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Balanced

ETF Blend 200-35

$249.00 /month

ETF Blend 200-35 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 31 ETFs; however, most of the time, this strategy maintains 15 or less positions concurrently. On average, this strategy can be expected to rebalance about 6 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 26 Jun, 2015 to 29 May, 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: 37.81% Benchmark: 14.32%
  • Max Drawdown: -9.02% Benchmark: -33.72%
  • Sharpe: 2.53 Benchmark: 0.84
  • Sortino: 5.06 Benchmark: 1.18
  • Calmar: 4.19 Benchmark: 0.42
  • 10-Year Historical Growth
    $10K invested in May 2016
    $247K
    today at 37.81% CAGR
View Detailed Performance Report → View Robustness Analysis Report →

At a Glance

Strategy Information

Strategy Name
ETF Blend 200-35
Analysis Period
11 years
Begin End
2015-06-25 2026-05-29

Performance Metrics

Period SPY Strategy
MTD 5.26% 0.38%
3M 10.58% 7.91%
6M 11.33% 6.72%
YTD 11.24% 7.72%
1Y 30.19% 18.88%
All-time (ann.) 14.32% 37.81%
View Detailed Performance Report →

Risk Metrics

Metric SPY Strategy
CAGR 14.32% 37.81%
Sharpe 0.84 2.53
Sortino 1.18 5.06
Calmar 0.42 4.19
Max DD -33.72% -9.02%
Longest DD 708 97
Performance Metrics Glossary →

Portfolio

Portfolio Composition (31)

BTAL DBC FTLS GLD IAU PSQ QID QLD QQQ SCHD SSO SVXY TQQQ USMV UUP UVXY VIXM VIXY VNQ VOX VTI VYM XLB XLE XLI XLK XLP XLU XLV XLY XMLV
List of ticker symbols in this strategy's portfolio.

Most Frequent Holdings

Symbol Days Held Avg Allocation
VTI 2659 10.70%
BTAL 2621 10.20%
VIXY 2738 4.38%
Ticker symbols held for the greatest number of days

Least Frequent Holdings

Symbol Days Held Avg Allocation
VYM 15 14.21%
TQQQ 23 12.23%
XMLV 13 6.35%
Ticker symbols held for the fewest number of days

Execution Metrics

Strategy Holdings

31
Total Symbols
Metric Value
Minimum Held 7
Maximum Held 18
Average Held 13.36
80th Percentile 15

Rebalancing Days

760
Out of 3984 total days
19%
Percentage
Period Min Max Avg 80th %
Per Week 1 5 2.18 3
Per Month 1 16 6.38 9
Per Year 28 127 63.25 77

Portfolio Concentration

Top 3 Holdings
57%
average % of portfolio in top 3 holdings
Concurrent Holdings
15
80th percentile of positions held at the same time (avg: 13; max: 18)
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 200-35

ETF Blend 200-35 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 31 ETFs; however, most of the time, this strategy maintains 15 or less positions concurrently. On average, this strategy can be expected to rebalance about 6 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.

$249.00 /month

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