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Aggressive

ETF Blend 301-20

$299.00 /month

ETF Blend 301-20 aims to maximize returns at the expense of higher risk and possibly greater management complexity.

The diversified portfolio of this strategy is composed of 17 ETFs; however, most of the time, this strategy maintains 7 or less positions concurrently. On average, this strategy can be expected to rebalance about 10 times a month. According to current correlations, when traded alongside ETF Blend 302-25, 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 24 Apr, 2012 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: 75.75% Benchmark: 14.72%
  • Max Drawdown: -21.31% Benchmark: -33.72%
  • Sharpe: 2.41 Benchmark: 0.91
  • Sortino: 4.28 Benchmark: 1.29
  • Calmar: 3.55 Benchmark: 0.44
  • 10-Year Historical Growth
    $10K invested in September 2016
    $2.8M
    today at 75.75% CAGR
View Detailed Performance Report → View Robustness Analysis Report →

At a Glance

Strategy Information

Strategy Name
ETF Blend 301-20
Analysis Period
14 years
Begin End
2012-04-24 2026-09-04

Performance Metrics

Period SPY Strategy
MTD 0.41% -2.23%
3M 2.38% 5.25%
6M 13.81% -1.63%
YTD 13.54% -1.65%
1Y 20.97% 11.68%
All-time (ann.) 14.72% 75.75%
View Detailed Performance Report →

Risk Metrics

Metric SPY Strategy
CAGR 14.72% 75.75%
Sharpe 0.91 2.41
Sortino 1.29 4.28
Calmar 0.44 3.55
Max DD -33.72% -21.31%
Longest DD 708 191
Performance Metrics Glossary →

Portfolio

Portfolio Composition (17)

BTAL EDC EDZ GLD PSQ QLD QQQ SMH SOXL SPXL SVXY TECL TQQQ UVXY VIXY VTI XLK
List of ticker symbols in this strategy's portfolio.

Most Frequent Holdings

Symbol Days Held Avg Allocation
BTAL 3346 27.40%
QLD 3155 14.09%
QQQ 2679 13.52%
Ticker symbols held for the greatest number of days

Least Frequent Holdings

Symbol Days Held Avg Allocation
SMH 20 25.77%
SVXY 25 24.00%
VTI 1 19.10%
Ticker symbols held for the fewest number of days

Execution Metrics

Strategy Holdings

17
Total Symbols
Metric Value
Minimum Held 2
Maximum Held 10
Average Held 5.85
80th Percentile 7

Rebalancing Days

1735
Out of 5246 total days
33%
Percentage
Period Min Max Avg 80th %
Per Week 1 5 2.59 4
Per Month 2 19 10.02 13
Per Year 82 155 115.60 127

Portfolio Concentration

Top 3 Holdings
78%
average % of portfolio in top 3 holdings
Concurrent Holdings
7
80th percentile of positions held at the same time (avg: 6; 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 301-20

ETF Blend 301-20 aims to maximize returns at the expense of higher risk and possibly greater management complexity.

The diversified portfolio of this strategy is composed of 17 ETFs; however, most of the time, this strategy maintains 7 or less positions concurrently. On average, this strategy can be expected to rebalance about 10 times a month. According to current correlations, when traded alongside ETF Blend 302-25, the total portfolio's risk-to-reward ratio may improve, providing even better risk adjusted returns.

$299.00 /month

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