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Balanced

ETF Blend 100-20

$199.00 /month

ETF Blend 100-20 is a balanced strategy that aims to strike a fine balance between risk, reward, and ease of management.

This strategy's diversified portfolio consists of 20 ETFs; however, most of the time, this strategy maintains 7 or less positions concurrently. On average, this strategy can be expected to rebalance about 4 times a month. According to current correlations, when traded alongside ETF Blend 301-20, the total portfolio's risk-to-reward ratio may improve, providing even better risk adjusted returns.

Performance metrics shown are based on back test results of daily close prices from 10 Sep, 2014 to 16 Dec, 2025 with SPY as the benchmark. Back test results may not reflect actual trading performance, and past performance may not be indicative of future results. For informational purposes only. Should not be considered as financial advice.
  • Annualized return: 45.63% Benchmark: 13.38%
  • Max Drawdown: -16.81% Benchmark: -33.72%
  • Sharpe: 1.43 Benchmark: 0.80
  • Sortino: 2.98 Benchmark: 1.13
  • Calmar: 2.72 Benchmark: 0.40
  • 10-Year Historical Growth
    $10K invested in December 2015
    $429K
    today at 45.63% CAGR
View Detailed Performance Report →

At a Glance

Strategy Information

Strategy Name
ETF Blend 100-20
Analysis Period
11 years
Begin End
2014-09-09 2025-12-16

Performance Metrics

Period SPY Strategy
MTD -0.66% -1.12%
3M 3.00% 1.19%
6M 14.37% 2.25%
YTD 16.85% 21.86%
1Y 13.72% 40.85%
All-time (ann.) 13.38% 45.63%
View Detailed Performance Report →

Risk Metrics

Metric SPY Strategy
CAGR 13.38% 45.63%
Sharpe 0.80 1.43
Sortino 1.13 2.98
Calmar 0.40 2.72
Max DD -33.72% -16.81%
Longest DD 708 183
Performance Metrics Glossary →

Portfolio

Portfolio Composition (20)

BTAL FTLS GLD QLD SSO SVXY TQQQ UVXY VIXM VNQ VOX VYM XLB XLE XLI XLK XLP XLU XLV XLY
List of ticker symbols in this strategy's portfolio.

Most Frequent Holdings

Symbol Days Held Avg Allocation
FTLS 2539 50.11%
BTAL 2539 24.74%
XLU 2539 6.71%
Ticker symbols held for the greatest number of days

Least Frequent Holdings

Symbol Days Held Avg Allocation
SSO 25 53.97%
VYM 15 49.93%
TQQQ 26 49.85%
Ticker symbols held for the fewest number of days

Execution Metrics

Strategy Holdings

20
Total Symbols
Metric Value
Minimum Held 1
Maximum Held 8
Average Held 5.03
80th Percentile 7

Rebalancing Days

397
Out of 4039 total days
10%
Percentage
Period Min Max Avg 80th %
Per Week 1 5 1.65 2
Per Month 1 12 3.81 5
Per Year 20 49 33.00 41

Portfolio Concentration

Top 3 Holdings
89%
average % of portfolio in top 3 holdings
Concurrent Holdings
7
80th percentile of positions held at the same time (avg: 5; max: 8)
These metrics measure how concentrated the strategy is. A higher top 3 concentration and lower concurrent holdings indicate a more focused rebalancing strategy with comparatively lesser management complexity.

Rebalancing by Day of Week

Graph shows number of rebalancing days by day of week

Correlations

Correlation Matrix

Correlation between strategies. Higher values (closer to 1) indicate stronger positive correlation.

ETF Blend 100-20

ETF Blend 100-20 is a balanced strategy that aims to strike a fine balance between risk, reward, and ease of management.

This strategy's diversified portfolio consists of 20 ETFs; however, most of the time, this strategy maintains 7 or less positions concurrently. On average, this strategy can be expected to rebalance about 4 times a month. According to current correlations, when traded alongside ETF Blend 301-20, the total portfolio's risk-to-reward ratio may improve, providing even better risk adjusted returns.

$199.00 /month

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