Who created the Equity + Managed Futures strategy?

Equity + Managed Futures was developed by BestFolio Research.

What is the historical return and maximum drawdown of Equity + Managed Futures?

Backtested from 1988-02-29 to 2026-08-11, Equity + Managed Futures returned 9.7% CAGR with a -31.9% maximum drawdown and a Sharpe ratio of 1.03. Past performance does not guarantee future results.

How often is Equity + Managed Futures rebalanced?

Equity + Managed Futures is rebalanced monthly. BestFolio publishes the updated allocation signal each period.

Is Equity + Managed Futures a fixed or tactical strategy?

Equity + Managed Futures is a fixed-allocation (strategic) portfolio: it holds a set allocation and rebalances on schedule rather than rotating based on market signals.

Equity + Managed Futures

Name: Equity + Managed Futures, Backtest Time Series
Creator: BestFolio
License: https://creativecommons.org/licenses/by-nc/4.0/

Equity + Managed Futures is a fixed-allocation portfolio reviewed on a monthly cadence. Its hypothetical backtest runs through 2026-08-11. BestFolio supplies the public rule or approach and backtest context; current signals, allocations, and paid interactive data remain restricted to Pro access. No publication or construction date is recorded, so no observed-versus-simulated boundary is claimed; all displayed returns are hypothetical. Users review each scheduled signal and place any resulting trades in their own brokerage. BestFolio does not execute trades or provide personalized investment advice.

Cadence: Monthly
Backtest data through: 2026-08-11
History boundary: No publication or construction date is recorded, so no observed-versus-simulated boundary is claimed; all displayed returns are hypothetical.
Rule / approach: US equities paired with managed futures and gold for genuine diversification across regimes.
BestFolio supplies: the public rule or approach and backtest context; current signals, allocations, and paid interactive data remain restricted to Pro access
Customer action: Review each scheduled signal and place any required trades in your own brokerage; BestFolio does not execute orders.
Costs and exclusions: net of a modeled one-way transaction cost (10 bps, scaled up to 3x under stress); taxes, fund-expense drift, or market impact are not modeled
Freshness: The latest available backtest ends 2026-08-11. A run timestamp is not exposed here, so no stronger freshness claim is made.
Next expected action: First trading day of September; scheduled 2026-09-01 at 09:30 ET. Review the published signal before placing any trade.

Equity + Managed Futures at a glance

Equity + Managed Futures is a fixed-allocation portfolio by BestFolio Research, rebalanced monthly. Backtested 1988-02-29 to 2026-08-11 (38.3 years): 9.7% CAGR, 1.03 Sharpe, -31.9% max drawdown, 10.6% volatility.

Type: Fixed Allocation
Author: BestFolio Research
Rebalancing: Monthly
Risk: Moderate
Period: 1988-02-29 to 2026-08-11
CAGR: 9.7%
Sharpe: 1.03
Max Drawdown: -31.9%
Volatility: 10.6%

Equity + Managed Futures — Fixed Allocation Portfolio

US equities paired with managed futures and gold for genuine diversification across regimes. 30% VTI (total US market), 20% QQQ (Nasdaq-100 growth), 35% KMLM (managed futures trend-following), and 15% GLD (gold). The managed-futures sleeve is the one diversifier that tends to profit when stocks and bonds fall together, as in 2022. Rebalanced monthly.

Equity + Managed Futures: frequently asked questions

What is Equity + Managed Futures?: US equities paired with managed futures and gold for genuine diversification across regimes. 30% VTI (total US market), 20% QQQ (Nasdaq-100 growth), 35% KMLM (managed futures trend-following), and 15% GLD (gold). The managed-futures sleeve is the one diversifier that tends to profit when stocks and bonds fall together, as in 2022. Rebalanced monthly.
Who created the Equity + Managed Futures strategy?: Equity + Managed Futures was developed by BestFolio Research.
What is the historical return and maximum drawdown of Equity + Managed Futures?: Backtested from 1988-02-29 to 2026-08-11, Equity + Managed Futures returned 9.7% CAGR with a -31.9% maximum drawdown and a Sharpe ratio of 1.03. Past performance does not guarantee future results.
How often is Equity + Managed Futures rebalanced?: Equity + Managed Futures is rebalanced monthly. BestFolio publishes the updated allocation signal each period.
Is Equity + Managed Futures a fixed or tactical strategy?: Equity + Managed Futures is a fixed-allocation (strategic) portfolio: it holds a set allocation and rebalances on schedule rather than rotating based on market signals.

Backtest Performance (1988-02-29 to 2026-08-11)

Metric	Equity + Managed Futures
CAGR	9.7%
Max Drawdown	-31.9%
Sharpe	1.03
Sortino	1.79
Volatility	10.6%
Calmar	0.30
Total Return	3335.5%
Backtest Period	38.3 years

Strategy Details

Type: Fixed / Strategic
Rebalancing: monthly
Risk Level: moderate
Variants: 1
Author: BestFolio Research

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