Golden Butterfly
buy-and-hold
all-weather
balanced
gold
monthly
Conservartive All-Weather 20% large-cap stocks, 20% small-cap value, 20% long Treasuries, 20% short Treasuries and 20% gold. Designed for steady real returns and shallow drawdowns across every economic regime.
Jan 1, 2007 — present
·
$10,000 initial
·
updated Jun 13
·
Live
Performance Summary
Total P&L
+$21.5K
Annualised Return
+6.08%
Sharpe Ratio
1.02
Max Drawdown
−14.82%
Dec '21 – Oct '22
Simple Return
+215.30%
Win Rate
93.3%
Profit Factor
182.67
Volatility (Ann.)
5.94%
Period
1 Jan 2007 – Present
Initial Capital
$10K
Final Value
$31.5K
Total Return
+215.30%
Drift Tolerance
5.0%
Rebalance Frequency
Monthly
Equity PerformanceAll Time – Present
vs INDEX:SP:GSPCAlpha +4.1%Beta 0.20Outperformed 39.32% of months
Strategy
Monthly Returns% · green = positive · red = negative
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | +0.74% | +1.01% | -0.26% | +1.54% | -0.26% | -0.80% | +0.63% | +1.07% | +3.06% | +2.24% | +0.20% | +1.22% | +10.8% |
| 2008 | +2.17% | +0.65% | -1.01% | -0.60% | -0.14% | -0.03% | -0.44% | -1.07% | -0.34% | -5.94% | +4.22% | +4.58% | +1.7% |
| 2009 | -3.10% | -1.70% | +2.22% | +0.05% | +2.84% | -1.07% | +2.45% | +1.29% | +2.40% | 0.00% | +4.43% | -2.52% | +7.2% |
| 2010 | -0.51% | +1.37% | +0.81% | +2.26% | -0.17% | +0.46% | +0.15% | +1.61% | +2.25% | +0.82% | +0.14% | +1.32% | +11.0% |
| 2011 | -1.42% | +2.34% | +0.33% | +3.15% | +0.05% | -1.39% | +2.33% | +3.69% | -0.87% | +2.49% | +0.61% | -1.19% | +10.4% |
| 2012 | +2.89% | -0.18% | -0.35% | +0.72% | -0.78% | +0.90% | +1.20% | +1.12% | +0.89% | -1.06% | +0.32% | -0.73% | +5.0% |
| 2013 | +0.45% | -0.35% | +1.00% | +0.09% | -1.86% | -2.54% | +2.03% | +0.13% | -0.18% | +1.22% | -0.87% | -0.45% | -1.4% |
| 2014 | +0.86% | +2.34% | -0.30% | +0.65% | +0.55% | +1.60% | -0.82% | +1.75% | -1.81% | +0.53% | +1.08% | +0.75% | +7.3% |
| 2015 | +2.92% | -1.31% | -0.42% | -0.53% | -0.11% | -1.48% | +0.26% | -0.89% | -0.36% | +1.95% | -1.22% | -0.53% | -1.8% |
| 2016 | +1.00% | +2.38% | +1.18% | +0.79% | -0.58% | +3.11% | +1.54% | -0.81% | -0.19% | -1.82% | -2.44% | +0.07% | +4.2% |
| 2017 | +1.44% | +1.74% | -0.16% | +0.86% | +0.69% | -0.06% | +0.77% | +1.46% | -0.58% | +0.43% | +0.78% | +0.94% | +8.6% |
| 2018 | +0.99% | -1.72% | +0.10% | -0.49% | +0.74% | -0.34% | +0.15% | +0.68% | -0.54% | -1.67% | +0.87% | +0.31% | -0.9% |
| 2019 | +2.33% | +0.30% | +1.21% | +0.39% | +0.37% | +3.40% | +0.37% | +3.68% | -0.96% | +0.86% | -0.02% | +0.82% | +13.4% |
| 2020 | +2.60% | -0.41% | -1.02% | +4.31% | +1.13% | +1.09% | +4.82% | +0.27% | -1.50% | -1.38% | +1.63% | +1.89% | +14.1% |
| 2021 | -1.59% | -1.66% | -0.18% | +2.22% | +1.53% | -0.11% | +1.72% | +0.58% | -2.21% | +2.23% | +0.20% | +1.21% | +3.9% |
| 2022 | -2.42% | +0.01% | -0.16% | -4.16% | -0.83% | -2.48% | +1.93% | -2.37% | -4.14% | +0.46% | +4.28% | -1.28% | -10.9% |
| 2023 | +4.17% | -2.77% | +3.66% | +0.65% | -0.84% | +0.99% | +0.80% | -1.12% | -3.41% | +0.09% | +4.23% | +2.96% | +9.4% |
| 2024 | -0.30% | +0.75% | +2.67% | -1.49% | +2.10% | +1.19% | +2.27% | +1.53% | +2.11% | -0.25% | +1.01% | -1.90% | +10.0% |
| 2025 | +2.38% | +1.12% | +0.86% | +0.82% | +0.84% | +1.96% | +0.18% | +1.67% | +4.09% | +1.71% | +1.41% | +0.08% | +18.4% |
| 2026 | +3.38% | +2.31% | -4.44% | +1.97% | +0.88% | -1.77% | — | — | — | — | — | — | +2.1% |
Holdings
ETF:NASDAQ:SHY$5,006
15.9%+$1,131 (+29.2%)
ETF:NYSE_ARCA:GLD$5,798
18.4%+$4,480 (+340.0%)
ETF:NASDAQ:TLT$5,747
18.2%+$1,341 (+30.4%)
ETF:NYSE_ARCA:SPY$6,676
21.2%+$5,959 (+831.4%)
4 positions · $23,227
Insights
Insights generation not implemented yet