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Balanced

ETF Blend 102-25

$249.00 /month

ETF Blend 102-25 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 24 ETFs; however, most of the time, this strategy maintains 9 or less positions concurrently. On average, this strategy can be expected to rebalance about 5 times a month. According to current correlations, when traded alongside ETF Blend 101-15, 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 26 Jun, 2015 to 13 Jan, 2026 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: 56.36% Benchmark: 13.89%
  • Max Drawdown: -10.93% Benchmark: -33.72%
  • Sharpe: 1.96 Benchmark: 0.81
  • Sortino: 5.30 Benchmark: 1.15
  • Calmar: 5.16 Benchmark: 0.41
  • 10-Year Historical Growth
    $10K invested in January 2016
    $873K
    today at 56.36% CAGR
View Detailed Performance Report → View Robustness Analysis Report →

At a Glance

Strategy Information

Strategy Name
ETF Blend 102-25
Analysis Period
10 years
Begin End
2015-06-25 2026-01-13

Performance Metrics

Period SPY Strategy
MTD 1.74% -0.32%
3M 6.56% -0.74%
6M 11.89% -2.02%
YTD 1.74% -0.32%
1Y 20.92% 18.77%
All-time (ann.) 13.89% 56.36%
View Detailed Performance Report →

Risk Metrics

Metric SPY Strategy
CAGR 13.89% 56.36%
Sharpe 0.81 1.96
Sortino 1.15 5.30
Calmar 0.41 5.16
Max DD -33.72% -10.93%
Longest DD 708 190
Performance Metrics Glossary →

Portfolio

Portfolio Composition (24)

BTAL FTLS GLD PSQ QLD QQQ SMH SSO SVXY TQQQ UVXY VIXM VIXY 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
BTAL 2513 34.64%
FTLS 2374 26.81%
XLU 2374 3.39%
Ticker symbols held for the greatest number of days

Least Frequent Holdings

Symbol Days Held Avg Allocation
VYM 14 26.05%
SMH 20 24.87%
TQQQ 23 23.63%
Ticker symbols held for the fewest number of days

Execution Metrics

Strategy Holdings

24
Total Symbols
Metric Value
Minimum Held 2
Maximum Held 10
Average Held 6.76
80th Percentile 9

Rebalancing Days

496
Out of 3744 total days
13%
Percentage
Period Min Max Avg 80th %
Per Week 1 5 1.96 3
Per Month 1 13 4.76 6
Per Year 18 73 45.00 48

Portfolio Concentration

Top 3 Holdings
85%
average % of portfolio in top 3 holdings
Concurrent Holdings
9
80th percentile of positions held at the same time (avg: 7; max: 10)
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 102-25

ETF Blend 102-25 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 24 ETFs; however, most of the time, this strategy maintains 9 or less positions concurrently. On average, this strategy can be expected to rebalance about 5 times a month. According to current correlations, when traded alongside ETF Blend 101-15, the total portfolio's risk-to-reward ratio may improve, providing even better risk adjusted returns.

$249.00 /month

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