MarketHeist · Explore
Golden Butterfly (JL Mod)
by @jeffrey · 3 forks
Historical performance
| CAGR | 8.7% |
| Max Drawdown | -15.9% |
| Sharpe Ratio | 1.11 |
Allocation
| GLD | 20% |
| QQQ | 20% |
| DX-Y.NYB | 20% |
| TLT | 20% |
| IJS | 20% |
How this result is verified
Recomputed by the MarketHeist portfolio engine v1.0.0 from yahoo
total-return-adjusted data (proxy-extended) — 262 months over
2004-12 to 2026-09; history bounded by GLD.
The numbers update as new data arrives.
Reproduce: config hash
31f24902292e50b7. analyze_portfolio with 5 holdings, rebalance=quarterly; engine 1.0.0 over 2004-12…2026-09 reproduces these numbers.
- One historical path — not walk-forward or out-of-sample. Past composition and returns are not a forecast; a different period can look materially different.
- Rebalancing (quarterly) is modeled frictionless — no commissions, spreads, or taxes. Realized returns will be lower, more so at higher rebalance frequency and turnover.
- Long-run history is proxy-extended: before a holding's own inception the series uses a stand-in (e.g. an index before the ETF launched). The start is set by GLD; the pre-inception segment approximates, not reproduces, the asset.
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