Daily equity strategy
S&P Daily Rebalance
Adaptive S&P 500 exposure through changing market conditions.
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Model portfolio
Research record
Performance
SeriesTotal returnSince inceptionAnnual returnVolatilityMax drawdownSharpe
Portfolio—————
Underlying—————
Statistics use the available dated research path.
Growth of $1Portfolio and benchmark performance
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Return history
Monthly returns
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YEAR BY YEAR
Annual record
DOWNSIDE
Drawdown
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Allocation
Portfolio
— holdings · — gross
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Target allocationWeight on initial capital
Published model target
—SPY / Cash
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SPY —Cash —
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About this portfolio
Historical returns are simulated and exclude trading costs, financing, borrowing fees and taxes. Past performance does not guarantee future results.