Using This Page

Not every program that gets investors out of the market fairly early after the start of a steep downturn and then gets them right back in for the subsequent rally actually works by simply assuming that recent trends in price will continue. Indeed, under the hood Retail Backtest's new program is really not like that and yet it seems to perform in a stellar fashion with regard to avoiding debacles while never failing to hop aboard major rallies.

No article that discloses the details of the testing and adjustment procedure that was followed has yet been prepared as not all of the work is complete. Hence for this new program, and while this site is in it's shakedown phase, no positions in the ETFs are shown (whereas positions are shown for the three momentum portfolios further down in the Performance menu). Consequently audit sheets are not yet available. Indeed, the projections shown here may be modified, toned down, as the testing continues.

Each of the charts below show what a dollar invested would produce over the displayed date range, for the Retail Backtest and Benchmark portfolios. Only long positions in the ETFs are involved; no short sales. None of the RB portfolio charts on this site are of actual trading experience; all are “hypothetical”, representative of what would have happened had the given program been in use in the past. The entries in the tables below are as follows:

  • The Sharpe Ratio is the ratio of the annualized return to its volatility, with the return being that in excess of the return on cash and with the volatility being based on the standard deviation of the excess return from its mean.
  • However, the Annualized Return entries are the total return, with the return on cash not being subtracted off.
  • The Per-ETF Trades/Year entry for each portfolio is the expected average yearly total of all of the trades in any single ETF of the portfolio; it is not the total yearly average number of trades for all of the ETFs of the portfolio.

Unlike the momentum program which involves trading happening if needed on just the first day of each month, this new program will involve trading as needed at the close on the first trading day of each week, where the trade to be made at the close is determined shortly after the opening based on the day's opening price. Note the remarkable rate of return with the international portfolio.

RB's New Program and the “International” Portfolio— Large-Cap ETFs (Dividends Reinvested)

All Data[Audit]
Click-drag to zoom in; double-click to zoom out; shift-click-drag to pan.

Performance Summary

This portfolio is dynamically managed subset of the following list of ETFs: EWA, EWC, EWG, EWH, EWJ, EWS, EWU, EWW, MDY and SPY.

Scheme Per-ETF
Trades/Year
Annualized Return Sharpe Ratio
RB Portfolio 28.7 13.3% 0.63
Rebalanced Benchmark minimal 7.1% 0.24
Note: Column entries are explained at the top of this page.
RB's New Program and the “Mostly USA” Portfolio— Liquid ETFs (Dividends Reinvested)

All Data[Audit]
Click-drag to zoom in; double-click to zoom out; shift-click-drag to pan.

Performance Summary

This portfolio is dynamically managed subset of the following list of ETFs: DIA, EEM, IWM, IWV, IYR, QQQ, RSP and SPY.

Scheme Per-ETF
Trades/Year
Annualized Return Sharpe Ratio
RB Portfolio 26.2 10.9% 0.56
Rebalanced Benchmark minimal 9.3% 0.38
Note: Column entries are explained at the top of this page.
RB's New Program and the “Sector” Portfolio— ETFs, Trading in the USA (Dividends Reinvested)

All Data[Audit]
Click-drag to zoom in; double-click to zoom out; shift-click-drag to pan.

Performance Summary

This portfolio is dynamically managed subset of the following list of ETFs: XBI, XES, XHB, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY, XME, XOP, XPH, XRT and XSD.

Scheme Per-ETF
Trades/Year
Annualized Return Sharpe Ratio
RB Portfolio 28.5 10.5% 0.56
Rebalanced Benchmark minimal 7.5% 0.32
Note: Column entries are explained at the top of this page.