Golden Ratio Dual Gate (SPY + TIP)
Golden Ratio Dual Gate (SPY + TIP) is a tactical asset allocation strategy reviewed on a daily cadence. Its hypothetical backtest runs through 2026-08-17. BestFolio supplies the public rule or approach and backtest context; current signals, allocations, and paid interactive data remain restricted to Pro access. The recorded 2026-07 publication or construction boundary separates pre-publication simulation from later market observations under fixed rules; all returns remain 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
- Daily
- Backtest data through
- 2026-08-17
- History boundary
- The recorded 2026-07 publication or construction boundary separates pre-publication simulation from later market observations under fixed rules; all returns remain hypothetical.
- Rule / approach
- Two-state daily tactical allocation on a Golden-Ratio-style risk-parity sleeve (SPMO momentum, VBR small value, DBMF managed futures, GLD gold, TLT long treasuries).
- 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 2026-08-17. A run timestamp is not exposed here, so no stronger freshness claim is made.
- Next expected action
- Today (market open); scheduled 2026-08-18 at 09:30 ET. Review the published signal before placing any trade.
Golden Ratio Dual Gate (SPY + TIP) at a glance
Golden Ratio Dual Gate (SPY + TIP) is a tactical asset allocation (TAA) strategy by u/confettofetti (r/LETFs), rebalanced daily. Backtested 2008-04-09 to 2026-08-17 (18.2 years): 19.9% CAGR, 1.11 Sharpe, -37.3% max drawdown, 19.4% volatility.
- Type
- Tactical (TAA)
- Author
- u/confettofetti (r/LETFs)
- Rebalancing
- Daily
- Risk
- Aggressive
- Period
- 2008-04-09 to 2026-08-17
- CAGR
- 19.9%
- Sharpe
- 1.11
- Max Drawdown
- -37.3%
- Volatility
- 19.4%
Golden Ratio Dual Gate (SPY + TIP) — Tactical Asset Allocation Strategy
Two-state daily tactical allocation on a Golden-Ratio-style risk-parity sleeve (SPMO momentum, VBR small value, DBMF managed futures, GLD gold, TLT long treasuries). When BOTH SPY and the TIP canary (VIPSX) are firmly above their 200-day SMA, it holds 50% UPRO on top of the sleeve at half weight; otherwise it drops UPRO and holds the sleeve at full weight. Risk-On and Risk-Off share the same sleeve, so only UPRO is added or removed, which keeps whipsaw turnover low. The strategy is never in cash, so a false de-lever signal costs only the leverage, not a flat return. The TIP canary steps the strategy out of leverage in inflation/rates regimes the SPY 200-SMA alone misses. BestFolio uses VIPSX as the TIP signal series for longer clean history, and its honest history is bounded near 2007 by the managed-futures proxy.
Golden Ratio Dual Gate (SPY + TIP): frequently asked questions
- What is Golden Ratio Dual Gate (SPY + TIP)?
- Two-state daily tactical allocation on a Golden-Ratio-style risk-parity sleeve (SPMO momentum, VBR small value, DBMF managed futures, GLD gold, TLT long treasuries). When BOTH SPY and the TIP canary (VIPSX) are firmly above their 200-day SMA, it holds 50% UPRO on top of the sleeve at half weight; otherwise it drops UPRO and holds the sleeve at full weight. Risk-On and Risk-Off share the same sleeve, so only UPRO is added or removed, which keeps whipsaw turnover low. The strategy is never in cash, so a false de-lever signal costs only the leverage, not a flat return. The TIP canary steps the strategy out of leverage in inflation/rates regimes the SPY 200-SMA alone misses. BestFolio uses VIPSX as the TIP signal series for longer clean history, and its honest history is bounded near 2007 by the managed-futures proxy.
- Who created the Golden Ratio Dual Gate (SPY + TIP) strategy?
- Golden Ratio Dual Gate (SPY + TIP) was developed by u/confettofetti (r/LETFs).
- What is the historical return and maximum drawdown of Golden Ratio Dual Gate (SPY + TIP)?
- Backtested from 2008-04-09 to 2026-08-17, Golden Ratio Dual Gate (SPY + TIP) returned 19.9% CAGR with a -37.3% maximum drawdown and a Sharpe ratio of 1.11. Past performance does not guarantee future results.
- How often is Golden Ratio Dual Gate (SPY + TIP) rebalanced?
- Golden Ratio Dual Gate (SPY + TIP) is rebalanced daily. BestFolio publishes the updated allocation signal each period.
- Is Golden Ratio Dual Gate (SPY + TIP) a tactical asset allocation strategy?
- Yes. Golden Ratio Dual Gate (SPY + TIP) is a tactical asset allocation (TAA) strategy: it adjusts its holdings based on market signals each period rather than holding a fixed allocation.
Backtest Performance (2008-04-09 to 2026-08-17)
| Metric | Golden Ratio Dual Gate (SPY + TIP) |
|---|---|
| CAGR | 19.9% |
| Max Drawdown | -37.3% |
| Sharpe | 1.11 |
| Sortino | 1.70 |
| Volatility | 19.4% |
| Calmar | 0.53 |
| Total Return | 2641.2% |
| Backtest Period | 18.2 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- daily
- Risk Level
- aggressive
- Variants
- 1
- Author
- u/confettofetti (r/LETFs)
Further reading
New to this approach? Read what tactical asset allocation is and how it works.
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