A single purchase of an S&P 500 ETF that is never sold.
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). 1993 onward is forward-test data that was never used for tuning. Past performance does not guarantee future results.
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. 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.
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 QQQ 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 1993. A robust strategy stays above zero in all of them.
33 years of history.
Computed by oxrun from the strategy’s trade log.
| SPY Buy & Hold | |
|---|---|
| Trades per year | 0.03 |
| Annual turnover Times the portfolio is replaced per year | 0.01 |
| Average invested Share of the portfolio not in cash, on average | 100.0% |
| Ticker | Name | Average weight | Months held |
|---|---|---|---|
| SPY | SPDR S&P 500 ETF Trust | 100% | 100% |
Average weight of each holding in each month.