Equal-weight QQQ + GLD + BTC
Rebalanced every 20 trading days. Model buy and hold portfolio. See design doc.
Backtest — in-sample, through 2026-09-02Live / paper — out-of-sample, from 2026-09-03SPY buy-and-hold (reference)
NAV$9,964.22
Since inception-0.36%
Since last rebalance-0.36%
CAGR (live)—
Max DD (live)—
Sharpe (live)—
Days since rebalance18 / 20
Legs
| Symbol | Broker | Qty | Price | Value | Target | Actual | Drift |
|---|---|---|---|---|---|---|---|
| QQQ | alpaca | 4.6465 | $737.93 | $3,428.79 | 33.33% | 34.41% | +1.1pp |
| GLD | alpaca | 8.0843 | $382.89 | $3,095.40 | 33.33% | 31.07% | -2.3pp |
| BTC-USD | coinbase | 0.0412 | $83,526.25 | $3,440.03 | 33.33% | 34.52% | +1.2pp |
Backtest reference (the prior)
Equal-weight SPX+Gold+BTC, monthly rebal, 2018–2025: CAGR 23.68%, Sharpe 0.97, max drawdown -41.10%. Research doc →
SPY buy-and-hold, same window (2018-01-01 – 2026-09-02): CAGR 14.57%, Sharpe 0.81, max drawdown -33.72%. The plain baseline every allocation call — equal-weight or otherwise — has to beat.