Golden Butterfly Plus

A free Golden Butterfly core with tactical permanent-portfolio and momentum overlays.

Simple blend1xMonthly rebalancemoderateFree clone

Thesis

Keeps the familiar Golden Butterfly as the anchor, then adds a tactical Permanent Portfolio and a dual-momentum sleeve for adaptive equity and bond exposure.

Backtest

1987-12-31 to 2026-05-29

CAGR

8.6%

Total Return

2318.6%

Sharpe Ratio

1.28

Sortino Ratio

1.88

UPI

3.01

Max Drawdown

-14.3%

Longest DD

26 mo

Volatility

6.7%

Calmar Ratio

0.60

Best Month

5.5%

Worst Month

-6.6%

Win Rate (Daily)

68.6%

Profitable Mo.

68.6%

Years

38.4

Current Allocation

VEU

SPY

GLDM

BIL

IWN

TLT

IEI

VEU25.0%

SPY16.5%

GLDM16.5%

BIL15.0%

IWN9.0%

TLT9.0%

IEI9.0%