2 assets
6040-BH

Classic Balanced 60/40

Hypothetical backtest

Performance

Jul 31, 2002Sep 21, 2026

Growth of $100
+8.76%
CAGR
10.78%
Volatility
0.81
Sharpe
−31.10%
Max drawdown
291
Rebalances
6,074
Trading days

Holdings

Model output

Values

KeyValue
last rebalance prior weights
{
  "SPY": 0.5989,
  "TLT": 0.4011
}
last rebalance target weights
{
  "SPY": 0.6,
  "TLT": 0.4
}
rebalances skipped by drift band0
Implementation

Describe a strategy and get its tear sheet.

Start building