Equity Bond 60 40

A static stock and bond mix used as a reference point. It does not use any market signal.

Performance

Growth of $10,000

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.

Hypothetical results. Trading cost: 5 bp per side (oxrun standard). 2002 onward is forward-test data that was never used for tuning. Past performance does not guarantee future results.

Key statistics

Drawdown

Drawdown from previous peak

Monthly returns

About this strategy

Holds US large-cap equities and intermediate-term US Treasuries in fixed proportions, long-only and fully invested with no leverage. Positions are reset to the fixed mix once a year, on the first trading day of the year. No signals are published and the strategy is not offered for subscription.

Universe: 2 instruments See the list
Style: Long-only, no leverage, fully invested
Trading frequency: Annual rebalance
Track record: From Jul 2002

Robustness

How likely the past record is to repeat. The scoring method is published in How it works.

Robustness score

How the score is built

40of 40
Statistical evidenceIs the edge real, or could it be luck?
–
Overfitting riskDoes not apply
20.3of 27
Consistency over timeIs it still working recently?
13of 13
ImplementabilityDoes it survive real-world trading?
20of 20
Live evidenceDoes live trading confirm it?

What is measured

Statistical evidence

Chance the edge is real100

Consistency over time

Recent performance matches the long run75

Implementability

Survives higher trading costs100
Survives a one-day delayAuthor-reported100

Live evidence

Months of live record (36 = full)100

A ring fills to the check’s 0–100 score; the points are that score times its weight. As a reference strategy, checks that cannot apply are skipped and the weights are scaled to add up to 100. “Author-reported” items come from the author and are not verified by oxrun.

Universe

Ticker	Name	Average weight	Months held
SPY	SPDR S&P 500 ETF Trust	61%	100%
IEF	iShares 7-10 Year Treasury Bond ETF	39%	100%

Allocation over time

View as table

Backtest starts 2002-07-30, the first day both funds trade.