, B sits lower. So you never spend cash on protection; you trade a slice of the recovery for it instead.

All together — the Floor
Step 1: shares with a floor
+
Step 2: the band sold
=
=The Floor: never below −10%; flat from −10% to B; above B it rises with the market, a fixed step below it. Dotted line is the market alone.

Read it: below −10% you are ahead of the market. Between −10% and B you get the floor, not the recovery — that slice was the price. Above B you keep every dollar of every rise, permanently the band’s width behind the market. No cash left your account to buy any of it.

All four option legs are on the index itself, settle in cash, and share one expiry. Each small graph is the picture at expiry and ignores what the leg cost or earned — the band is sized so those balance.

Price it yourselfMove the dials and see your own numbers, live.Open the tool
Try it yourself
Design your own floor, right here.

Move the dial, see your exact return at every level of the market, before you invest a dollar. This is the same live calculator as our Design Your Outcome page.

Advisor-guided — suitability appliesWho this is appropriate for, and who it is not.Read this first
Advisor-guided

Who this suits, and who it does not

Growth means nothing if you can’t stay for the ride.

The Floor is built for a client whose first question is “how much can I lose?” It answers that with a number you choose. What it asks in return is that you accept finishing a little behind an unprotected account in the good years.

It suits you if
A known worst case matters more than the last few points of a rally
You can name the loss you are willing to live with for the term. You intend to stay invested the whole way through, and you would rather finish a strong year a step behind the market than sit out of the market altogether.
It does not suit you if
You need every point of the upside, or you may need the money mid-term
Your payoff runs alongside the market but starts from a step below it, so a strong year finishes behind an unprotected account. The floor is measured at the END of the term. Part-way through, the position can be worth less than the floor level.
Either way
You are not on your own
Your adviser talks the choice through with you, and the decision stays yours. Nothing on this page is a recommendation, and nothing is placed without your agreement.

The floor is measured by where you finish the term, not by every day inside it. Figures shown are net of our 1.25% advisory fee, charged over each term’s actual days. These are real listed options, held in your own account and in your own name. Options involve risk and are not suitable for every investor.

Floor versus BufferTwo different shapes of protection, drawn on one chart.See both
Floor vs. Buffer, side by side
Frequency versus severity.

A Floor is a hard stop. It wins the rare, deep crash, because your loss is designed to stop at the floor you chose. A Buffer is a soft cushion. It wins the frequent, mild dip, because its payoff begins sooner and it tracks closer to the market. But it does not stop your loss, so in a deep crash your losses carry on below it. The Buffer wins often, in small amounts. The Floor wins rarely, in large ones.

Floor and Buffer payoffs superimposed at the same level

These are illustrative payoff diagrams, built from the real point at which each level’s payoff begins. They are not a projection of what the market will actually do.

See the Granite Buffer →
Ready to get started?

Tell us the floor you’d be comfortable with and we’ll build it around your account, at the size and date you choose.

Schedule an introductory call