A fixed mix of technology, semiconductor, gold and managed futures funds. It does not use any market signal.
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.
| Tech Growth Mix | SPY | |
|---|---|---|
| Total return | +194.0% | +95.8% |
| +27.4% | +16.3% | |
| 24.6% | 16.8% | |
| 1.11 | 0.98 | |
| 1.60 | 1.36 | |
| −23.8% | −18.8% | |
| 1.15 | 0.87 | |
| 67% | 65% |
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 2022. A robust strategy stays above zero in all of them.
4 years of history.
Computed by OXrun from the strategy’s trade log.
| Tech Growth Mix | |
|---|---|
| Trades per year | 1.12 |
| Annual turnover Times the portfolio is replaced per year | 0.15 |
| Average invested Share of the portfolio not in cash, on average | 100.0% |
| Ticker | Name | Average weight | Months held |
|---|---|---|---|
| VGT | Vanguard Information Technology ETF | 54% | 100% |
| SMH | VanEck Semiconductor ETF | 30% | 100% |
| GLDM | SPDR Gold MiniShares Trust | 10% | 100% |
| DBMF | iMGP DBi Managed Futures Strategy ETF | 5% | 100% |
| CTA | Simplify Managed Futures Strategy ETF | 2% | 100% |
The record starts on the first trading day on or after 1 May 2022.