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Aggressive

ETF Blend 300-40

$299.00 /month

ETF Blend 300-40 aims to maximize returns at the expense of higher risk and possibly greater management complexity.

The diversified portfolio of this strategy is composed of 40 ETFs; however, most of the time, this strategy maintains 12 or less positions concurrently. On average, this strategy can be expected to rebalance about 11 times a month. According to current correlations, when traded alongside ETF Blend 100-20, 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 23 Sep, 2014 to 4 Sep, 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: 66.88% Benchmark: 13.90%
  • Max Drawdown: -17.26% Benchmark: -33.72%
  • Sharpe: 2.46 Benchmark: 0.83
  • Sortino: 5.55 Benchmark: 1.17
  • Calmar: 3.87 Benchmark: 0.41
  • 10-Year Historical Growth
    $10K invested in September 2016
    $1.7M
    today at 66.88% CAGR
View Detailed Performance Report → View Robustness Analysis Report →

At a Glance

Strategy Information

Strategy Name
ETF Blend 300-40
Analysis Period
12 years
Begin End
2014-09-23 2026-09-04

Performance Metrics

Period SPY Strategy
MTD 0.41% -1.14%
3M 2.38% -0.65%
6M 13.81% -8.92%
YTD 13.54% -10.15%
1Y 20.97% -3.20%
All-time (ann.) 13.90% 66.88%
View Detailed Performance Report →

Risk Metrics

Metric SPY Strategy
CAGR 13.90% 66.88%
Sharpe 0.83 2.46
Sortino 1.17 5.55
Calmar 0.41 3.87
Max DD -33.72% -17.26%
Longest DD 708 191
Performance Metrics Glossary →

Portfolio

Portfolio Composition (40)

BTAL DVY EDC EDZ EFA FTLS GLD IYR PLG PSQ QLD QQQ RWM SLV SMH SOXL SPLV SPXL SPXU SSO SVXY TECL TQQQ USMV UVXY VEA VIXM VIXY VNQ VOX VTI 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 2896 22.71%
QLD 2677 13.28%
GLD 2695 6.64%
Ticker symbols held for the greatest number of days

Least Frequent Holdings

Symbol Days Held Avg Allocation
SSO 13 14.42%
VYM 6 12.50%
SPLV 8 2.10%
Ticker symbols held for the fewest number of days

Execution Metrics

Strategy Holdings

40
Total Symbols
Metric Value
Minimum Held 5
Maximum Held 18
Average Held 10.10
80th Percentile 12

Rebalancing Days

1597
Out of 4364 total days
37%
Percentage
Period Min Max Avg 80th %
Per Week 1 5 2.78 4
Per Month 2 19 11.01 14
Per Year 54 164 122.77 142

Portfolio Concentration

Top 3 Holdings
65%
average % of portfolio in top 3 holdings
Concurrent Holdings
12
80th percentile of positions held at the same time (avg: 10; 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 300-40

ETF Blend 300-40 aims to maximize returns at the expense of higher risk and possibly greater management complexity.

The diversified portfolio of this strategy is composed of 40 ETFs; however, most of the time, this strategy maintains 12 or less positions concurrently. On average, this strategy can be expected to rebalance about 11 times a month. According to current correlations, when traded alongside ETF Blend 100-20, the total portfolio's risk-to-reward ratio may improve, providing even better risk adjusted returns.

$299.00 /month

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