A monthly rotation among eight ETFs. A canary asset decides whether to hold the strongest risk assets or one defensive holding.
Click a benchmark in the legend to show or hide its line. The benchmark selected above is the one used in the statistics and comparisons.
Backtest: hypothetical results, not a live record. Trading cost: 5 bp per side (OXrun standard). Past performance does not guarantee future results.
| Adaptive Hybrid Asset Allocation | SPY | |
|---|---|---|
| Total return | +548.2% | +731.8% |
| +10.9% | +12.4% | |
| 10.7% | 19.7% | |
| 1.02 | 0.69 | |
| 1.20 | 0.84 | |
| −13.1% | −46.0% | |
| 0.83 | 0.27 | |
| 67% | 68% |
How likely the past record is to repeat. The scoring method is published in How it works.
A ring fills to the check’s 0–100 score; the points are that score times its weight. “Author-reported” items come from the author and are not verified by OXrun.
Sample size, fat tails and streaks can all make a lucky strategy look skilled. We test for that directly.
Annualised return over random 5-year stretches stitched together from the strategy’s own daily history in 1-month blocks. It shows the spread of outcomes the record supports, not a forecast.
How it did in the months when SPY did worst, and whether its risk-adjusted return held up over time.
The rolling line shows the risk-adjusted return of every 3-year window since 2008. A robust strategy stays above zero in all of them.
18 years of history.
Computed by OXrun from the strategy’s trade log.
| Adaptive Hybrid Asset Allocation | |
|---|---|
| Trades per year | 9.81 |
| Annual turnover Times the portfolio is replaced per year | 3.09 |
| Average invested Share of the portfolio not in cash, on average | 100.0% |
| Ticker | Name | Average weight | Months held |
|---|---|---|---|
| BIL | SPDR Bloomberg 1-3 Month T-Bill ETF | 20% | 20% |
| IEF | iShares 7-10 Year Treasury Bond ETF | 16% | 41% |
| SPY | SPDR S&P 500 ETF Trust | 13% | 53% |
| VNQ | Vanguard Real Estate ETF | 11% | 43% |
| GLD | SPDR Gold Shares | 9% | 38% |
| VEA | Vanguard FTSE Developed Markets ETF | 9% | 36% |
| IWM | iShares Russell 2000 ETF | 9% | 34% |
| VWO | Vanguard FTSE Emerging Markets ETF | 7% | 30% |
| TLT | iShares 20+ Year Treasury Bond ETF | 6% | 25% |
| TIP | iShares TIPS Bond ETF | — |
The record starts at the first trading day on or after 1 September 2008.
| Signal date | Trade date | Action | Ticker | Size | Weight after |
|---|---|---|---|---|---|
| Mon, Aug 31, 2026 6:00 PM ET | Tue, Sep 1, 2026 At market close | SELL | VEA | 25.6% | 0.0% |
| SELL | SPY | 25.3% | 0.0% |
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