Golden Butterfly portfolio

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The Golden Butterfly strategy is structured as a buy-and-hold approach aimed at optimizing returns across four distinct economic conditions: prosperity, recession, inflation, and deflation. Within this strategy, there is an emphasis on overweighting the 'prosperity' economic condition, which is the most frequent among the four scenarios. Additionally, it incorporates an increased exposure to the value premium.


Strategy current allocation

AssetAllocationChange
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Golden Butterfly portfolio Equity Curve


Golden Butterfly portfolio strategy statistics

Annualized Return9.4%
Annualized Volatility8.5%
Sharpe Ratio0.57
Maximum Drawdown-17.8% (09/2022)
Ulcer Performance Index1.41
Best Month Return10.1%
Worst Month Return-10.6%
Average trades per year0.1


The strategy designates 20% of the investment portfolio to each of the subsequent asset categories: US large-cap equities represented by SPY, US small-cap value investments in IWN, short-term US Treasuries with SHY, holdings in gold via GLD, and long-term US Treasuries through TLT. The portfolio is rebalanced annually.


Golden Butterfly portfolio returns

retididYearJanuaryFebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecemberYear
55219700,700,500,600,600,600,600,600,500,500,500,400,406,60
56219710,40-1,804,300,60-3,900,30-3,903,90-0,40-3,900,008,903,70
57219722,102,401,200,701,80-1,800,503,70-0,301,205,001,2018,80
5821973-1,50-3,500,100,20-1,200,500,700,800,600,700,700,60-1,60
59219740,700,500,700,700,700,600,700,800,600,700,600,608,20
60219750,500,40-2,805,104,804,80-6,40-1,80-3,106,502,80-0,809,50
612197612,20-0,803,40-0,80-1,104,40-0,50-0,201,600,400,400,4020,10
62219770,400,400,400,400,400,400,40-1,100,10-3,903,100,701,50
6321978-5,70-2,002,909,000,80-1,305,803,00-0,30-8,802,101,906,30
64219794,40-3,206,000,60-2,204,301,304,900,801,101,001,0021,20
65219801,101,001,301,100,700,600,700,800,901,101,001,4012,10
66219811,301,101,20-0,300,20-0,600,201,001,201,200,900,207,70
6721982-4,501,001,201,101,001,100,900,800,700,504,001,909,90
68219833,702,303,707,90-0,903,90-3,001,501,40-1,202,10-0,5022,40
6921984-0,60-3,501,70-0,100,900,800,801,000,800,700,300,603,50
70219850,700,600,700,703,101,50-0,20-0,90-3,104,606,804,8020,80
71219860,507,505,60-1,105,30-0,200,500,500,005,802,40-2,6026,30
72219879,900,401,50-0,900,805,005,103,70-2,20-21,50-1,700,50-3,00
73219880,503,40-3,101,100,904,60-0,40-3,404,302,80-1,401,7011,00
74219897,30-2,503,100,700,700,700,602,40-1,500,700,600,6014,10
75219900,700,600,700,600,700,600,600,700,600,700,600,507,80
76219910,500,400,700,204,30-4,604,700,700,801,000,400,309,60
7721992-2,70-0,100,400,300,300,300,300,300,200,300,200,900,50
78219930,801,102,20-2,602,700,40-0,503,80-0,702,00-1,101,209,60
79219943,50-2,90-4,201,101,60-2,303,203,80-2,502,80-4,000,700,40
80219953,300,400,500,400,500,500,400,500,400,500,400,408,70
81219960,400,400,401,902,300,90-4,501,905,603,207,30-2,4018,30
82219976,201,00-4,406,306,304,107,90-5,204,80-2,503,000,5030,50
83219980,400,400,400,400,400,400,400,400,400,300,406,1010,90
84219993,50-3,204,103,80-2,305,50-3,10-0,50-2,206,401,705,7020,40
8522000-5,00-1,509,70-3,500,300,500,500,600,500,500,500,502,80
86220010,400,400,400,300,300,300,300,300,200,200,200,303,60
8722002-1,00-1,803,30-5,80-0,60-7,40-6,700,100,100,102,80-5,70-20,90
8822003-2,50-0,600,100,100,10-3,701,802,10-1,105,401,105,007,70
89220042,001,40-1,30-1,901,701,90-3,200,201,001,305,200,508,70
9022005-2,202,500,200,202,300,203,80-0,900,80-2,404,40-0,208,80
91220062,400,601,701,30-3,000,300,400,700,400,802,001,309,10
92220071,50-2,001,204,401,60-1,60-3,10-3,100,300,400,300,20-0,20
93220080,200,200,100,100,100,200,100,100,100,100,000,001,30
94220090,000,000,000,004,20-0,107,503,703,50-1,906,201,9027,60
9522010-3,603,106,101,50-7,90-5,206,80-4,509,003,800,006,7015,10
96220112,303,500,00-0,500,000,000,000,000,000,000,000,005,40
97220120,001,703,20-0,70-6,002,500,000,000,000,000,00-0,300,10
98220135,101,303,801,902,40-1,305,20-3,003,204,603,002,6032,30
9922014-3,504,600,800,702,302,10-1,301,30-0,602,402,70-0,3011,40
10022015-3,005,60-1,601,001,30-1,10-0,20-0,100,000,001,40-1,701,50
10122016-5,00-2,100,000,001,400,303,600,100,00-1,703,702,002,10
102220171,803,900,101,001,400,602,100,302,002,403,101,2021,70
103220185,60-3,200,100,100,200,200,200,200,200,200,200,204,00
104220190,200,200,200,200,200,200,200,200,200,200,101,203,20
105220200,004,600,000,000,000,805,907,00-3,70-2,5010,903,7028,90
10622021-1,002,804,505,300,702,202,403,00-4,707,00-0,803,2027,00
107220220,000,000,000,100,100,100,200,200,300,300,300,402,10
108220230,400,400,400,401,306,503,1012,90